Publications:
"Ethereum's Merge: Market Liquidity, Efficiency and Volatility in the Proof of Stake Era", 2025, Economics Letters, 247, 112202. (with Bin Liu, Tina Prodromou and Sandy Suardi)
“Do Oil Price Forecast Disagreement of Survey of Professional Forecasters Predict Crude Oil Return Volatility?”, 2025, International Journal of Forecasting, 41, 141-152. ( with Anton Hasselgren, Ai Jun Hou, Sandy Suardi and Xiaoxia Ye)
“Non Standard Errors”, 2024, Journal of Finance, 79, 2339-2390. (A many authors collaboration with `Fincap`)
“Futures Trading Costs and Market Microstructure Invariance: Identifying Bet Activity”, 2024, Journal of Futures Markets, 44, 901-922. (with Ai Jun Hou and Lars Nordén)
“Spillover Effects of Monetary Policy and Information Shocks”, 2024, Finance Research Letters, 62, 105071. (with Ai Jun Hou, Ian Khrashchevskyi and Sandy Suardi)
“COVID-19 Pandemic and Liquidity Commonality”, 2022, Journal of International Financial Markets, Institutions and Money, 78, 101572. (with Sandy Suardi and Zeyang Zhou)
“Are Option Traders More Informed than Twitter Users? Evidence from ASX”, 2022, Journal of Futures Markets, 42, 1755-1771. (with Alex Frino and Zeyang Zhou)
“Large-Caps Liquidity Provision, Market Liquidity and High-Frequency Market Makers’ Trading Behaviour”, 2022, European Journal of Finance, 28, 1621-1641. (with Mingfa Ding, Sandy Suardi and Dong Zhang)
“Market Openness and Price Discovery in Gold Markets”, 2019, Journal of Futures Markets, 39, 384-401. (with Dong Zhang)
“Trading Patience, Order Flows, and Liquidity in an Index Futures Market”, 2014, Journal of Futures Markets, 34, 731-756.
“Expiration-Day Effects of Stock and Index Futures and Options in Sweden: The Return of the Witches”, 2014, Journal of Futures Markets, 34, 868-882.
“Option Happiness and Liquidity: Is the Dynamics of the Volatility Smirk Affected by Relative Option Liquidity?”, 2012, Journal of Futures Markets, 32, 47-74. (with Lars Nordén)
“Alchemy in the 21st Century: Hedging with Gold Futures”, 2011, Review of Futures Markets, 19, 247-280. (with Lars Nordén and Björn Hagströmer)