近期论文
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1． “Differences of Opinion, Institutional Bids, and IPO Underpricing”, Journal of Corporate Finance, 2020，60(2)（with Gao S., Brockman P., Yan X., SSCI）.
2． “Does Short Selling Affect a Firm’s Financial Constraints?”, Journal of Corporate Finance, 2020，60(2)（with Li X., Chan K., Gao S., SSCI）.
3． “The Impact of Block Trades on Stock Price Synchronicity: Evidence from China” International Review of Economics & Finance，2020, 68, 239-253（with Song X., Liu C., Wu Q., Zeng H., SSCI）.
4． “The Impact of Initial Public Offerings on Innovations: Short-termism or Initial Governance Force Exit?” Managerial and Decision Economics, 2020, 1（with Hao X., Gao K., Chan, K., SSCI）.
5． “On the Dividends of the Risk Model with Markovian Barrier”, Communications in Statistics-Theory and Methods, 2020, 49(3), 1272-1280 (with Bi J., SCI).
6． “The Warning of Haze: Weather and Corporate Investment”, Accounting and Finance, 2019, 59, 3029-3052（with Zhang X., Wang S., Wu W., SSCI）.
7． “Motives for corporate philanthropy propensity: Does short selling matter?” International Review of Economics & Finance，2019，10（with Hou D., Zhang K., Chan K., SSCI）.
8． “On the dividends of the risk model with Markovian barrier”, Communications in Statistics Theory and Methods, 2019, 2 (with Bi J., SCI).
9． “Behavioral mean-variance portfolio selection”, European Journal of Operational Research, 2018, 271(2), 644-663（with Bi J., Jin H., SSCI）.
10． “Cognitive reference points, institutional investors' bid prices, and IPO pricing: Evidence from IPO auctions in China”, Journal of Financial Markets, 2018, 38(2), 124–140(with Gao S., Chan K., Chan J., SSCI).
11． “Price discovery in China's inter-bank bond market”, Pacific-Basin Finance Journal, 2018, 48(2): 84-98(with Wu L., Liu C., Wu Q., Zeng H., SSCI).
12． “Informed or Speculative Trading? Evidence from Short Selling before Star and Non-Star Analysts' Downgrade Announcements in an Emerging Market”, Journal of Empirical Finance, 2017, 42: 240–255 (with Li Y., Jiang X., Chan K., SSCI).
13． “On Optimal Proportional Reinsurance and Investment in a Hidden Markovian Regime-switching Economy”, Acta Mathematics Application Sinica, 2017, Vol. 33(1):53-62. (with Zhang X., Bi J., SCI).
14． “Earnings Management before IPOs? Are Institutional Investors Misled”, Journal of Empirical Finance, 2017, 42: 90–108. (with Gao S., Chan K., Wu W., SSCI).
15． “IPO Pricing: Do Institutional and Retail Investor Sentiments Differ?” Economics Letters, 2016, 148: 115-117. (with Gao S., Chan K., SSCI).
16． “Optimal Investment with Transaction Costs and Dividends for an Insurer”, RAIRO-Operations Research, 2016, 50 (4). (with Bi J., 第二作者，SCI).
17． “The Role of Multivariate Skew-Student Density in the Estimation of Stock Market Crashes”, European Journal of Finance，2015 , 21 (13-14) :1-17. (with Wu L., SSCI).
18． “Why Greater Cash Holdings and Short-Term Debt Simultaneously Persist? The Case of Transition Economy”, Frontiers of Business Research in China, 2015, 9 (2): 207-242. (with Dai L., Sun M.).
19． “ ‘Slow-burn’ Spillover and ‘Fast and Furious’ Contagion: A Study of International Stock Markets”, Quantitative Finance, 2015, 15(6). (with Wu L., Xu K., SSCI&SCI).
20． “Dynamic Mean-variance and Optimal Reinsurance Problems under the No-bankruptcy Constraint for an Insurer”, Annals of Operations Research, 2014, 1 (with Bi J., Zhang Y., SSCI, SCI).
21． “Stochastic Optimal Control Models for the Insurance Company with Bankruptcy Return”, Applied Mathematics and Information Science, 2013, 1(with Li Z., Wang M., Zhang X., SSCI, SCI).
22． “Portfolio Selection in the Enlarged Markovian Regime-Switching Market”, SIAM, Journal on Control and Optimization, 2010, Vol. 48(5), pp: 3368–3388. (with Zhang X., Siu K., SCI)
23． “The Gerber–Shiu Discounted Penalty Function in the Risk Process with Phase-type Inter-claim Times”, Applied Mathematics and Computation, 2010, Vol. 216, pp: 523–531. (with Song M., Wu R., Ren J., SCI&EI)
24． “On a Risk Model with Dependence between Claim Sizes and Claim Intervals”, Statistics & Probability Letters, 2008, Vol. 78(13), pp: 1727-1734. (with Zhang X., Guo J., SCI)
25． “On the Dividend for the Markov-Switching Risk Model”, IEEE: WiCOM 2008, Engineering, Services and Knowledge Management Track. (with Li Z., Zhang P., EI)
26． “On the Ruin Probability for a Corporation with Credit Rating Migration”, Recent Advance in Statistics Application and Related Areas, 2008, pp: 1051-1055. (with Zhou A., Wang M., ISTP&ISSHP).
27． “Ruin Probabilities for a Risk Model with Two Lines of Business”, Insurance Mathematics & Economics, 2006, 39(3), 406-407 (with Guo J., Lv T., 第三作者，SSCI&SCI).
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