“ETFs, Anomalies, and Market Efficiency” by Filippou, He, Li, and Zhou; 2023 NFA Annual Meeting [discussion slides]

“Factor and stock-specific disagreement and trading flows” by Grigoris, Heyerdahl-Larsen, and Kantak; 2022 Cboe Conference on Derivatives and Volatility [discussion slides]

“The Overnight Drift” by Boyarchenko, Larsen, and Whelan; 2022 FMA Annual Meeting [discussion slides]

“The Conduits of Price Discovery: A Machine Learning Approach” by Kwan, Philip, and Shkilko; 2020 NFA Annual Meeting [discussion slides]

“More informative disclosures, less informative prices? Portfolio and price formation around quarter-ends” by Gormley, Kaplan, and Verma; 2020 RAPS Conference [discussion slides]

“Aggregate Risk: A Unified Approach on Market Efficiency and Liquidity” by Guo; 3rd SAFE Market Microstructure Conference [discussion slides]

“FX Trading and the Exchange Rate Disconnect” by Evans; NBER SI 2019 International Asset Pricing [discussion slides]

“Complementarity of Passive and Active Investment on Stock Price Efficiency” by Choi; 2018 NFA Annual Meeting [discussion slides]