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High Frequency Trading Expert #16377

This sample expert has over 15 years of experience, and specializes in the field of finance with specific knowledge in the areas of market microstructure, mutual funds and hedge funds. Published on such topics as MiFID, liquidity in long-dated options and futures and mutual fund end-of-quarter return manipulation.

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Areas of Finance expertise

  • Market microstructure
  • High frequency algorithmic trading
  • Trade cost prediction and measurement
  • European investment services regulation
  • Hedge funds portfolio selection and risk management

Educational backgroud

  • Ph.D. Economics (Finance and Econometrics), Queen’s University, Kingston, Ontario
  • M.A. Economics Queen’s University, Kingston, Ontario
  • Graduate Studies in Economics, University of Western Ontario, London, Ontario
  • B.A. Economics (with Mathematics), First Class Honours, St. Francis Xavier University, Antigonish, Nova Scotia

Experience in field

Associate professor of finance, teaching courses in security valuation, options and futures, fixed income, and capital markets. Made over 60 invited paper presentations, including presentations at the Western Finance Association and Financial Management Association meetings. Research has been published in journals such as the Journal of Financial Markets, Journal of Derivatives and Hedge Funds, Canadian Journal of Economics, Journal of Futures Markets, Assurances et Gestion des Risques, and Economics Letters. Current research is focused on the role of stale prices on intraday portfolio return cross-autocorrelation patterns.


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