Dai, Yue, and Xiuli Chao. Price delegation and salesforce contract design with asymmetric risk aversion coefficient of sales agents. International Journal of Production Economics, 2016, 172: 31-42.

Dai, Min, Peifan Li, Hong Liu, and Yajun Wang. Portfolio Choice with Market Closure and Implications for Liquidity Premia. Management Science, 2016, 62 (2): 368-386.

He, Jie, Jun Qian, and Philip E. Strahan. Does the Market Understand Rating Shopping? Predicting MBS Losses with Initial Yields. The Review of Financial Studies, 2016, 29 (2): 457-485.

He, Zhiguo, and Gregor Matvos. Debt and Creative Destruction: Why Could Subsidizing Corporate Debt Be Optimal?. Management Science, 2016, 62 (2): 303-325.

Waggoner, Daniel F., Hongwei Wu, and Tao Zha. Striated Metropolis–Hastings sampler for high-dimensional models. Journal of Econometrics, 2016, 192 (2): 406-420.

Foerster, Andrew, Juan Rubio-Ramirez, Daniel Waggoner, and Tao Zha. Perturbation Methods for Markov-Switching DSGE Models. Quantitative Economics, 2016, 2014 (16): 1-90.

许多奇，肖凯. 互联网金融与好的社会. 检察风云, 2016 (9): 15-17.

Sibley, Steve E, Yanchu Wang, Yuhang Xing, and Xiaoyan Zhang. The Information Content of The Sentiment Index. Journal of Banking & Finance, 2016, 62: 164-179.

Cao, Charles, Bradley A. Goldie, Bing Liang, and Lubomir Petrasek. What Is the Nature of Hedge Fund Manager Skills? Evidence from the Risk-Arbitrage Strategy. Journal of Financial and Quantitative Analysis, 2016, 51 (3): 929-957.

Song, Zhaogang, and Dacheng Xiu. A Tale of Two Option Markets: Pricing Kernels and Volatility Risk. Journal of Econometrics, 2016, 190 (1): 176-196.