Brian M Weller
Assistant Professor of Economics
Professor Weller studies financial markets with an emphasis on liquidity and asset prices. He specializes in developing tools to analyze the informational and risk content of market intermediary behavior. He also investigates how technological and market structure innovations affect risk sharing and price discovery.
Professor Weller is on leave for the 2019-20 academic year.
- Ph.D., University of Chicago 2013
Patton, Andrew J., and Brian Weller. “Testing for Unobserved Heterogeneity via K-Means Clustering,” July 15, 2019.
Patton, Andrew J., and Brian Weller. “Risk Price Variation: The Missing Half of Empirical Asset Pricing.” Economic Research Initiatives at Duke (Erid) Working Paper, no. 274 (May 24, 2019). Open Access Copy
Weller, B. M. “Does algorithmic trading reduce information acquisition?” Review of Financial Studies 31, no. 6 (June 1, 2018): 2184–2226. https://doi.org/10.1093/rfs/hhx137. Full Text Open Access Copy
Patton, Andrew J., and Brian M. Weller. “What You See Is Not What You Get: The Costs of Trading Market Anomalies,” October 31, 2017. Open Access Copy