Chang, Charles, Cheng-Der Fuh, and Shih-Kuei Lin. A Tale of Two Regimes: Theory and Empirical Evidence for a Markov-modulated Jump Diffusion Model of Equity Returns and Derivative Pricing Implications. Journal of Banking & Finance, 2013, 37 (8): 3204-3217.

Rapach David E., Jack K. Strauss, and Guofu Zhou. International Stock Return Predictability: What Is the Role of the United States?. Journal of Finance, 2013, 68 (4): 1633-1662.

Gatzlaff, Dean, and Peng Liu. List Price Information in the Negotiation of Commercial Real Estate Transactions: Is Silence Golden?. Journal of Real Estate Finance and Economics, 2013, 47 (4): 760-786.

Bolton, Patrick, Hui Chen, and Neng Wang. Market timing, investment, and risk management. Journal of Financial Economics, 2013, 109 (1): 40-62.

Li, Xiaoyang. Productivity, restructuring, and the gains from takeovers. Journal of Financial Economics, 2013, 109 (1): 250-271.

N. Jia, J. Shi, and Y. Wang. Coinsurance within Business Groups: Evidence from Related Party Transactions in an Emerging Market. Management Science, 2013, 59 (10): 2295-2313.

Han, Bing, and Liyan Yang. Social Networks, Information Acquisition, and Asset Prices. Management Science, 2013, 59 (6): 1444-1457.

Casassus, Jaime, Peng Liu, and Ke Tang. Economic Linkages, Relative Scarcity, and Commodity Futures Returns. The Review of Financial Studies, 2013, 26 (5): 1324-1362.

Han, Bing, and Alok Kumar . Speculative Retail Trading and Asset Prices. Journal of Financial and Quantitative Analysis, 2013, 48 (2): 377-404.

Cao, Jie, and Bing Han. Cross section of option returns and idiosyncratic stock volatility. Journal of Financial Economics, 2013, 108 (1): 231-249.