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Grace Xing Hu, Jun Pan, Jiang Wang. Chinese Capital Market: An Empirical Overview. Critical Finance Review, 2021, 10 (2): 125-206.

Gu, Shihao, Bryan Kelly, and Dacheng Xiu. Autoencoder Asset Pricing Models. Journal of Econometrics, 2021, 222 (1): 429-450.

Li, Nan, and Yuhong Zhu. The Impact of Covid-19 on Stock Market in China. Frontiers of economics in China, 2021, 16.

Giglio, Stefano; Liao, Yuan, and Dacheng Xiu. Thousands of Alpha Tests. The Review of Financial Studies, 2021, 34 (7): 3456-3496.

Zhan, Xintong (Eunice), Bing Han, Jie Cao, and Qing Tong. Option Return Predictability. The Review of Financial Studies, 2021, 35 (3): 1394.

Lu, Deng, Mingqing Liao, Rui Luo, Jianfei Sun, and Chen Xu. Does Corporate Social Responsibility Reduce Share Price Premium? Evidence from China's A- and H-Shares. Pacific-Basin Finance Journal, 2021, 67: 101569.

Tadese, Mekonnen, and Samuel Drapeau. Dual Representation of Expectile-Based Expected Shortfall and its Properties. Probability, Uncertainty and Quantitative Risk, 2021, 6.

Giannetti, Mariassunta, Guanmin Liao, Jiaxing You, and Xiaoyun Yu. The Externalities of Corruption: Evidence from Entrepreneurial Firms in China. Review of Finance, 2021, 25.

董兵兵，徐慧伦，谭小芬. 货币政策能够兼顾稳增长与防风险吗?. 金融研究, 2021, 490: 19-37.