"Benchmarks in Search Markets."

Duffie, Darrell, Piotr Dworczak, and Haoxiang Zhu. Journal of Finance Vol. 72, No. 5 (2017): 1983-2044. Appendix. VOX blog.

"What is the Optimal Trading Frequency in Financial Markets?"

Du, Songzi, and Haoxiang Zhu. Review of Economic Studies Vol. 84, No. 4 (2017): 1606-1651. Supplemental Materials.

"Flash Crash Seven Years on: What is the Optimal Market Speed?"

Zhu, Haoxiang. Oxford Business Law Blog. University of Oxford, May 2017.

"Size Discovery."

Duffie, Darrell, and Haoxiang Zhu. Review of Financial Studies Vol. 30, No. 4 (2017): 1095-1150. Presentation at the 2017 Utah Winter Finance Conference.

"​Are CDS Auctions Biased and Inefficient?"

Zhu, Haoxiang, and Songzi Du. Journal of Finance Vol. 27, No. 6 (2017): 2589-2628. SSRN Preprint. Appendix.

"​Shades of Darkness: A Pecking Order of Trading Venues."

Zhu, Haoxiang, Albert Menkveld, and Bart Zhou Yueshen. Journal of Financial Economics Vol. 124, No. 3 (2017): 503-534.

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