Equity Premium Events, with Ben Knox, Juan Londono, and Annette Vissing-Jorgensen, Working Paper, 2025
Retail Limit Orders, with Amber Anand, Jonathan Sokobin, and Kumar Venkataraman, Review of Finance, conditionally accepted, 2025.
The Price of Macroeconomic Uncertainty: Evidence from Daily Option Expirations, with Juan Londono, International Finance Discussion Paper, 2023
Monetary Policy Tightening and Debt Servicing Costs of Nonfinancial Companies, with Yuriy Kitsul and Bill Lang, FEDS Note, 2023.
Reusing Natural Experiments, with Davidson Heath, Matthew Ringgenberg, and Ingrid Werner, Journal of Finance, 2023, 78, 4: 2329-2364.
Institutional Order Handling and Broker-Affiliated Trading Venues, with Amber Anand, Jonathan Sokobin, and Kumar Venkataraman, Review of Financial Studies, 2021, 34, 7: 3364-3402.
Shorting in Broad Daylight: Short Sales and Venue Choice, with Adam Reed and Jonathan Sokobin, Journal of Financial and Quantitative Analysis, 2019: 1-24.
Automation, Intermediation and the Flash Crash, with Andrei Kirilenko, Albert Kyle, and Tugkan Tuzun, Journal of Investment Management, 2018, 16, 4: 17-28.
The Flash Crash: High-Frequency Trading in an Electronic Market, with Andrei Kirilenko, Albert Kyle, and Tugkan Tuzun, Journal of Finance, 2017, 72, 3: 967–998. (Lead Article)