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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.

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.

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.

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.

Wang, Yulan, Baozhuang Niu, Pengfei Guo, and Jing-Sheng Song. Direct sourcing or agent sourcing? Contract negotiation in procurement outsourcing. Manufacturing & Service Operations Management, 2021, 23 (2): 294-310.

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

Azi Ben-Rephael, Bruce Carlin, Zhi Da and Ryan D. Israelsen. Information Consumption and Asset Pricing. Journal of Finance, 2021, 76 (1): 357-394.

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Drapeau, Samuel, and Yunbo Zhang. Pricing and Hedging Performance on Pegged FX Markets Based on a Regime Switching Model. Quantitative Finance, 2021, 21 (2): 305-322.