“High-frequency technical analysis and systemic risk indicators” (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)
“Opening call auction designs and the spillover effect to a continuous double-auction market”
“Institutional herding and a network approach for stock market crashes”
“Information, locational, and speed advantages in a limit order market”
“Hidden orders and market quality in a limit order market”
“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.”
“High-frequency herding and stock prices” (with Hongyu Zhu)