An examination of cross-market arbitrage, with Ryan Garvey, Journal of Applied Business and Economics, 2019
Charles Favreau, PhD
Associate Professor | Duquesne University
Research Statement
The effect of tripping the us equity market-wide circuit breaker on liquidity: evidence from the coronavirus selloff, with Ryan Garvey, The Journal of Investing, 2023
Non-positive spreads and trading venue halts: Are investors harmed? with Ryan Garvey, Finance Research Letters, 2022
The effects of layoffs and plant closings on manufacturers' market value,'' with Ryan Atkins, International Journal of Production Economics, 2022
The limitations of estimating implied densities from option prices, with Austin Shelton and Hayden Kane, Quantitative Finance, 2021
What causes the disposition effect? Evidence from corporate Insiders, with Ryan Garvey, Journal of Behavioral Finance, 2021
The (Under) Performance of Hedge Fund ETFs, with Austin Shelton and Hayden Kane, The Journal of Alternative Investments, 2020