A state-space modeling of the information content of trading volume

A taxonomy of the 'dark side' of financial innovation: the cases of high frequency trading and exchange traded funds

Can water mutual funds aid sustainable development?

Carbon Markets

City goes dark: Dark trading and adverse selection in aggregate markets

Dark matters: The effects of dark trading restrictions on liquidity and informational efficiency

Determinants of renewable energy growth: A global sample analysis

European Green Mutual Fund Performance: A Comparative Analysis with their Conventional and Black Peers

Frequent Batch Auctions Under Liquidity Constraints

Informed trading and the price impact of block trades: A high frequency trading analysis

Jumps in foreign exchange spot rates and the informational efficiency of currency forwards

Lagged correlation-based deep learning for directional trend change prediction in financial time series

Liquidity and market efficiency in the world's largest carbon market

More heat than light: Investor attention and bitcoin price discovery

Opening and closing price efficiency: Do financial markets need the call auction?

Order Aggressiveness and Flash Crashes

Order aggressiveness and flash crashes

Predictive intraday correlations in stable and volatile market environments: Evidence from deep learning

Price Discovery and Trading after Hours: New Evidence from the World’s Largest Carbon Exchange

Price impact of block trades: the curious case of downstairs trading in the EU emissions futures market

The impact of commodity benchmarks on derivatives markets: The case of the dated Brent assessment and Brent futures

scientific article published in 2018

The paradoxical effects of market fragmentation on adverse selection risk and market efficiency

The technological transformation of capital markets

The visible hand: benchmarks, regulation, and liquidity

scientific article published in 2022

Trading Activity and Liquidity Effects Around Private Firm Acquisition Announcements: The Case of Earnouts Versus Other Methods of Payment

Trading places: Price leadership and the competition for order flow

Volatility, Dark Trading and Market Quality: Evidence from the 2020 COVID-19 Pandemic-Driven Market Volatility