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• Thursday Effect of the
Forward Premium Puzzle, International
Review of Economics and Finance, forthcoming.
•Asymmetric Correlations in Equity Returns: A Fundamental-based Explanation, with Hiro Miyaki (09') and Hao Zou (10'), Applied Financial Economics, March 2011, pages 389 -
399..
•The
Electronic Trading Systems and Bid-ask Spreads in the
Foreign Exchange Market, with Jonas Hiltrop (08'), Journal
of International Financial Markets, Institutions &
Money, October 2010, 323-345.
•
The Forward Premium Puzzle across Maturities, with Linh
To (07') , Economics Bulletin, 2010, Vol. 30 no.2 pp. 1113-1119.
• “Bid-ask Spread
and Order Size in the Foreign Exchange Market: An Empirical
Investigation”, International Journal of Finance
and Economics, 2009, Volume 14, Issue 1, 98-105.
• “Market Structure
and Dealer’s Quoting Behavior in the Foreign Exchange
Market”,
Journal of International Financial Markets, Institutions
& Money, 2008, Volume 18, issue 4, pp. 313-325.
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