John Shim

Professor of Finance, University of Notre Dame

About

John Shim is an assistant professor of finance at Notre Dame. He received his Ph.D. in finance from the University of Chicago in 2019 and his BS in statistics from the University of Illinois Urbana-Champaign in 2006.

Education

University of Chicago

Ph.D, Finance / 2019

Chicago, Illinois, United States of America

University of Illinois Urbana-Champaign

BS, Statistics / 2006

Urbana, Illinois, United States of America

Experience

Notre Dame

Assistant Professor of Finance / 2020 — Present

Publications

The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response *

The Quarterly Journal of Economics / Jul 23, 2015

Budish, E., Cramton, P., & Shim, J. (2015). The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response *. The Quarterly Journal of Economics, 130(4), 1547–1621. https://doi.org/10.1093/qje/qjv027

Implementation Details for Frequent Batch Auctions: Slowing Down Markets to the Blink of an Eye

American Economic Review / May 01, 2014

Budish, E., Cramton, P., & Shim, J. (2014). Implementation Details for Frequent Batch Auctions: Slowing Down Markets to the Blink of an Eye. American Economic Review, 104(5), 418–424. https://doi.org/10.1257/aer.104.5.418

A Theory of Stock Exchange Competition and Innovation: Will the Market Fix the Market?

May 01, 2019

Budish, E., Lee, R., & Shim, J. (2019). A Theory of Stock Exchange Competition and Innovation: Will the Market Fix the Market? https://doi.org/10.3386/w25855

A Theory of Stock Exchange Competition and Innovation: Will the Market Fix the Market?

May 01, 2019

Budish, E., Lee, R., & Shim, J. (2019). A Theory of Stock Exchange Competition and Innovation: Will the Market Fix the Market? https://doi.org/10.3386/w25855

Arbitrage Comovement

SSRN Electronic Journal / Jan 01, 2018

Shim, J. J. (2018). Arbitrage Comovement. SSRN Electronic Journal. https://doi.org/10.2139/ssrn.3287912

ETFs, Illiquid Assets, and Fire Sales

SSRN Electronic Journal / Jan 01, 2021

Shim, J. J., & Todorov, K. (2021). ETFs, Illiquid Assets, and Fire Sales. SSRN Electronic Journal. https://doi.org/10.2139/ssrn.3886881

Do Electronic Markets Improve Execution If You Cannot Identify Yourself?

SSRN Electronic Journal / Jan 01, 2021

Shim, J. J., & Wang, Y. (2021). Do Electronic Markets Improve Execution If You Cannot Identify Yourself? SSRN Electronic Journal. https://doi.org/10.2139/ssrn.3805830

Links & Social Media

Research Web Site

Research Interests

Market Microstructure

Empirical Asset Pricing

Economics and Econometrics

Pharmacology (medical)

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