“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.