Shanken, Jay, and Guofu Zhou. Estimating and Testing Beta Pricing Models: Alternative Methods and Their Performance in Simulations. Journal of Financial Economics, 2007, 84 (1): 40-86.

Jagannathan,Ravi,Yong Wang. Lazy Investors, Discretionary Consumption, and the Cross Section of Stock Returns. Journal of Finance, 2007, 62 (4): 1623-1661.

Ng, Lilian, and Fei Wu. The Trading Behavior of Institutions and Individuals in Chinese Equity Markets. Journal of Banking & Finance, 2007, 31 (9): 2695-2710.

Garvey, Ryan, Anthony Murphy, and Fei Wu. Do Losses Linger? Evidence from Proprietary Stock Traders. The Journal of Portfolio Management, 2007, 33 (4): 75.

Chang, Eric. C., Joseph W. Cheng, and Yinghui Yu. Short-Sales Constraints and Price Discovery: Evidence from the Hong Kong Market. Journal of Finance, 2007, 62 (5): 2097-2121.

Lo, Andrew W., and Jiang Wang. Trading Volume: Implications of an Intertemporal Capital Asset Pricing Model. Journal of Finance, 2006, 61 (6): 2805-2840.

Ju, Nengjiu, and Rui Zhong. Fourier Transformation and the Pricing of Average-Rate Derivatives. Review of Derivatives Research, 2006, 9 (3): 187-212.

Bakshi, Gurdip, Hui Ou-Yang, and Nengjiu Ju. Estimation of Continuous-Time Models with an Application to Equity Volatility Dynamics. Journal of Financial Economics, 2006, 82 (1): 227-249.

Liu, Jun, Francis A. Longstaff, and Ravit E. Mandell. The Market Price of Risk in Interest Rate Swaps: The Roles of Default and Liquidity Risks. Journal of Business, 2006, 79 (5): 2337-2359.

Ju, Nengjiu, and Hui Ou-Yang. Capital Structure, Debt Maturity, and Stochastic Interest Rates. Journal of Business, 2006, 79 (5): 2469-2502.