Associate Professor of Finance at Wilfrid Laurier University. Microstructure Enthusiast. Views are solely those of the author. He/him. 🇨🇦
Waterloo, Ontario
Joined March 2013
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Michael Brolley 🇺🇦 retweeted
Anyone who attempts to reason about anything complex is using *some kind of model*. Anyone who thinks otherwise is deluding themselves.
The only question is whether you understand your own (implicit) model or not.
Michael Brolley 🇺🇦 retweeted
#StudyTip: Find your exam room before your exam. 🧭
Find the guide: bit.ly/3LrC0ks
ALT How to find your exam room
Michael Brolley 🇺🇦 retweeted
My brother in Christ you are controlling for a mediator
Control for factors like credit scores and troubling racial gaps almost disappear econ.st/3U2SsLT
Michael Brolley 🇺🇦 retweeted
A year ago, Ontario Teachers' Pension Plan invested in a crypto exchange platform, FTX. Their CEO said of FTX at the time: "In terms of the risk profile, it is probably the lowest risk profile you can have in that it’s everybody else is trading on your platform."
Michael Brolley 🇺🇦 retweeted
One size does not fit all when it comes to tick sizes. Using cryptocurrency exchange data, Dyhrberg, Foley, and Svec show that tiny tick sizes encourage undercutting behavior and harm market quality, highlighting that bigger really can be better. jfqa.org/2022/04/04/when-big…
Michael Brolley 🇺🇦 retweeted
The Bank of Canada is hiring on the 2022-2023 PhD Job Market: careers.bankofcanada.ca/s/Ii…
Michael Brolley 🇺🇦 retweeted
"Cyber Security and Ransomware in Financial Markets" with Toni Ahnert, Mike Brolley (@mikerostructure) and Ryan Riordan (@algoriordan) now available as a Bank of Canada Staff Working Paper: bankofcanada.ca/2022/07/staf…
Michael Brolley 🇺🇦 retweeted
I got a journal rejection on Good Friday. I don't think the editor realizes the expectations they've set for the weekend...
Michael Brolley 🇺🇦 retweeted
Woke up this morning thinking about @DrNadiaChaudhri and the peace, joy, and perspective she brought to my life this year.
She’s my 2021 Person of the Year.
Michael Brolley 🇺🇦 retweeted
Not so sure. Hierarchy seems to be:
US data = reveals true principles of economics
European, incl Scandi data = cute but weird
Rest of the world: development economics
This quoted post is unavailable.
Michael Brolley 🇺🇦 retweeted
Associate professor Katya Malinova, Finance and Business Economics, has been appointed to the Ontario Securities Commission Market Structure Advisory Committee for the 2021 - 2023 term.
Read more: osc.ca/en/news-events/news/o…
Michael Brolley 🇺🇦 retweeted
You’re not officially a professor until someone tells you how nice it must be to have summers off.
This quoted post is unavailable.
