Harren, J., Kilic, M., Zhang, Z. (2025): The Fed and the Wall Street Put (Available at SSRN)

Harren, J. (2024): Price Discovery in High-Frequency Equity Markets: Evidence from Retail and Institutional Trades (Available at SSRN)

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