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Brian Weller
Brian Weller
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Title
Cited by
Cited by
Year
Does algorithmic trading reduce information acquisition?
BM Weller
The Review of Financial Studies 31 (6), 2184-2226, 2018
2962018
What you see is not what you get: The costs of trading market anomalies
AJ Patton, BM Weller
Journal of Financial Economics 137 (2), 515-549, 2020
902020
Public policy and saving for retirement: The “autosave” features of the Pension Protection Act of 2006
J Beshears, JJ Choi, D Laibson, BC Madrian, B Weller
Better living through economics 1, 2010
532010
Measuring tail risks at high frequency
BM Weller
The Review of Financial Studies 32 (9), 3571-3616, 2019
31*2019
Risk price variation: The missing half of empirical asset pricing
AJ Patton, BM Weller
The Review of Financial Studies 35 (11), 5127-5184, 2022
252022
Intermediation chains and specialization by speed: evidence from commodity futures markets
B Weller
University of Chicago, Division of the Social Sciences, Department of …, 2013
212013
Testing for Unobserved Heterogeneity via k-means Clustering
AJ Patton, BM Weller
Journal of Business & Economic Statistics 41 (3), 737-751, 2023
102023
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