Pan, Jun, and Allen Poteshman. The Information in Option Volume for Future Stock Prices. The Review of Financial Studies, 2006, 19 (3): 871-908.

Starks, Laura T, Li Yong, and Lu Zheng. Tax Loss Selling and the January Effect: Evidence from Municipal Bond Closed-end Funds. Journal of Finance, 2006, 61 (6): 3049-3067.

Yuan, Kathy, Lu Zheng, and Qiaoqiao Zhu. Are Investors Moonstruck? – Lunar Phases and Stock Returns. Journal of Empirical Finance, 2006, 13 (1): 1-23.

Chou, Pin-Huang, and Guogu Zhou. Using Bootstrap to Test Portfolio Effciency. Annals of Economics and Finance, 2006, 7 (2): 217-249.

Boyd, John H., Ravi Jagannathan, and Qianqiu Liu. The Stock Market’s Reaction to Unemployment News, Stock-Bond Return Correlations, and the State of the Economy. Journal of Investment Management, 2006, 4 (4): 73-90.

Ang, Andrew ; Hodrick, Robert J. ; Xing, Yuhang ; Zhang, Xiaoyan. The Cross-Section of Volatility and Expected Returns. Journal of Finance, 2006, 61 (1): 259-299.

Yuhang Xing. Downside Risk. The Review of Financial Studies, 2006, 19 (4): 1191-1239.

Zhang, Xiaoyan. Specification Tests of International Asset Pricing Models. Journal of International Money and Finance, 2006, 25 (2): 275-307.

Qian, Jun, and Philip E. Strahan. How Law and Institutions Shape Financial Contracts: the Case of Bank Loans. Journal of Finance, 2006, 62 (6): 2803-2834.

Cheng, Yingmei, Mark H. Liu, and Jun Qian. Buy-side Analysts, Sell-side Analysts and Investment Decisions of Money Managers. Journal of Financial and Quantitative Analysis, 2006, 41 (1): 51-83.