Gayda, L., (2025),  Inferring the Trade Direction in Option Auctions, Working Paper (available at SSRN)

Beckmeyer, H., N. Branger and L. Gayda, (2024),  Retail Traders Love 0DTE Options... But Should They?, Working Paper (available at SSRN)

Gayda, L., Grünthaler, T., Harren, J. (2022): Option Liquidity and Gamma Imbalances, Working Paper (available at SSRN)