Volatility Forecasting – Machine Learning or Econometric Model (with Cheng Hsiao and Leran Liu)? Pacific Economic Review, 2026, forthcoming.

Intraday Variation of Systematic Risk in China (with Hao Zhang and Lu Zhang). Finance Research Letters, 2025, 86: 108903.

Jump Tail Dependence in the Chinese Stock Market (with Sophia Zhengzi Li and Hao Wang). Emerging Markets Finance and Trade, 2016, 52(10): 2379-2396.

Intraday Jumps in China’s Treasury Bond Market and Macro News Announcements (with Jing Cui). International Review of Economics & Finance, 2015, 39: 211-223.

Cojumps in China’s Spot and Stock Index Futures Markets (with Hao Wang and Mengqi Yue). Pacific-Basin Finance Journal, 2015, 35: 541-557.

Dynamic Relationship between Exchange Rate and Stock Price: Evidence from China. Research in International Business and Finance, 2010, 24(2), 103-112.