- “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).
- “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).
- “Margin Rules, Leverage of Informed Traders and Market Microstructure: Theory,” (with K. John, A. Koticha, J. Li, and R. Narayanan), Management Science, 1st 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), Management Science, 2nd Round.
- “Market Liquidity and Competition among Designated Market Makers,” (with M. Bellia, L. Pelizzon, J. Uno and D. Yuferova), Management Science, 2nd Round.
- “Central Bank-Driven Mispricing,” (with L. Pelizzon and D. Tomio), Journal of Financial Economics, 2nd Round.
“Quantitative Easing, the Repo Market, and the Term Structure of Interest Rates,” (with R. Jappelli and L. Pelizzon), Journal of Finance, 1st Round.