Yacine, Aït-Sahalia, Jianqing Fan, and Dacheng Xiu. High Frequency Covariance Estimates with Noisy and Asynchronous Financial Data. Journal of the American Statistical Association, 2010, 105 (492): 1504-1517.

Xiu, Dacheng. Quasi-Maximum Likelihood Estimation of Volatility with High Frequency Data. Journal of Econometrics, 2010, 159 (1): 235-250.

Jagannathan,Ravi,Alexey Malakhov, Dmitry Novikov. Do Hot Hands Exist Among Hedge Fund Managers? An Empirical Evaluation. Journal of Finance, 2010, 65 (1): 217-255.

Wu, Ting-Pin, Jui-Pin Fu, and Son-Nan Chen. Valuation of Asian Interest Rate Option in the BGM Model. 台湾财务金融学刊, 2010, 18 (4).

Wu, Jun, Shouyang Wang, Xiuli Chao, C.T Ng, and T.C.E. Cheng. Impact of risk aversion on optimal decisions in supply contracts. International Journal of Production Economics, 2010, 128 (2): 569-576.

Wu, Owen Q., and Hong Chen. Optimal control and equilibrium behavior of production-inventory systems. Management Science, 2010, 56 (8): 1362-1379.

Liu, Peng, and Ke Tang. No-arbitrage Conditions for Storable Commodities and the Modeling of Futures Term Structures . Journal of Banking & Finance, 2010, 34 (7): 1675-1687.

Pereira, Joao Pedro, and Harold H. Zhang. Stock Returns and the Volatility of Liquidity. Journal of Financial and Quantitative Analysis, 2010, 45 (4): 1077-1110.

许多奇. 中国“缩差型”社会保障再分配模式的选择. 中国社会科学报, 2010.

Gormley, Todd, Hong Liu, and Guofu Zhou. Limited participation and consumption-saving puzzles: A simple explanation and the role of insurance. Journal of Financial Economics, 2010, 96 (2): 331-344.