- Big data analytics
- Capital market anomalies
- Empirical asset pricing
- Finance & investment
- Financial Market Microstructure
- Econometrics of financial markets
Professor Putnins’ research covers three themes: (i) financial misconduct, (ii) financial market microstructure, and (iii) asset pricing. His work on financial misconduct includes insider trading, various forms of market manipulation, illegal use of cryptocurrencies, tax evasion, and measuring the shadow economy. His research in market microstructure spans high-frequency trading, dark pools, short selling, market liquidity, and price formation. In asset pricing, his research has examined liquidity risk, the impacts of passive investing, separating noise from information, and the drivers of correlations across assets.