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.

Ng, Lilian, and Fei Wu. Revealed Stock Preferences of Individual Investors: Evidence from Chinese Equity Markets. Pacific-Basin Finance Journal, 2006, 14 (2): 175-192.

Li, David X.. It Is All about Credit. North American Actuarial Journal, 2006, 10 (1): 3-4.

Chang, Eric C., and Sen Dong. Idiosyncratic Volatility, Fundamentals, and Institutional Herding: Evidence from the Japanese Stock Market. Pacific-Basin Finance Journal, 2006, 14 (2): 135-154.

Bhattacharya, Utpal, Neal Galpin, Rina Ray, and Xiaoyun Yu. The Role of the Media in the Launch of Internet IPOs. Betriebswirtschaftliche Forschung Und Praxis, 2006, 58: 442-456.

Hou, Kewei, and Tobias Moskowitz. Market Frictions, Price Delay, and the Cross-Section of Expected Returns. The Review of Financial Studies, 2005, 18 (3): 981-1020.