BREAKING NEWS The Royal Swedish Academy of Sciences has decided to award the 2023 Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel to Claudia Goldin “for having advanced our understanding of women’s labour market outcomes.” #NobelPrize

What is best practice in empirical market microstructure? We have written a beginner’s guide to market quality measurement in high-frequency data, out today at the Tidy Finance website. tidy-finance.org/blog/tidy-mark…

Programme🤩

My second post is out! Human-Level Referee Reports Using Claude, Not ChatGPT How to obtain harsh, helpful referee reports to improve your research; and why large context windows enable a comprehensive understanding of texts. Link ⬇️

Excited to be hosting the Market Microstructure Summer School in Edinburgh, again!

BREAKING NEWS The Royal Swedish Academy of Sciences has decided to award the 2024 Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel to Daron Acemoglu, Simon Johnson and James A. Robinson “for studies of how institutions are formed and affect prosperity.”

A really cool GPT to evaluate a paper according to the three criteria (Contribution, Execution, and Exposition) in my "Learning From 1,000 Rejections" essay and provide specific, actionable feedback. Created by Jukka Sihvonen. chatgpt.com/g/g-6736e9f108…

I am happy to share that our paper (with Khaladdin Rzayev and Aliyev N.) on Algo trading and its effects on corporate investment behavior has been published in Journal of Corporate Finance. It is my first paper connecting microstructure and corporate finance. sciencedirect.com/science/articl…