1. Tauchen, George, Harold Zhang, and Ming Liu. 1996. Volume, Volatility, and Leverage: A Dynamic Analysis, Journal of Econometrics.

2. Zhang, Harold H.. 1997. Endogenous Short-Sale Constraint, Stock Prices and Output Cycles, Macroeconomic Dynamics.

3. Zhang, Harold H.. 1997. Endogenous Borrowing Constraints with Incomplete Markets, Journal of Finance.

4. Liu, Ming, and Harold H. Zhang. 1998. Overparameterization in Seminonparametric Density Estimation, Economics Letters.

5. Harrison, Paul, and Harold H. Zhang. 1999. An Investigation of the Risk and Return Relation at Long Horizons, Review of Economics and Statistics.

6. Yaron, Amir, and Harold H. Zhang. 2000. Fixed Costs and Asset Market Participation, Revista De Analisis Economico.

7. Zhang, Harold H.. 2000. Explaining Bond Returns in Heterogeneous Agents Models: The Importance of Higher Order Moments, Journal of Economic Dynamics & Control.

8. Dammon, Robert M., Chester S. Spatt and Harold H. Zhang. 2001. Optimal Consumption and Investment with Capital Gains Taxes, Review of Financial Studies.

9. Sloan, Frank A., Harold H. Zhang, and Jingshu Wang. 2002. Upstream Intergenerational Transfers, Southern Economic Journal.

10. Dammon, Robert M., Chester S. Spatt, and Harold H. Zhang. 2003. Capital Gains Taxes and Portfolio Rebalancing, Research Dialogue.

11. Dammon, Robert M., Chester S. Spatt and Harold H. Zhang. 2004. Optimal Asset Location and Allocation with Taxable and Tax-Deferred Investing, Journal of Finance.

12. Harold H. Zhang. 2004. Comment on Household Portfolio Choices in Taxable and Tax-Deferred Accounts: Another Puzzle?, European Finance Review.

13. Cao, H. Henry, Tan Wang, and Harold H. Zhang. 2005. Model Uncertainty, Limited Market Participation and Asset Prices, Review of Financial Studies.

14. Tallarini, Jr., Thomas D., and Harold H. Zhang. 2005. External Habit and the Cyclicality of Expected Stock Returns, Journal of Business Research.

15. Dammon, Robert, James Poterba, Chester Spatt, and Harold H. Zhang. 2005. Maximizing Long-Term Wealth Accumulation: It’s not just about “What” but also about “Where” to Make Them, Research Dialogue.

16. Yao, Rui, and Harold H. Zhang. 2005. Optimal Consumption and Portfolio Choices with Risky Housing and Borrowing Constraints, The Review of Economic Studies.

17. Dai, Zhonglan, Edward Maydew, Douglas A. Shackelford, and Harold H. Zhang. 2008. Capital Gains Taxes and Asset Prices: Capitalization or Lock-in?, Journal of Finance.

18. Pereira, Joao Pedro, and Harold H. Zhang. 2010. Stock Returns and the Volatility of Liquidity, Journal of Financial and Quantitative Analysis.

19. Cao, Henry H., Bing Han, David Hirshleifer, and Harold Zhang. 2011. Fear of the Unknown: Familiarity and Economic Decisions, Review of Finance.

20. Dai, Zhonglan, Douglas A. Shackelford, Harold H. Zhang, and Chongyang Chen. 2013. Does Financial Constraint Affect Shareholder Taxes and the Cost of Equity Capital? , The Accounting Review.

21. Dai, Zhonglan, Douglas A. Shackelford, and Harold H. Zhang. 2013. Capital Gains Taxes and Stock Return Volatility, Journal of American Taxation Association.

22. Booth, G. Geoffrey, Umit G. Gurun, and Harold H. Zhang. 2014. Financial Networks and Trading in Bond Markets, Journal of Financial Markets.

23. Arentsen, Eric, David C. Mauer, Brian Rosenlund, Harold H. Zhang, and Feng Zhao. 2015. Subprime Mortgage Defaults and Credit Default Swaps, Journal of Finance.

24. Li, Jun, and Harold H. Zhang. 2017. Short-run and Long-run Consumption Risks, Dividend Processes and Asset Returns, Review of Financial Studies.

25. Alex Holcomb and Paul Mason. 2020. Investment Income Taxes and Private Equity Acquisition Activity, Journal of Empirical Finance.

26. Harold H. Zhang, Feng Zhao, Xiaofei Zhao. Neglected Risks in the Communication of Residential Mortgage-backed Securities Offerings, Journal of Finance.

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