| Year | Article | Journal or Book | Co-author |
|---|---|---|---|
| 2005 | A Parimutuel Market Microstructure for Contingent Claims Trading | European Financial Management Journal | Jeffrey Lange |
| 2001 | The Impact of the Internet on Financial Markets | Journal of Financial Transformation | None |
| 1995 | Equity Trading Practices and Market Structure: Assessing Asset Managers’ Demand for Immediacy | Financial Markets, Institutions & Instruments | Robert A. Schwartz |
| 1995 | Electronic Call Market Trading | Journal of Portfolio Management | Robert A. Schwartz |
| 1995 | How to Enhance Market Liquidity | Global Equity Markets | None |
| 1995 | Making the Trade: Equity Trading Practices and Market Structure | TraderForum, Institutional Investor | Robert Schwartz |
| 1993 | Network Economics with Application to Finance | Financial Markets, Institutions & Instruments | None |
| 1992 | Liquidity and Markets | The New Palgrave Dictionary of Finance | None |
| 1988 | The Division of Markets is Limited by the Extent of Liquidity | American Economic Review | Aloysius Siow |
| 1985 | The Pareto‑Optimal Design of Term Life Insurance Contracts | Scandinavian Actuarial Journal | David F. Babbel |
| 1982 | The Demand for Life Insurance: An Application of the Economics of Uncertainty: A Comment | Journal of Finance | None |