"Financing Treasury Debt with SOFR Floating Rate Notes: Is It a Good Idea?"

Zhu, Haoxiang. MIT Golub Center for Finance and Policy, July 17, 2020.

"Back-Running: Seeking and Hiding Fundamental Information in Order Flows."

Yang, Liyan and Haoxiang Zhu. The Review of Financial Studies Vol. 33, No. 4 (2020): 1484-1533. MarketWatch Blog.

"Mortgage Dollar Roll."

Song, Zhaogang and Haoxiang Zhu. Review of Financial Studies Vol. 32, No. 8 (2019): 2955-2996. SSRN Preprint.

"Assessing the Impact of the Basel III Leverage Ratio on the Competitive Landscape of US Derivatives Markets: Evidence from Options."

Haynes, Richard, Lihong McPhail, and Haoxiang Zhu. June 2018.

"Quantitative Easing Auctions of Treasury Bonds."

Song, Zhaogang and Haoxiang Zhu. Journal of Financial Economics Vol. 128, No. 1 (2018): 103-124. SSRN Preprint.

"Post MiFID II, Dark Trading Should Return to Basics."

Zhu, Haoxiang, and Carole Comerton-Forde. Oxford Business Law BlogUniversity of Oxford, January 2018.

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