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  • Undisclosed Orders and Optimal Submission Strategies in a Limit Order Market, JFE 2013
  • The Impact of a Closing Call Auction on Market Quality and Traders' Strategies, JFI 2012
  • Market Makers as Information Providers: the Natural Experiment of Star, JEF 2010


  • Dark Pool Trading Strategies, WFA 2011 and AFA 2012
  • Tick Size Regulation and Sub-Penny Trading, EFA 2013, AFA 2012, Wharton Research Data Services (WRDS) EFMA2011 Conference Best Paper Award









 The Microstructure of Financial Markets, Cambridge University Press 2009
















Last updated September 19, 2013