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- Technology and Finance, with D. Duffie, L.Veldkamp and X.Vives, June 2022.
- “Is trading fast dangerous“, in Global Algorithmic Capital Markets: High Frequency Trading, Dark Pools, and Regulatory Challenges, 2019.
- “Where are the risks in high frequency trading“, April 2016 in Financial Stability in the Digital Era, Financial Stability Review.
- “HFT and Market quality“, with Bruno Biais.January 2014: An overview of the findings regarding high frequency trading as of 2014 (published in “Bankers, Markets, and Investors”
- “Pricing Liquidity“, in Foresight: The Future of Computer Trading in Financial Markets, 2012. Final Project Report, The Government office for Science (Driver Review, 18).
- “A central limit order book for European stocks“, in Foresight: The Future of Computer Trading in Financial Markets. Final Project Report, The Government office for Science (Economic Impact Assessment, 13).