| Publications Title | Journal Name | Year | ABDC Ranking |
|---|---|---|---|
| Do uninformed traders move prices? Evidence from the Bank of Japan's ETF purchasing program | Financial Review (US) | 2023 | A |
| Estimation with Errors in Variables via the Characteristic Function | Journal of Financial Econometrics | 2023 | A* |
| High-Frequency Trading Strategies | Management Science | 2023 | A* |
| Contagious margin calls: How COVID-19 threatened global stock market liquidity | Journal of Financial Markets | 2022 | A* |
| Estimating permanent price impact via machine learning | Journal of Econometrics | 2020 | A* |
| Reprint of Director discretion and insider trading profitability | Pacific-Basin Finance Journal | 2017 | A |