Selected Publications:
期权隐含信息提取及对股票市场的影响：基于机器学习的视角（与唐国豪和姚加权合著），计量经济学报，2024，4:231-247。
Employee sentiment and stock returns (with Guohao Tang, Jiaquan Yao, and Guofu Zhou), Journal of Economic Dynamics and Control, 2023, 149, 104636.
Global disaster risk matters (with Jiaquan Yao, Qunzi Zhang, Xiaoneng Zhu), Management Science, 2023, 69, 576-597.
Investor attention and stock returns (with Guohao Tang, Jiaquan Yao, and Guofu Zhou), Journal of Financial and Quantitative Analysis, 2022, 57, 455-484.
Bid and ask prices of index put options: Which predicts the underlying stock returns? (with Yangshu Liu), Journal of Futures Markets, 2020, 40, 1337-1353.
期权隐含尾部风险及其对股票收益率的预测（与张轶凡和洪集民合著）, 管理科学学报, 2019, 10, 72-81。
The world predictive power of U.S. equity market skewness (with Fuwei Jiang, Shuyu Xue, and Jiaquan Yao), Journal of International Money and Finance, 2019, 96, 210-227.
中国股票市场的已实现偏度与收益率预测 (与张轶凡合著), 金融研究, 2018, 9: 107-125。
Economic policy uncertainty in China and stock market expected returns (with Fuwei Jiang and Guoshi Tong), Accounting and Finance, 2017, 57(5), 1265-1286.
Financial development and regulation in China, Emerging Market Finance and Trade, 2017, 53: 1705. (Invited for Guest Editor's Introduction).
International volatility risk and Chinese stock return predictability (with Fuwei Jiang, Yangshu Liu, and Jun Tu), Journal of International Money and Finance, 2017, 70: 183-203.
基于扇形偏好的期权定价方法, 管理科学学报, 2014, 3:27-36。