Chen, Hui, Rui Cui, Zhiguo He, and Konstantin Milbradt. Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle. The Review of Financial Studies, 2018, 31 (3): 852-897.

Patrick,Bolton,and Huang Haizhou. The Capital Structure of Nations. Review of Finance, 2018, 22 (1): 45-82.

Tang, Mei-Ling, Son-Nan Chen, Gene C. Lai, and Ting-Pin Wu. Asset allocation for a DC pension fund under stochastic interest rates and inflation-protected guarantee. Insurance Mathematics & Economics, 2018, 78: 87-104.

Hwang, Chuan-Yang, Sheridan Titman, and Yuxi Wang. Is It Who You Know or What You Know? Evidence from IPO Allocations and Mutual Fund Performance. Journal of Financial and Quantitative Analysis, 2018, 53 (6): 2491-2523.

Son-Nan Chen, and Pao-Peng Hsu. Pricing Inflation-indexed Derivatives with Default Risk. The European Journal of Finance, 2018, 24 (15): 1272-1287.

Cao, Charles, Bing Liang, Lubomir Petrasek, and Andrew Lo. Hedge Fund Holdings and Stock Market Efficiency. Review of Asset Pricing Studies, 2018, 8 (1): 77-116.

Armenti, Yannick, Stéphane Crépey, Samuel Drapeau, and Antonis Papapantoleon. Multivariate Shortfall Risk Allocation and Systemic Risk. Siam Journal on Financial Mathematics, 2018, 9.

Jianan Liu, Rob Stambaugh and Yu Yuan. Absolving beta of volatility's effects. Journal of Financial Economics, 2018, 128 (1): 1-15.

Parsons, Christopher A., Johan Sulaeman, and Sheridan Titman. The Geography of Financial Misconduct. Journal of Finance, 2018, 73 (5): 2087-2137.

Cao, Charles, Yong Chen, William N. Goetzmann and Bing Liang. Hedge Funds and Stock Price Formation. Financial Analysts Journal, 2018, 74 (3): 54-68.