1.“Hedge Fund Performance Evaluation under the Stochastic Discount Factor Framework (with Y. Xu and X. Zhang), Journal of Financial and Quantitative Analysis, 51, 231-257, 2016.
2.“ CDS-Bond Basis and Bond Return Predictability,Journal of Empirical Finance,38, 307-337, 2016.
3.“ The CDS/Bond Basis Arbitrage: A Stabilizing in Corporate Bond Markets (with W. Zhang and G. Kim), Journal of Futures Markets, conditionally accepted.
1.“Ordering and Revenue in sequential Auction” (with H. Hong, M. Moses, J. Kubic, and I. Kremer),Rand Journal of Economics, forthcoming.
1.“Net Trade and Market Efficiencyin Grossman and Stiglitz (1980)” (with W. Wu),Journal of Economic Theory, forthcoming.
1.“ Asset Growth and Idiosyncratic Return Volatility, Review of Finance (2016), 20(3), 1235-1258.