Jiaping Qiu and Fan Yu. Endogenous Liquidity in Credit Derivatives. Journal of Financial Economics, 2012, 103 (3): 611-631.

陈欣, 陈娴. 邮票的特征与发行后长期回报—来自新中国邮票的证据. 中国金融评论, 2012.

Cohen, Lauren, Andrea Frazzini, and Christopher Malloy. Hiring Cheerleaders: Board Appointments of 'Independent' Directors. Management Science, 2012, 58 (6): 1039-1058.

Chen, Long, Zhi Da, and Richard Priestley. Dividend Smoothing and Predictability. Management Science, 2012, 58 (10): 1834-1853.

Zhang, Jin E., Huimin Zhao, and Eric C. Chang. Equilibrium Asset and Option Pricing Under Jump Diffusion. Mathematical Finance, 2012, 22 (3): 538-568.

Chang, Eric C., Joseph W. Cheng, J. Michael Pinegar and Yinghui Yu. Short-Sales Constraints: Reductions in Costs of Capital or Overvaluation? Evidence from Hong Kong. Pacific-Basin Finance Journal, 2012, 20 (3): 506-520.

Liu, Xiaolong, and Peng Liu. The Composition of Market Proxy in REITs Risk Premium Estimation. Journal of Real Estate Portfolio Management, 2012, 18 (1): 79-98.

Yu, Frank and Xiaoyun Yu. Corporate Lobbying and Fraud Detection. Journal of Financial and Quantitative Analysis, 2011, 46 (6): 1865-1891.

Anna Chernobai, Philippe Jorion, and Fan Yu. The Determinants of Operational Risk in U.S. Financial Institutions. Journal of Financial and Quantitative Analysis, 2011, 46 (6): 1683-1725.

Dybvig, Philip H., and Hong Liu. Verification Theorems and Solutions of Models of Optimal Consumption and Investment with Retirement and Constrained Borrowing. Mathematics of Operations Research, 2011, 36 (4): 620-635.