Research

Publications

1. Match to grow (with M. Zheng), forthcoming, Journal of Financial and Quantitative Analysis.
2. Price Clustering and the Informational Efficiency of Stock Prices (with A. Baig, B. Blau, and T. Griffith), forthcoming, Journal of Financial Research.
3. Local labor match and corporate investments: Evidence from new flight routes (with L. Thompson), Journal of Financial Research, 2025.
4. The value of talents (with L. Thompson and Z. Wei), Financial Review, 2025.
5. The impact of social distancing on trading activity during the COVID-19 pandemic (solo-authored), Financial Management, 2024.
6. Information shocks, disagreement, and drift (with W. Armstrong and L. Cardella), Journal of Financial Economics, 2021.
7. Free trade and the efficiency of financial markets (with A. Baig and B. Blau), Global Finance Journal, 2021.
8. Cryptocurrency accepting venues, investor attention, and volatility (solo-authored), Finance Research Letters, 2020.
9. Does short selling affect the clustering of stock prices? (with A. Baig), The Quarterly Review of Economics and Finance, 2020.
10. Price clustering after the introduction of bitcoin futures (with A. Baig and O. Haroon), Applied Finance Letters, 2020.
11. Price clustering and sentiment in bitcoin (with A. Baig and B. Blau), Finance Research Letters, 2019.
12. Have Stock Prices become more Uniformly Distributed? (with A. Baig and D. Winters), Economics Bulletin, 2019.
13. Pricing of Islamic deposit insurance (with M. Hassan), Economics Letters, 2019.

Working Papers

1. Peek-a-Book: Who Hides in the Limit Order Book, and When?
2. Automation potential and broad-based stock options (with M. Karim and M. Zheng)
3. Neighborhood effects on employee treatment (with M. Karim)
4. Stock market-related policy uncertainty and price efficiency
5. Local Labor Match: Implications for Asset Prices

Permanent Working Papers

1. Systematic volume spikes and intraday liquidity patterns: Fingerprints of HFT activity? (with W. Armstrong and L. Cardella)

Refereed Publications in Other Areas

1. Progress in the utilization of antenatal and delivery care services in Bangladesh: where does the equity gap lie? (with M. Pulok and J. Uddin), BMC Pregnancy and Childbirth, 2016.
2. Correlates of unmet need for contraception in Bangladesh: does couples' concordance in household decision making matter? (with M. Pulok and J. Uddin), Contraception, 2016.
3. Socioeconomic inequalities of child malnutrition in Bangladesh (with M. Pulok and J. Uddin), International Journal of Social Economics, 2016.