Academic Research Projects
The flow of Information in (and among) ETFs
with Jeff McMullin (IU Kelley)
Currently ongoing project
with Jeff McMullin (IU Kelley)
Currently ongoing project
Price Leading and Headlines
Currently ongoing project
Implementation of news data to test price discovery methods, as well as to propose a new price discovery method
Currently ongoing project
Implementation of news data to test price discovery methods, as well as to propose a new price discovery method
What is the Long-run, Big Picture of Equity Price Discovery?
with Craig Holden (IU Kelley) and Jayoung Nam (SMU Cox)
Currently ongoing project
with Craig Holden (IU Kelley) and Jayoung Nam (SMU Cox)
Currently ongoing project
Estimation of a Cointegrated Continuous State Markov Model in High Frequency Markets
Currently ongoing project
Application of methods less common in econometrics to implement a realistically random regime switching VECM
Currently ongoing project
Application of methods less common in econometrics to implement a realistically random regime switching VECM
The Efficiency of Liquidity Resiliency PDF
MS Economics Thesis (July 2017)
Analysis of the efficiency of liquidity of US stocks
MS Economics Thesis (July 2017)
Analysis of the efficiency of liquidity of US stocks
Reanalyzing The Political Stability of Britain' s Democratization PDF
MS Financial Economics Thesis (May 2016)
An analysis of political stability during major 19th century British government reforms using bond yields
MS Financial Economics Thesis (May 2016)
An analysis of political stability during major 19th century British government reforms using bond yields
Code Dev Projects
statmi GitHub repository (under construction)
Python information theory package for use in statistics, machine learning, data analysis, econometrics, etc.
Python information theory package for use in statistics, machine learning, data analysis, econometrics, etc.
