Pricing Variance in a Model with Fire Sales, 2024.
Middlemen in Limit-Order Markets, 2024, with Boyan Jovanovic (slides).
Trades, Quotes, and (Unbiased) Information Shares, 2023, with Björn Hagströmer (slides).
Systemic Risk in Central Clearing: Should Crowded Trades Be Avoided?, 2015 (slides).
Does Central Clearing Affect Price Stability? Evidence from Nordic Equity Markets, 2015, with Emiliano Pagnotta and Marius A. Zoican.
Middlemen Interaction and Its Effect on Market Quality, 2012, with Bart Zhou Yueshen.