发表论文
1. “Investor Sentiment Aligned: A Powerful Predictor of Stock Returns” Review of Financial Studies 28, 2015, 791–837, with Dashan Huang, Jun Tu, and Guofu Zhou; Emerald Best Paper Award, China Finance Review International Conference, Shanghai, China, 2014; Featured in CFA Digest July 2015, Academic Research Monitor of UBS Quant Equity Research; Alpha Architect Blog of Wesley Gray
2. “Asset Allocation in Chinese Stock Market: The Role of Return Predictability” Journal of Portfolio Management 41, 2014, 71–83, with Jian Chen, and Jun Tu
3. “The Chinese Bond Market: Risk, Return and Opportunities” Journal of Portfolio Management 41, 2014, 110–126, with Longzhen Fan, and Guofu Zhou
4. “Can US Economic Variables Predict the Chinese Stock Market?” Pacific-Basin Finance Journal 22, 2013, 69–87, with Jeremy Goh, Jun Tu, and Yuchen Wang
5. “中国股票市场可预测性的实证研究” (with David Rapach, Jack Strauss, 凃俊, 周国富), 2011,《金融研究》第九期,107−121 (2010年度全美华人金融协会论文奖; 2011年度《金融研究》论文三等奖)
6. “Chinese Stock Market Volatility and the Role of U.S. Economic Variables” Pacific-Basin Finance Journal, accepted, with Jian Chen, Hongyi Li, Weidong Xu
7. “Forecasting Chinese Stock Market Volatility with Economic Variables” Emerging Markets Finance and Trade, accepted, with Weixian Cai, Jian Chen, and Jimin Hong