Da, Zhi, Hayong Yun, and Mitch Warachka. Fiscal Policy, Consumption Risk, and Stock Returns: Evidence from U.S. States. Journal of Financial and Quantitative Analysis, 2018, 53 (1): 109.

Da, Zhi, Borja Larrain, Clemens Sialm, and Jose Tessada. Destabilizing financial advice: Evidence from pension fund reallocations. The Review of Financial Studies, 2018, 31 (10): 3720-3755.

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.

Greenfield, M., and Jun Zhang. Null preference and the resolution of the topological social choice paradox. Mathematical Social Sciences, 2018, 93: 47-51.

郑万春. 建设新时代"三色"银行 增强服务实体经济能力. 中国银行业, 2018.

Cronqvist,Henrik ,Richard H. Thaler and Frank Yu. When Nudges are Forever: Inertia in the Swedish Premium Pension Plan. American Economic Review, 2018, 108: 153-58.

Clark-Joseph, Adam D, Mao Ye, and *Chao Zi*. Designated Market Makers Still Matter: Evidence from Two Natural Experiments. Journal of Financial Economics, 2017, 126 (3): 652-667.

Fei, T., and Jun Zhang. Interaction of Codazzi couplings with (para)-Kahler geometry. Results in Mathematics, 2017, 72 (4): 2037-2056.

Aït-Sahalia, Yacine; Xiu, Dacheng. Using Principal Component Analysis to Estimate a High Dimensional Factor Model with High Frequency Data. Journal of Econometrics, 2017, 201 (2): 384-399.