“A stepwise Wilcoxon signed-rank test and technical analysis in foreign exchange market” (with Hongyu Zhu and Xijuan Xiao)

“Opening call auction designs and price manipulation for price discovery: An experimental study” (with Yukihiko Funaki and Fang Xin)

“Latency arbitrage and liquidity in fragmented markets: Experimental evidence from dark pools” (with Yukihiko Funaki, Fang Xin, and Nobuyuki Hanaki)

“Opacity within and outside the exchange: Learning and substitution between hidden orders and dark pools”

“Opening call auction design and cross-session spillover effects in continuous double-auction markets”

“Institutional herding and a network approach to stock market crashes: International evidence”

“Information, locational, and speed advantages in a limit order market”
 

" Hybrid High-Frequency Technical Trading with Order Book Information in FX Markets" (with Hongyu Zhu)
“Transparency in a foreign exchange market.”

“Evolution with Individual and Social Learning in an Agent-Based Stock Market.”
 

“What causes clustered and asymmetric volatility? Volatility feedback effect with herding agents.”