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Chen, Hui, Yu Xu, and Jun Yang. Systematic risk, debt maturity, and the term structure of credit spreads. Journal of Financial Economics, 2021, 139 (3): 770-799.

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Garvey, Ryan, Tao Huang, and Fei Wu. Is Faster or Slower Trading Better? An Examination of Order Type Execution Speed and Costs. European Financial Management, 2021, 27 (2): 326-363.

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Hou, Kewei, Haitao Mo, Chen Xue, and Lu Zhang. An Augmented q-factor Model with Expected Growth. Review of Finance, 2021, 25 (1): 1-41.

Han, Bing, and Gang Li. Information Content of Aggregate Implied Volatility Spread. Management Science, 2021, 67 (2): 1249-1269.

Hu, Grace Xing, Jun Pan, and Jiang Wang. Tri-Party Repo Pricing. Journal of Financial and Quantitative Analysis, 2021, 56 (1): 337 - 371.