Peter Dixon

Financial Economist, Office of Markets (DERA)

Education Summary

  • Ph.D. Finance, University of Tennessee, 2018
  • MS Econometrics, University of Utah, 2011
  • BS Financial Economics, Brigham Young University - Idaho, 2009

Fields of Interest

  • Information and market efficiency
  • Market microstructure
  • Asset pricing
  • Behavioral Finance

  • Financial Economist
    Division of Economic and Risk Analysis
    U.S. Securities and Exchange Commission
    2018-present
  • Intermountain Healthcare Inc.
    2011-2012

  • Dixon, P., & Kelley, E. K. (2021). Business Cycle Variation in Short Selling Strategies: Picking During Expansions and Timing During Recessions. Journal of Financial and Quantitaitve Analysis, forthcoming
  • Dixon, P. N., Fox, C. A., & Kelley, E. K. (2021). To own or not to own: Stock loans around dividend payments. Journal of Financial Economics, 140(2), 539-559.
  • Dixon, P. N. (2021). Why do short selling bans increase adverse selection and decrease price efficiency? Review of Asset Pricing Studies, 11(1), 122-168.
  • Bae, Kyoung-hun and Peter Dixon, 2018, Do Investors Use Options and Futures to Trade on Different Types of Information? Evidence From an Aggregate Stock Index, Journal of Futures Markets 38(2): 175-198

  • Bae, Kyoung-hun, Peter Dixon, and Eun-Jung Lee, 2020, Large Trade Anticipation.
  • Dixon, Peter, Eric Kelley, and Jerry Martin, 2019, Fraud and the Business Cycle.
  • Dixon, Peter, David Maslar, and Brian Roseman, 2021, Prospect theory preferences during good and bad times.

  • Panelist 2021 FMA - Meme Stock Panel
  • Panelist: 2021 University of Texas PhD Student Symposium, Microstructure session
  • Panelist: 2020 University of Texas PhD Student Symposium, Microstructure session
  • Why do short selling bans increase adverse selection and decrease price efficiency?, 2019 SEC Conference on Financial Market Regulation
  • Why do short selling bans increase adverse selection and decrease price efficiency?, 2017 FMA Doctorial Consortium
  • Large Trade Anticipation, 2016 FMA Annual Conference

Last Reviewed or Updated: June 28, 2024