Dai, Chaoxing, Kun Lu, and Dacheng Xiu. Knowing Factors or Factor Loadings, or Neither? Evaluating Estimators of Large Covariance Matrices with Noisy and Asynchronous Data. Journal of Econometrics, 2019, 208 (1): 43-79.

Chang, Tom, Wei Huang, and Yongxiang Wang. Something in the Air: Pollution and the Demand for Health Insurance. The Review of Economic Studies, 2018, 85 (3): 1609–1634.

Fisman, Raymond, Jing Shi, Yongxiang Wang, and Rong Xu. Social Ties and Favoritism in Chinese Science. Journal of Political Economy, 2018, 126 (3): 1134-1171.

Amengual, Dante, and Dacheng Xiu. Resolution of Policy Uncertainty and Sudden Declines in Volatility. Journal of Econometrics, 2018, 203 (2): 297-315.

Chen, Yi-Chun, Mingyi Hung, Yongxiang Wang. The Effect of Mandatory CSR Disclosure on Firm Profitability and Social Externalities: Evidence from China. Journal of Accounting & Economics, 2018, 65 (1): 169-190.

Bates, Timothy, William Jackson, and William D. Bradford. Are minority-owned businesses underserved by financial markets? Evidence from the private-equity industry. Small Business Economics, 2018, 50 (3): 445-461.

Cronqvist,Henrik ,Richard H. Thaler and Frank Yu. When Nudges are Forever: Inertia in the Swedish Premium Pension Plan. American Economic Review, 2018, 108: 153-58.

CHEN,Kaiji,Jue Ren, and Tao Zha. The Nexus of Monetary Policy and Shadow Banking in China. American Economic Review, 2018, 108 (12): 3891-3936.

Timothy Bates, William D. Bradford and Robert Seamons,. Minority Entrepreneurship in Twenty-First Century America. Small Business Economics, 2018, 50 (3): 415–427.

Aït-Sahalia, Yacine; Xiu, Dacheng. Using Principal Component Analysis to Estimate a High Dimensional Factor Model with High Frequency Data. Journal of Econometrics, 2017, 201 (2): 384-399.