Publications of Brian M Weller    :chronological  alphabetical  combined  bibtex listing:

Journal Articles

1. Patton, AJ; Weller, B, Testing for Unobserved Heterogeneity via K-Means Clustering (July, 2019)
2. 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)
3. Patton, AJ; Weller, B, What You See Is Not What You Get: The Costs of Trading Market Anomalies no. 255 (May, 2019)
4. 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]
5. Weller, BM, Does algorithmic trading reduce information acquisition?, Review of Financial Studies, vol. 31 no. 6 (June, 2018), pp. 2184-2226 [doi]  [abs]
6. 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)
7. Patton, AJ; Weller, BM, What You See Is Not What You Get: The Costs of Trading Market Anomalies (October, 2017)
8. Weller, BM, Measuring Tail Risks at High Frequency (November, 2016)
9. Weller, BM, Efficient Prices at Any Cost: Does Algorithmic Trading Deter Information Acquisition? (May, 2016)
10. Weller, BM, Intermediation Chains (2014)

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