publication venue for
- Informed liquidity provision in a limit order market. 52:100566-100566. 2021
- Can representativeness heuristic traders survive in a competitive securities market?. 16:152-164. 2013
- Liquidity, volume and price efficiency: The impact of order vs. quote driven trading. 16:104-126. 2013
- Optimal transaction filters under transitory trading opportunities: Theory and empirical illustration. 13:129-156. 2010
- Evolution, efficiency and noise traders in a one-sided auction market. 6:163-197. 2003
- On the survival of overconfident traders in a competitive securities market. 4:73-84. 2001