Publications of Brian M Weller    :recent first  alphabetical  combined  bibtex listing:

Journal Articles

1. Weller, BM, Intermediation Chains (2014)
2. Weller, BM, Efficient Prices at Any Cost: Does Algorithmic Trading Deter Information Acquisition? (May, 2016)
3. Weller, BM, Measuring Tail Risks at High Frequency (November, 2016)
4. Patton, AJ; Weller, BM, What You See Is Not What You Get: The Costs of Trading Market Anomalies (October, 2017)
5. 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)
6. Weller, BM, Does algorithmic trading reduce information acquisition?, Review of Financial Studies, vol. 31 no. 6 (June, 2018), pp. 2184-2226 [doi]  [abs]
7. Weller, BM, Measuring Tail Risks at High Frequency, American Historical Review, vol. 124 no. 2 (April, 2019), pp. 3571-3616, Oxford University Press (OUP) [doi]  [abs]
8. Patton, AJ; Weller, B, What You See Is Not What You Get: The Costs of Trading Market Anomalies no. 255 (May, 2019)
9. Patton, AJ; Weller, B, Risk Price Variation: The Missing Half of Empirical Asset Pricing, Economic Research Initiatives at Duke (Erid) Working Paper no. 274 (May, 2019)
10. Patton, AJ; Weller, B, Testing for Unobserved Heterogeneity via K-Means Clustering (July, 2019)

Chapters in Books

1. Weller, BM, Public Policy and Saving for Retirement, in Better Living through Economics, edited by Siegfried, JJ (2012), Harvard University Press, ISBN 9780674064126