Lee, Tae Hwy, and Yiyao Wang. Evaluation of the Survey of Professional Forecasters in the Greenbook's Loss Function. Journal of Quantitative Economics, 2019, 17.

Zhang, Jun, and Gabriel Khan. From Hessian to Weitzenböck: manifolds with torsion-carrying connections. Information Geometry, 2019, 2.

Ismail, Ahmad, Samer Khalil, Assem Safieddine, and Sheridan Titman. Smart investments by smart money: Evidence from acquirers' projected synergies. Journal of Corporate Finance, 2019, 56.

Rapach, David E., Jack K. Strauss, Jun Tu, and Guofu Zho. Industry Return Predictability: A Machine Learning Approach. Journal of Financial Data Science, 2019, 1.

Bradford, William, Chao Chen, and Yang Zhao. The effect of corporate governance on credit ratings: Evidence from China's bond market. Journal of International Financial Management and Accounting, 2019, 30.

Chen, Son Nan, Pao Peng Hsu, and Kuo Yuan Liang. Option pricing and hedging in different cyclical structures: a two-dimensional Markov-modulated model. European Journal of Finance, 2019, 25.

Chang, Chun, Zheng Liu, Mark M. Spiegel, and Jingyi Zhang. Reserve requirements and optimal Chinese stabilization policy. Journal of Monetary Economics, 2019, 103.

Tsoukalas, Gerry, Jiang Wang, and Kay Giesecke. Dynamic portfolio execution. Management Science, 2019, 65.

Hu, Conghui, Yu Jane Liu, and Ning Zhu. De-Leverage and illiquidity contagion. Journal of Banking and Finance, 2019, 102.

Chen, Yong, Zhi Da, and Dayong Huang. Arbitrage trading: The long and the short of it. Review of Financial Studies, 2019, 32.