Yacine, Aït-Sahalia, and Dacheng Xiu. Increased Correlation Among Asset Classes: Are Volatility or Jumps to Blame, or Both? . Journal of Econometrics, 2016, 194 (2): 205-219.

Li, Jia, and Dacheng Xiu. Generalized Method of Integrated Moments with High Frequency Data. Econometrica, 2016, 84 (4): 1613-1633.

Chen, Hong, and Murray Frank. Are Direct Investments by the Federal Reserve a Good Idea? A Corporate Finance Perspective. Quarterly Journal of Finance, 2016, 6 (3): 1-48.

Murray Z. Frank, Tao Shen. Investment and theWeighted Average Cost of Capital. Journal of Financial Economics, 2016.

Drapeau, Samuel, and Christoph Mainberger. Stability and Markov Property of Forward Backward Minimal Supersolutions. Electronic Journal of Probability, 2016, 21 (41): 1-15.

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.

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

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

Easley, David, Maureen O'Hara, and Liyan Yang. Differential Access to Price Information in Financial Markets. Journal of Financial and Quantitative Analysis, 2016, 4 (51): 1071.

Liu, Zheng, Jianjun Miao, and Tao Zha. Land Prices and Unemployment. Journal of Monetary Economics, 2016, 80: 86-105.