"Overnight investor sentiment and preopening price efficiency" (with Zhaoyuan Gu and Xijuan Xiao)

"Does Tick Size Influence High-Frequency Herding? Evidence from the Japanese Equity Market" (with Hongyu Zhu, Xijuan Xiao, and Qin Li)

“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”

"Composite Liquidity Imbalance: Integrating Order Flow and Order Book Data for Foreign Exchange Rate Prediction" (with Almuqrin Fawaz)

“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.”