Order Splitting and Searching for a Counterparty, 2018, joint with Amy Kwan and Joakim Westerholm.

        Informed Trading in the Index Option Market, 2017 (Link), joint with Andreas Kaeck and Norman Seeger.

Publications

        High-Frequency Trading Around Large Institutional Orders, 2019, The Journal of Finance, 74(3), 1091-1137 (Link, joint with Albert Menkveld) 

        Competition for Order Flow with Fast and Slow Traders, 2015, The Review of Financial Studies, 28(7), 2094-2127 (Link). A previous version circulated under the title "Liquidity, What you see is what you get?"

        The Impact of Dark Trading and Visible Fragmentation on Market Quality, 2015, Review of Finance 19(4), 1587-1622 (Link, joint with Hans Degryse and Frank de Jong)