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Speculation or hedging?¡ªOptions trading prior to FOMC announcements, with George Jiang, Journal of Futures Markets, 2022, 42(2): 212-230.
Market Reactions to Central Bank Interest Rate Changes: Evidence from the Chinese Stock Market, with George Jiang and Jun Hu, Asia-Pacific Journal of Financial Studies,2020, 49(5), 803-831.
Analysis of High Frequency Data in Finance: A Survey, with George Jiang, Frontiers of Economics in China: Selected Publications from Chinese Universities, 2020, 15(2):141-166.
Biases in CAPM Beta Estimation, with Linda H. Chen, George Jiang, and Kevin X. Zhu, Advances in Investment Analysis and Portfolio Management (AIAPM), 2017, 8, 83-103.
Option Pricing when Changes of the Underlying Asset Prices Are Restricted, with George Jiang and L. Shi, Journal of Mathematical Finance, 2011, 1, 28-33.
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