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Lin, William and Sun, David and Tsai, Shih-Chuan (2010): Searching out of Trading Noise: A Study of Intraday Transactions Cost.

Lin, William and Sun, David and Tsai, Shih-Chuan (2010): Does trading remove or bring frictions?

Lin, William and Tsai, Shih-Chuan and Sun, David (2010): Search costs and investor trading activity: evidences from limit order book. Forthcoming in: Emerging Markets Finance and Trade

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Sun, David and Tsai, Shih-Chuan and Wang, Wei (2011): Behavioral investment strategy matters: a statistical arbitrage approach.