Journal Articles

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Asymmetric correlations in equity returns: a fundamental-based explanation (with Hiroyoki Miyake and Hao Zou), Applied Financial Economics (2011)
 

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The electronic trading systems and bid-ask spreads in the foreign exchange market (with Jonas Hiltrop), Journal of International Financial Markets Institutions and Money (2010)
 

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The Forward Premium Puzzle across Maturities (with Linh To), Economics Bulletin (2010)