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Casassus, Jaime, Peng Liu, and Ke Tang. Maximal Gaussian Affine Models for Multiple Commodities: A Note . Journal of Futures Markets, 2015, 35 (1): 75-86.

Chang, Charles, and Emily Lin. Cash-futures basis and the impact of market maturity, informed trading, and expiration effects. International Review of Economics & Finance, 2015, 35: 197-213.

Ju, Nengjiu, Hayne Leland, and Lemma W. Senbet. Options, Option Repricing in Managerial Compensation: Their Effects on Corporate Investment Risk. Journal of Corporate Finance, 2014, 29: 628-643.

Stambaugh, Robert, Jianfeng Yu, and Yu Yuan. The Long of It: Odds That Investor Sentiment Spuriously Predicts Anomaly Returns. Journal of Financial Economics, 2014, 114 (3): 613-619.

Lily Fang, Joel Peress, Lu Zheng. Does Media Coverage of Stocks Affect Mutual Funds' Trading and Performance?. The Review of Financial Studies, 2014, 27 (12): 3441–3466.

Chang, Chun, Xin Chen, and Guanmin Liao. What are the Reliably Important Determinants of Capital Structure in China?. Pacific-Basin Finance Journal, 2014, 30: 87-113.

Chen, Hui, Nengjiu Ju, and Jianjun Miao. Dynamic asset allocation with ambiguous return predictability. Review of Economic Dynamics, 2014, 17 (4): 799-823.

Concrad, Jennifer, Nishad Kapadia,and Yuhang Xing. Death and Jackpot: Why do Individual Investors Hold Overpriced Stocks?. Journal of Financial Economics, 2014, 113 (3): 455-475.

Hong, Harrison, Wenxi Jiang, Na Wang, and Bin Zhao. Trading for Status. The Review of Financial Studies, 2014, 27 (11): 3171-3212.