Li, Yan, and Liyan Yang. Testing Conditional-Factor Models: A Nonparametric Approach. Journal of Empirical Finance, 2011, 18 (5): 972-992.

Da, Zhi, Joey Engelberg, and Pengjie Gao. In Search of Attention. Journal of Finance, 2011, 66 (5): 1461-1499.

Da, Zhi, and Mitch Warachka. The Disparity between Long-term and Short-term Forecasted Earnings Growth. Journal of Financial Economics, 2011, 100 (2): 424-442.

Da, Zhi, and Ernst Schaumburg. Relative Valuation and Analyst Target Price Forecasts. Journal of Financial Markets, 2011, 14 (1): 161-192.

Liu, Peng, and Ke Tang. The stochastic behavior of commodity prices with heteroskedasticity in the convenience yield. Journal of Empirical Finance, 2011, 18 (2): 211-224.

Huseyin Gulen, Yuhang Xing,and Lu Zhang. Value versus Growth: Time-varying Expected Stock Returns. Financial Management, 2011, 40 (2): 381-407.

郭明;崔忠波;董瑾. A-H股溢价现象:宏观角度的思考. 股市动态分析, 2011 (15): 29-30.

Avramov, Doron, and Guofu Zhou. Bayesian Portfolio Analysis. Annual Review of Financial Economics, 2010, 2 (1): 25-47.

Jagannathan, Ravi, Ernst Schaumburg, and Guofu Zhou. Cross Sectional Asset Pricing Tests. Annual Review of Financial Economics, 2010, 2 (1): 49-74.

Wang, Tracy Yue, Andrew Winton, and Xiaoyun Yu. Corporate Fraud and Business Conditions: Evidence from IPOs. Journal of Finance, 2010, 65 (6): 2255-2292.