Systemic Risk in Real Time: A Risk Dashboard for Central Clearing Parties (CCPs), 2016, with Wenqian Huang (slides).
High-Frequency Trading as Viewed Through an Electronic Microscope, 2016, (short paper).
High-Frequency Trading Around Large Institutional Orders, 2015, with Vincent van Kervel (internet appendix, slides).
The Flash Crash: A Cautionary Tale about Highly Fragmented Markets, 2015, with Bart Zhou Yueshen.
Does Central Clearing Affect Price Stability? Evidence from Nordic Equity Markets, 2015, with Emiliano Pagnotta and Marius A. Zoican.
Asset Price Dynamics with Limited Attention, 2014, with Terrence Hendershott, Sunny X. Li, and Mark S. Seasholes.
Middlemen Interaction and Its Effect on Market Quality, 2012, with Bart Zhou Yueshen.