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Brian M Weller, Assistant Professor

Brian M Weller

Professor Weller studies financial markets with an emphasis on liquidity and asset prices. He specializes in developing tools to analyze the informational and risk content of market intermediary behavior. He also investigates how technological and market structure innovations affect risk sharing and price discovery.

Contact Info:
Office Location:  228H Social Sciences Bldg, Box 90097, Durham, NC 27708
Office Phone:  (919) 660-1720
Email Address: send me a message
Web Page:  https://sites.google.com/site/brianmweller/

Teaching (Spring 2019):

  • ECON 471.01, FINANCIAL MRKT AND INVESTMENTS Synopsis
    Social Sciences 119, MW 03:05 PM-04:20 PM
  • ECON 476.01, EMPIRICAL ASSET PRICING Synopsis
    Social Sciences 311, MW 04:40 PM-05:55 PM
  • ECON 571.01, FINANCIAL MARKETS AND INVEST Synopsis
    Social Sciences 119, MW 03:05 PM-04:20 PM
  • ECON 676.01, EMPIRICAL ASSET PRICING Synopsis
    Social Sciences 311, MW 04:40 PM-05:55 PM
Education:

Ph.D.University of Chicago2013

Recent Publications   (More Publications)

  1. Patton, AJ; Weller, B, What You See Is Not What You Get: The Costs of Trading Market Anomalies, Economic Research Initiatives at Duke (Erid) Working Paper no. 255 (March, 2019)
  2. Weller, B, Measuring Tail Risks at High Frequency (October, 2018)  [abs]
  3. Weller, BM, Does algorithmic trading reduce information acquisition?, Review of Financial Studies, vol. 31 no. 6 (June, 2018), pp. 2184-2226 [doi]  [abs]
  4. Patton, AJ; Weller, B, What You See Is Not What You Get: The Costs of Trading Market Anomalies, Economic Research Initiatives at Duke (Erid) Working Paper no. 255 (March, 2018)
  5. Patton, AJ; Weller, BM, What You See Is Not What You Get: The Costs of Trading Market Anomalies (October, 2017)


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