Liquidity Provision on Blockchain-based Decentralized Exchanges, with Agostino Capponi, Accepted at Review of Financial Studies. Winner of the 2021 INFORMS Finance Services Student Paper Competition.
Maximal Extractable Value and Allocative Inefficiencies in Public Blockchains, with Agostino Capponi and Ye Wang, Accepted at Journal of Financial Economics, Press coverage (Cointelegraph), Accepted to The 19th Conference on Web and InterNet Economics (WINE 2023).
Price Discovery on Decentralized Exchanges, with Agostino Capponi, Shihao Yu, Revise and Resubmit at Review of Financial Studies. Press coverage (Bloomberg)
To EVM or Not to EVM: Blockchain Compatibility and Network Effects, with Steven Yin, In Proceedings of the 2022 ACM CCS Workshop on Decentralized Finance and Security (DeFi'22). Association for Computing Machinery, New York, NY, USA, 23–29 , (preprint).
Blockchain Private Pools and Price Discovery, with Agostino Capponi, and Ye Wang, AEA Papers and Proceedings 2023, 113: 1–5.
The Paradox Of Just-in-time Liquidity In Decentralized Exchanges: More Can Sometimes Mean Less, with Agostino Capponi, Brian Zhu, working paper.
Flows and Usage of Stable Coins during Crises: A Comparative Analysis, with Agostino Capponi, Asani Sarkar, Ye Wang, working paper.
Proposer-Builder Separation, Payment for Order Flows, and Centralization in Blockchain, with Agostino Capponi, Sveinn Olafsson, Major Revision at Management Science.
The Effect of Mortgage Forbearance on Refinancing: Evidence from the CARES Act, with Agostino Capponi and David Aaron Rios, CEPR Covid Economics, No. 68, 10 February 2021 (preprint), submitted.
Modeling environmental crime in protected areas using the level set method, with David J. Arnold, Dayne Fernandez, Christian Parkinson, Deborah Tonne, Yotam Yaniv, Andrea L. Bertozzi, and Stanley J. Osher, SIAM Journal of Applied Mathematics, 79(3), 2019.