Department of Finance
|Office:||3052 Business Building|
|Mailing Address:||2097 Business Building|
1301 Lovers Lane
Manhattan, KS 66506
Current Research & Consulting Projects
- Are All Odd Lots the Same? Odd Lot Transactions by Order Submission and Trader Type- Studies odd-lot trading and determine if an odd-lot trade results from odd-lot orders or if odd-lots are a result of orders broken into multiple trades.
- Are Odd Lot Orders Informed- Shows that odd-lot marketable orders are not more informed than round/mixed lot marketable orders.
- Odd Lot Trading and Earnings Announcements- Investigates odd lot trading, both trades and orders, around quarterly earnings announcements to determine whether informed traders are using odd lot trades to earn excess returns.
- Odd Lot Order Aggressiveness and Stealth Trading- Studies the degree to which orders are aggressively priced, paying particular attention to odd lot orders, and examines whether odd lot orders are being successfully used in stealth trading strategies
- Odd Lot Trades: The Behavior, Characteristics, and Information Content, Over Time, 2014, The Financial Review 49, 669-684.
Areas of Teaching
MBA, University of Alabama at Birmingham, 2002
BS, Auburn University, 2000