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Tsoukalas, Gerry, Jiang Wang, and Kay Giesecke. Dynamic Portfolio Execution. Management Science, 2019, 65 (5): 2015-2040.

Jiang, Fuwei, Joshua Lee, Xiumin Martin, Guofu Zhou. Manager Sentiment and Stock Returns. Journal of Financial Economics, 2019, 132 (1): 126-149.

Chen, Yong, Zhi Da, and Dayong Huang. Arbitrage Trading: the Long and the Short of it. The Review of Financial Studies, 2019, 32 (4): 1608-1646.

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.

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.