Published articles:
Active trading in ETFs: The role of high-frequency algorithmic trading, with Jain, Archana, and Christine Jiang, forthcoming at Financial Analyst Journal.
Bitcoin price manipulation: evidence from intraday orders and trades, with Hu, Bill, Hwang, Joon Ho, and Jim Washam. Forthcoming at Applied Economics Letters.
Do algorithmic traders improve liquidity when information asymmetry is high?, with Jain, Archana, and Revansiddha Khanapure. Quarterly Journal of Finance 11 (1), 2021.
Pre-earnings announcement returns and momentum, with Jain, Archana, and Revansiddha Khanapure. Economics Letters 196, 2020.
Blockchain Hysteria: Adding "blockchain" to a company's name, with Jain, Archana, Economics Letters 181, 178-181, 2019.
Does conservatism deter short sellers?, with Jain, Archana and Ashok Robin. Review of Quantitative Finance and Accounting 54 (3), 1075-1100, 2019.
Early movers advantage? Evidence from short selling during after hours on earnings announcement days, with Jain, Archana and Christine Jiang. Financial Review 54 (2), 235-264, 2019.
Algorithmic trading and fragmentation, with Jain, Archana, and Christine Jiang, Journal of Trading 12 (4), 18-28, 2017.
Hidden liquidity on the U.S. stock exchanges, with Jain, Archana, Journal of Trading 12 (3), 30-36, 2017.
Fails-to-deliver after the implementation of Rule 203 and Rule 204T, with Jain, Archana, Financial Review 50, 611-636, 2015.
Short selling: The impact of SEC rule 201 of 2010, with Jain, Pankaj and Thomas H. McInish, Financial Review 47, 37-64, 2012.
Financial Review Best paper award for 2012
Working papers:
Is short selling in OTC stocks informative?, with Jain, Archana..
Short selling duration and return predictability, with Jain, Archana, Jiang, Christine, and Revansiddha Khanapure.
Dynamics of Market Liquidity and Funding Liquidity during the Crisis, its Resolution, and after the Volcker Rule, with Hu, Bill and Pankaj Jain
Causes and Effects of Worldwide Demutualization of Financial Exchanges, with Jain, Pankaj and David Taylor.