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.
Shephard, Neil, and Dacheng Xiu. Econometric Analysis of Multivariate Realized QML: Estimation of the Covariation of Equity Prices under Asynchronous Trading. Journal of Econometrics, 2017, 201 (1): 19-42.
Ozdenoren, Emre, and Kathy Yuan. Contractual Externalities and Systemic Risk. The Review of Economic Studies, 2017, 84 (4): 1789-1817.
Li, Xiaoyang, J. McHale, and X. Zhou. Does Brain Drain Lead to Institutional Gain?. World Economy, 2017, 40 (7): 1454-1472.
Fisman, R., Y.Wang. The Distortionary Effects of Incentives in Government: Evidence from China's Death Ceiling Program. American Economic Journal: Applied Economics, 2017, 9 (2): 202-218.
Kogan, Lenoid, Stephen Ross, Jiang Wang, and Mark Westerfield. Market Selection. Journal of Economic Theory, 2017, 168: 209-236.
Kalnina, Ilze, and Dacheng Xiu. Nonparametric Estimation of the Leverage Effect: A Trade-off between Robustness and Efficiency. Journal of the American Statistical Association, 2017, 112 (517): 384-396.
Zheng Liu and Jianjun Miao and Tao Zha . Land Prices and Unemployment. Journal of Monteray Economics, 2017, 80: 86-105.
Cohen, Lauren, Joshua D. Coval, and Christopher J. Malloy. Reply: Do Powerful Politicians Really Cause Corporate Downsizing?. Journal of Political Economy, 2017, 125 (6): 2232–2237.
Liang, Pierre inghong, Madhav Rajan and Korok Ray. Performance monitoring by managerial teams. Journal of Centrum Cathedra, 2016, 9 (2): 92-119.
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