Harvey, Campbell R., Yan Liu, and Alessio Saretto. An Evaluation of Alternative Multiple Testing Methods for Finance Applications. Review of Asset Pricing Studies, 2020, 10 (2): 199-248.

Da, Zhi, and Xing Huang. Harnessing the Wisdom of Crowds. Management Science, 2020, 66 (5): 1847-1867.

Hou, Kewei, Chen Xue, and Lu Zhang. Replicating Anomalies. The Review of Financial Studies, 2020, 33 (5): 2019-2133.

Gu, Shihao, Bryan Kelly, and Dacheng Xiu. Empirical Asset Pricing via Machine Learning. The Review of Financial Studies, 2020, 33 (5): 2223-2273.

Huang, Dashan, Jiangyuan Li, Liyao Wang, and Guofu Zhou. Time series momentum: Is it there?. Journal of Financial Economics, 2020, 135 (3): 774-794.

HUANG Shiyang, Zhigang Qiu, and Liyan Yang. Institutionalization, Delegation, and Asset Prices. Journal of Economic Theory, 2020 (186): 104.

Huang, Tao, Fei Wu, Jing Yu, and Bohui Zhang. Investor protection and the value impact of stock liquidity. Journal of International Business Studies, 2020, 51 (1): 72–94.

Chen, Hui, Michael Michaux, and Nikolai Roussanov. Houses as ATMs? Mortgage Refinancing and Macroeconomic Uncertainty. Journal of Finance, 2020, 75 (1): 323-375.

Cohen, Lauren, Christopher Malloy and Quoc Nguyen. Lazy Prices. Journal of Finance, 2020, 75 (3): 1371-1415.

Bartl, Daniel, Samuel Drapeau, and Ludovic Tangpi. Computational Aspects of Robust Optimized Certainty Equivalents and Option Pricing. Mathematical Finance, 2020, 30 (1): 287-309.