Working Papers
- “The Valuation of Stock Index Options,”(with M. Brenner and G. Courtadon).
- “The Term Structure of Interest Rate Futures Prices,” (with R. C. Stapleton).
- “Credit Risk and the Yen Interest Rate Swap Market,” (with Y. H. Eom and J. Uno).
- “Incremental Risk Vulnerability,” (with G. Franke and R. C. Stapleton).
- “Background Risk and Trading in a Full-Information Rational Expectations Economy,” (with R.C. Stapleton and Q. Zeng).
- “Private Placements to Owner-Managers: Theory and Evidence,” (with V.R Anshuman and V.Panchapagesan).
- “Liquidity and Portfolio Management: an Intra-day Analysis,” (with J. Cherian, M.R. Hu, and S. Mahanti).
- “The Microstructure of the European Sovereign Bond Market: A Study of the Euro-zone Crisis,” (with L. Pelizzon, D. Tomio, and J. Uno).
- “Scarcity and Spotlight Effects on Liquidity and Yield: Quantitative Easing in Japan,”(with L. Pelizzon, R. Tobe, and J. Uno).
- “Coming Early to the Party,” (with M. Bellia, L. Pelizzon, J. Uno, and D. Yuferova).
- “The Linkage between Primary- and Secondary Markets for European Sovereign Debt: Free Flow or Bottleneck?,” (with A. Eisl, C. Ochs, N. Osadchiy).
- “China’s Corporate Credit Bond Market: Development and Policy Issues,” (with J. Cherian and J. Mo).
- “Margin Rules, Leverage of Informed Traders and Market Microstructure: Theory,” (with K. John, A. Koticha, J. Li, and R. Narayanan), Management Science, 2nd Round.
- “Low-Latency Trading and Price Discovery without Trading: Evidence from the Tokyo Stock Exchange Pre-Opening Period and the Opening Batch Auction,” (with M. Bellia, L. Pelizzon, J. Uno and D. Yuferova).
- “Quantitative Easing, the Repo Market, and the Term Structure of Interest Rates,” (with R. Jappelli and L. Pelizzon).
- “ESG Favoritism in Mutual Fund Families,” (with A.Z. Cziky, R. Jankowitsch, and A. Pasler).
- “ESG Risk in Private Equity Markets,” (with P.P Hsiung, G. Ottonello, and M. Pelster)
- “Urban Riparian Exposure, Climate Change, and Public Financing Costs in China,” (with H. Gao, Y. Huang, J. Mo, and X. Yu)