- "Non-Standard Errors", (2024), crowdsourcing project with 342 co-authors, Journal of Finance. |#Fincap Website|
- "Dealers' incentives to reveal their names", (2022), Financial Review, Volume 57, Issue 1: 27-44. |Published Version| |DOI|.
- "Two-period duopolies with forward markets", with Caleb Cox and Matthias Pelster, (2022), Review of Industrial Organization, 60 (1). pp. 29-62. |Published Version| |DOI|
- "The effects of intraday news flow on Dealers' quotations, Market Liquidity and Volatility", (2018), International Journal of Finance and Economics, 23(4) :492-503. |DOI|
- "Detection of algorithmic trading", with Dimitar Bogoev, Physica A: Statistical mechanics and its applications, (2017), 484:168-181|DOI |
- "Social preferences and cooperation in simple dilemma games", with Caleb Cox and Ryan Murphy, (2017), Journal of Behavioral and Experimental Economics, 69, 1-3. |DOI |
- "The effects of intraday news flow on stock market liquidity, volatility and trading activity", (2017), Economics Bulletin, Vol. 37 No.4 p.A21.
Older Works:
Older Works:
- "European Gas Markets, Trading Hubs, and Price Formation: A Network Perspective", (2019), with Woroniuk, D. and Jamasb, T., Cambridge Working Papers in Economics CWPE 1964 / Electricity Policy Research Group Working Paper EPRG 1922, May, Faculty of Economics, University of Cambridge.