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).
- “Sourcing Strategies for Online Retail Marketplaces,” (previously “Optimal Timing of Inventory Decisions with Price Uncertainty,”)(with V. Gaur, N. Osadchiy and S. Seshadri).
- “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).
- “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).
- “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).
- “Central Bank-driven Mispricing,” (with L. Pelizzon, D. Tomio and J. Uno).
- “What Drives Liquidity in the Chinese Credit Bond Markets?” (with J.Mo).
- “China’s Corporate Credit Bond Market: Development and Policy Issues,” (with J. Cherian and J. Mo).
- “How Sovereign is Sovereign Credit Risk? Global Prices, Local Quantities”(with P. Augustin, V. Sokolovski, and D. Tomio), Journal of Monetary Economics, 2nd Round.
- “Informed Option Strategies before Corporate Events,”(with P. Augustin, M. Brenner, and G. Grass), Journal of Financial Markets, 2nd Round.
- “Can Central Banks Boost Corporate Investment? Evidence from the ECB Liquidity Injections,” (with S.L. Daetz, D.Y. Tang and S.Q Wang), Review of Corporate Finance Studies, 2nd Round.
- “Sovereign Issuers, Incentives and Liquidity: An Event Study of the Danish Sovereign Bond Market,” (with A. Eisl, C. Ochs and J. Staghøj), Journal of Banking and Finance, 3rd Round.
- “Collateral Eligibility of Corporate Debt in the Eurosystem,” (with L. Pelizzon, M. Riedel, and Z. Simon), Journal of Financial Economics, 1st Round.
- “Market Liquidity and Competition among Designated Market Makers,” (with M. Bellia, L. Pelizzon, J. Uno and D. Yuferova), Review of Finance, 2nd Round.
- “Lighting up the dark: A Preliminary Analysis of Liquidity in the German Corporate Bond Market,” (with Y. Günduz, L. Pelizzon, and M. Schneider).
- “Margin Rules, Leverage of Informed Traders and Market Microstructure: Theory,” (with K. John, A. Koticha, J. Li, and R. Narayanan) Review of Financial Studies, 1st Round.