1. “Credit Card Cash-out as Informal Financing: Evidence from China”, with Yihong Ma, Jiefei Yang, Australian Economic Papers, forthcoming.
2.“Political Pressure or Rent Seeking: the Role of Mutual Funds in China’s Split Share Structure Reform”, with Ping Jiang, Xinjian Shao, Australian Economic Papers 57, 284-308, 2018.
3.“Trading Mechanisms and Market Quality: Limit-order Books Versus Dealership Market”, with Xiaochuan Xing, Economics Letters 154, 35-44, 2017.
4.“Is it Brownian or Fractional Brownian Motion? ”, with Meiyu Li and Ramo Gencay, Economics Letters 145, 52-55, 2016.
5.“Economic Links and Credit Spreads”, with Ramo Gencay, Daniele Signori, Xiao Yu, Keyi Zhang, Journal of Banking and Finance 55, 157-169, 2015.
6.“Jump Detection with Wavelets for High-Frequency Financial Time Series”, with Ramo Gencay, and Steve Fagan, Quantitative Finance 14(8), 1427-1444, 2014.
7.“Bipower Variation with Jumps and Correlated Returns”, with Yunpeng Duan, Economics Letters 125, 367-371, 2014.
8.“Partnership Dissolution and Proprietary Information”, with Jianpei Li and Weixing Wu, Social Choice and Welfare 40(2), 495-527, 2013.
9.“Trading Frequency and Volatility Clustering”, with Ramo Gencay, Journal of Banking and Finance 36(3), 760-773, 2012.
10. “Hierarchical Information and the Rate of Information Diffusion”, with Ramo Gencay, Journal of Economic Dynamics & Control 36(9), 1372-1401, 2012.
11.“Butterfly Effect: The U.S. Real Estate Market Downturn and the Asian Recession”, with Yin He and Xinjian Shao, Finance Research Letters 9(2), 92-102, 2012.
匿名審稿人:Journal of Banking and Finance, Journal of Economic Behavior and Organization, Finance Research Letters, Studies in Nonlinear Dynamics & Econometrics, International Review of Finance;