[1] Is the Renminbi Safe-haven Currency? Evidence from Conditional Coskewness and Cokurtosis (with Xin Cheng and Hongyi Chen), Journal of International Money and Finance,forthcoming 

[2] Return and Volatility Transmission Between Chinese and International Oil Futures Markets: A First Look (with Jian Yang), Journal of Futures Markets, 40:860-884,2020

[3] Property Investment and Rental Rate Under Housing Price Uncertainty: A Real Options Approach (with Honglin Wang and Fan Yu), Real Estate Economics, 48:633-665, 2020.

[4] Systemic Risk in Global Volatility Spillover Networks：Evidence from Option-implied Volatility Indices (with Zihui Yang and Xin Cheng), Journal of Futures Markets, 40: 392-409, 2020

[5] Conditional Co-skewness and Safe-haven Currencies: A Regime Switching Approach (with Kalok Chan and Jian Yang), Journal of Empirical Finance, 48, p58-80, 2018.

[6] Quantitative Easing and Volatility Spillover across Countries and Asset Classes (with Zihui Yang), Management Science, 63，p333-354, 2017

[7] Do Securitized Real Estate Markets Jump? International Evidence (with Jie Li and Guangzhong Li), Pacific-Basin Finance Journal 31, p13-35, 2015

[8] Modeling the Joint Dynamics of Risk Neutral Stock Index and Bond Yield Volatilities, Journal of Banking and Finance, 38, p216-228, 2014

[9] Credit Risk Spillovers among Financial Institutions around the Global Credit Crisis: Firm-Level Evidence (with Jian Yang), Management Science, 59, p.2343-2359, 2013

[10] Asymmetric Correlation and Volatility Dynamics among Stock, Bond and Securitized Real Estate Markets (with Jian Yang and Wai Kin Leung), Journal of Real Estate Finance and Economics, 45, pp.491-521, 2012

[11] Intraday Price Discovery and Volatility Transmission in Stock Index and Stock Index Futures Markets: Evidence from China (with Jian Yang and Zihui Yang), Journal of Futures Markets, 32, pp.99-121, 2012

[12] Conditional Co-skewness in Stock and Bond Markets: Time Series Evidence (with Jian Yang and Zijun Wang), Management Science, 56, pp. 2031-2049, 2010

[13] The Stock-Bond Correlation and Macroeconomic Conditions: One and A Half Centuries of Evidence (with Jian Yang and Zijun Wang), Journal of Banking and Finance, 33, pp.670 - 680, 2009

[14] Trade Liberalization as a Game of Decision under Uncertainty (with Henry Wan)， Globalization and Emerging Issues in Trade Theory and Policy, Emerald Group Publishing， 2008