许多奇,葛明瑜. 论股权众筹的法律规制——从“全国首例众筹融资案”谈起. 学习与探索, 2016 (8): 82-89,158.

许多奇,肖凯. 互联网金融与好的社会. 检察风云, 2016 (9): 15-17.

Li, Jia, and Dacheng Xiu. Generalized Method of Integrated Moments with High Frequency Data. Econometrica, 2016, 84 (4): 1613-1633.

Yacine, Aït-Sahalia, and Dacheng Xiu. Increased Correlation Among Asset Classes: Are Volatility or Jumps to Blame, or Both? . Journal of Econometrics, 2016, 194 (2): 205-219.

Fan, Jianqing, Alex Furger, and Dacheng Xiu. Incorporating Global Industrial Classification Standard into Portfolio Allocation: A Simple Factor- Based Large Covariance Matrix Estimator with High Frequency Data. Journal of Business and Economic Statistics, 2016, 34 (4): 489-503.

Song, Zhaogang, and Dacheng Xiu. A Tale of Two Option Markets: Pricing Kernels and Volatility Risk. Journal of Econometrics, 2016, 190 (1): 176-196.

Foerster, Andrew, Juan Rubio-Ramirez, Daniel Waggoner, and Tao Zha. Perturbation Methods for Markov-Switching DSGE Models. Quantitative Economics, 2016, 2014 (16): 1-90.

Drapeau, Samuel, and Christoph Mainberger. Stability and Markov Property of Forward Backward Minimal Supersolutions. Electronic Journal of Probability, 2016, 21 (41): 1-15.

Wang, Tan, and T. S. Wirjanto. Risk Aversion, Uncertainty, Unemployment Insurance Benefit and Duration of "Wait" Unemployment. Annals of Economics and Finance, 2016, 17 (1): 1-34.

Harvey, Campbell R., Yan Liu, and Heqing Zhu. … and the Cross-Section of Expected Returns. The Review of Financial Studies, 2016, 29 (1): 5-68.