Dammon, Robert M., Chester S. Spatt and Harold H. Zhang. Optimal Consumption and Investment with Capital Gains Taxes. The Review of Financial Studies, 2001, 14 (3): 583-616.

Hodrick, Robert J., and Xiaoyan Zhang. Evaluating the Specification Errors of Asset Pricing Models. Journal of Financial Economics, 2001, 62 (2): 327-376.

Wang, Zhenyu. The equity premium and structural breaks - Discussion. Journal of Finance, 2001, 56 (4): 1240-1245.

Hu, Jie, and Tom H. Noe. Insider trading and managerial incentives. Journal of Banking & Finance, 2001, 25 (4): 681-716.

Lo, Andrew W., Harry Mamaysky, and Jiang Wang. Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation. Journal of Finance, 2000, 55.

Li, David X.. On Default Correlation: A Copula Function Approach. Journal of Fixed Income, 2000, 9 (4): 43.

Harrison Hong, Jiang Wang. Trading and Returns Under Periodic Market Closures. Journal of Finance, 2000, 55 (1): 297-354.

Chang, Chun, and Yijiang Wang. Choosing between Up-or-Out and Spot Contracts: Human Capital Investment versus Job-Matching Considerations. Annals of Economics and Finance, 2000, 1 (1): 189-210.

陈松男、郑翔尹. 组合型权证的正确评价及避险方法. 证券市场发展季刊, 2000.

Lo, Andrew W, and Jiang Wang. Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory. The Review of Financial Studies, 2000, 13 (2): 257-300.