发表论文
“Liquidity Risk, Return Predictability and Hedge Funds' Performance: An Empirical Study” (with Rajna Gibson Brandon)，Journal of Financial and Quantitative Analysis 2013, volume 48, issue 01, pp. 219-244.
"Earnings Belief Risk and the Cross-Section of Stock Returns" (with Rajna Gibson Brandon), Review of Finance, Volume 24, Issue 5, pp. 1107-1158.
工作论文
"The Eurozone Membership Impact on Sovereign Creditworthiness" (with Rangarajan K. Sundaram), under review
"Economic Policy Uncertainty and Hedge Fund Returns" (with Bing Liang and Chunyang Zhou), under review
"Macro Factors in Corporate Bond Credit and Liquidity Spreads" (with Biao Guo), 2018
"Market Belief, Trading Volume, Price Volatility and Liquidity", 2010
正在进行的论文
“Corporate Bond Liquidity and Capital Structure” (with Jesse Zexi Wang)
