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Chen, Hui, Yu Xu, and Jun Yang. Systematic risk, debt maturity, and the term structure of credit spreads. Journal of Financial Economics, 2021, 139 (3): 770-799.

Garvey, Ryan, Tao Huang, and Fei Wu. Is Faster or Slower Trading Better? An Examination of Order Type Execution Speed and Costs. European Financial Management, 2021, 27 (2): 326-363.

万滢霖, 陈欣. 企业区块链应用、信息化投入与内部资本市场效率. 投资研究, 2021, 40.

Liu, Yan. Index Option Returns and Generalized Entropy Bounds. Journal of Financial Economics, 2021, 139 (3): 1015-1036.

Chen, S. N. , and Y. Gu. Jump, Diffusion, and Long-term Volatility Risks with Incremental Information in VIX Assets. Journal of Derivatives, 2021, 28 (3): 60-96.

朱克江. 新格局下我国保险业高质量发展的思考(中). 金融博览, 2021 (5): 20-21.

Hou, Kewei, Haitao Mo, Chen Xue, and Lu Zhang. An Augmented q-factor Model with Expected Growth. Review of Finance, 2021, 25 (1): 1-41.

Shan, Chenyu, Dragon Yongjun Tang, Hong Yan, and Xing (Alex) Zhou. Credit Default Swaps and Bank Regulatory Capital. Review of Finance, 2021, 25 (1): 121-152.

Han, Bing, and Gang Li. Information Content of Aggregate Implied Volatility Spread. Management Science, 2021, 67 (2): 1249-1269.