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Baltussen, Guido, Sjoerd van Bekkum, and Zhi Da. Indexing and Stock Market Serial Dependence around the World. Journal of Financial Economics, 2019, 132 (1): 26-48.

Hong, Claire Yurong, and Frank Weikai Li. The Information Content of Sudden Insider Silence. Journal of Financial and Quantitative Analysis, 2019, 54 (4): 1499-1538.

Cao, Chunfang, Xiaoyang Li and Guilin Liu. Political Uncertainty and Cross-Border Acquisitions. Review of Finance, 2019, 23 (2): 439-470.

Chang, Eric C., Tse-Chun Lin, Yan Luo and Jinjuan Ren. Ex-day Returns of Stock Distributions: An Anchoring Explanation. Management Science, 2019, 65 (3): 955-1453.

Hu, Conghui, Yu-Jane Liu, and Ning Zhu. De-Leverage and Illiquidity Contagion. Journal of Banking & Finance, 2019, 102 (2): 1-18.

Jagannathan, Ravi, and Binying Liu. Dividend Dynamics, Learning, and Expected Stock Index Returns. Journal of Finance, 2019, 74 (1): 401-448.

Chenjun Fang, and Ning Zhu. Name complexity, cognitive fluency, and asset prices. Review of Financial Economics, 2019, 37 (1): 168-196.

Bai, Hang, Kewei Hou, Howard Kung, Erica X.N. Li, and Lu Zhang. The CAPM Strikes Back? An Equilibrium Model with Disasters. Journal of Financial Economics, 2019, 131 (2): 269-298.

Hou, Kewei, Haitao Mo, Chen Xue, and Lu Zhang. Which Factors?. Review of Finance, 2019, 23 (1): 1-35.