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

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

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

“Dark pool designs for market quality: An experimental study” (with Yukihiko Funaki and Fang Xin)

“Are dark pool and hidden-order trading complements or substitutes? Policy analyses”

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

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

​“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.”