On A Conjecture by Gale About One-Sided Matching Problems. Optimal Allocation of An Indivisible Good. Games and Economic Behavior, 2016, 100 (Shao, Ran, and Lin Zhou): 95-112.

Li, Jia, and Dacheng Xiu. Generalized Method of Integrated Moments with High Frequency Data. Econometrica, 2016, 84 (4): 1613-1633.

Yacine, Aït-Sahalia, and Dacheng Xiu. Increased Correlation Among Asset Classes: Are Volatility or Jumps to Blame, or Both? . Journal of Econometrics, 2016, 194 (2): 205-219.

Fan, Jianqing, Alex Furger, and Dacheng Xiu. Incorporating Global Industrial Classification Standard into Portfolio Allocation: A Simple Factor- Based Large Covariance Matrix Estimator with High Frequency Data. Journal of Business and Economic Statistics, 2016, 34 (4): 489-503.

Song, Zhaogang, and Dacheng Xiu. A Tale of Two Option Markets: Pricing Kernels and Volatility Risk. Journal of Econometrics, 2016, 190 (1): 176-196.

Foerster, Andrew, Juan Rubio-Ramirez, Daniel Waggoner, and Tao Zha. Perturbation Methods for Markov-Switching DSGE Models. Quantitative Economics, 2016, 2014 (16): 1-90.

Wang, Tan, and T. S. Wirjanto. Risk Aversion, Uncertainty, Unemployment Insurance Benefit and Duration of "Wait" Unemployment. Annals of Economics and Finance, 2016, 17 (1): 1-34.

Robert Jarrow, and Liheng Xu. Bank Runs and Self-Insured Bank Deposits. Quarterly Review of Economics and Finance, 2015, 58: 180-189.

Czerny, A.I., and Anming Zhang . Third-degree price discrimination in the presence of congestion externality. Canadian Journal of Economics-Revue Canadienne D Economique, 2015, 48 (4): 1430-1455.

Zhe, Li, and Jianfei Sun. Emission Taxes and Standards in a General Equilibrium with Entry and Exit. Journal of Economic Dynamics & Control, 2015, 61: 34-60.