Philip Drummond Email & Phone Number

Dr. Philip Drummond is a financial economist with extensive research experience relating to financial market microstructure, asset-pricing and behavioral finance. Philip has published in the Journal of Financial Markets and Journal of Finance. He has also presented his work at leading scientific conferences such as the American Economic Association (AEA). As an Associate at The Brattle Group, Philip employs his in-depth understanding of market structure and state-of-the-art statistical methodologies to reach robust economic conclusions regarding causality, price impact, and market quality. Key skills: Big data; high-frequency data; panel data; time-series data; forecasting; financial modelling; portfolio evaluation, transaction cost analysis; order submission strategies; market quality evaluation, scientific inference.Programming: SAS, MATLAB, Stata, LaTeX.