| Date | Research papers |
|---|---|
| Mar 2013 | Information Flows in Dark Markets: Dissecting Customer Currency TradesWorking Papers No 405
Other authors: Lucio Sarno, Maik Schmeling and Andreas Schrimpf |
| Dec 2011 | Currency Momentum StrategiesWorking Papers No 366
Other authors: Lucio Sarno, Maik Schmeling and Andreas Schrimpf |