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Allen Carrion

Perella Department of Finance, Assistant Professor
  • University of Utah, Ph.D.
Professor Carrion's research interests are broad, but his primary focus is on market microstructure. He is especially interested in advancing our understanding of how markets function, and his work covers topics such as liquidity, pricing efficiency, informed trading, trading strategies and market design. He favors reserch questions with both theoretical and practical implications.
Professor Carrion specializes in analyzing large volumes of highly granular financial market data to reveal insights on market quality, security price information, and trader behavior. The questions he pursues are motivated by academic theory, regulatory policy, and issues of importance to market participants, and are influenced by his experience as a trading floor analyst.
Research Interests
  • Market microstructure
  • Empirical asset pricing
  • Risk management
Selected Publications and Working Papers

Working Papers
Office Information
Office: RBC 322
Phone: 610-758-6370
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