2025 · Journal article
MiFID II and UK equity market quality: a regression discontinuity
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Visiting Professor of Finance
Prof. Daniel Weiss
Daniel is a former European Commission economic advisor whose research focuses on the effect of governance regulation on market behaviour. He publishes in the Journal of Finance and the Review of Financial Studies.
Limited availability — join waitlist
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- Methodology
- quantitative
- Current researchers
- 3
- Supervises
- DBA · PhD
- Availability
- Limited
Supervision style
How I supervise
"Formal and exacting. Your econometrics will be stress-tested. If you want a supportive rubber stamp, I am the wrong choice."
Expertise
What I work on
- Market microstructure
- Corporate finance
- Event studies
- Financial econometrics
Currently on my desk
Reading list
Updated quarterly
-
01
The Econometrics of Financial Markets
Campbell, Lo, MacKinlay
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02
Empirical Asset Pricing
Bali, Engle, Murray
Recent work
Selected publications
Daniel has limited availability.
Join the waitlist, or browse supervisors currently accepting researchers with related expertise.