Make-Take Structure and Market Quality: Evidence from the U.S. Options Markets. (with Amber Anand and Tim McCormick) Management Science, 2016, 62(11), 3271-3290.

Forecasting the Return Distribution Using High-Frequency Volatility Measures. (with Sebastiano Manzan) Journal of Banking and Finance, 2013, 37(11), 4381-4403.

Forecasting the Yield Curve with Survey Information. (with Jack C. Francis) Journal of Portfolio Management, 2012, 38(3), 149-155.