This site is designed to supplement my work in academic finance. Some of the material posted here is taught in university courses but most is for those students that want additional material for self study beyond the classroom. If you are not currently in one of my courses, you should take a look at this page to get started or use the menu on the left.
I love working with new data sets particularly those related to market microstructure. Please contact me if you are interested in microstructure, asset allocation, or general asset pricing projects.