Yuhang Xing, Xiaoyan Zhang,and Rui Zhao. What Does Individual Option Volatility Smirk Tell Us About Future Equity Returns?. Journal of Financial and Quantitative Analysis, 2010, 45 (3): 641-662.

Li, Haitao, Yuewu Xu, and Xiaoyan Zhang. Evaluating Asset Pricing Models Using the Second Hansen-Jagannathan Distance. Journal of Financial Economics, 2010, 97 (2): 279-301.

Jarrow, Robert, and Liheng Xu. Credit Rating Accuracy and Incentives. Journal of Credit Risk, 2010, 6 (3): 133-151.

Garvey, Ryan, and Fei Wu. Speed, Distance and Electronic Trading: New Evidence on Why Location Matters. Journal of Financial Markets, 2010, 13 (4): 367-396.

Andrew Ang, Vineer Bhansali,and Yuhang Xing. Build America Bonds. Journal of Fixed Income, 2010, 20 (1): 67-73.

Titman, Sheridan. The leverage of hedge funds. Finance Research Letters, 2010, 7 (1): 2-7.

Canlin Li, Xiaohan Li, Guojun Wu. Corporate Governance, Investor Attention and Post-Earnings Announcement Drift. Ssrn Electronic Journal, 2010.

He, Zhiguo, In Gu Khang, and Arvind Krishnamurthy. Balance Sheet Adjustments during the 2008 Crisis. Imf Economic Review, 2010, 58 (1): 118-156.

Da, Zhi, and Pengjie Gao. Clientele Change, Liquidity Shock and the Return on Financially Distressed Stocks. Journal of Financial and Quantitative Analysis, 2010, 45 (1): 27-48.

Liu, Peng, and Ke Tang. No-arbitrage Conditions for Storable Commodities and the Modeling of Futures Term Structures . Journal of Banking & Finance, 2010, 34 (7): 1675-1687.