1. Trend Factor in China: The Role of Large Individual Trading.(2024) Review of Asset Pricing Studies,Vol 14, 348-380. (with Liu Y. and Zhou G.)
2. Technical Analysis in the Stock Market: A Review.(2024) Chapter in Handbook of Investment Analysis, Portfolio Management, and Financial Derivatives. World Scientific. （Lee, C. et al ed.) (with Han Y., Liu Y., Zhou G.)
3. The Chinese Warrant Bubble: a Fundamental Analysis. Journal of Futures Markets. 41，3-26，2021.(with Y. Wang and G. Zhou)
4. Learning and Predictability via Technical Analysis: Evidence from Bitcoin and Stocks with Hard-to-Value Fundamentals. Financial Management. 50，107-137，2021. （with Detzel, A., Liu, H., Strauss, J. and G. Zhou）
5. A Trend Factor: Any Economic Gains from Using Information over Investment Horizons? Journal of Financial Economics, 122,352-375, 2016. (with Han Y.F., Zhou G.F.)
6. Macroeconomic Volatilities and Long-run Risks of Asset Prices， Management Science，61（2），413-430，2015. (with Zhou G.F.)
7. Promotion Pressure, Financial Marketization and the Real Estate Price Growth （in Chinese), (with Dan Xu),Journal of Financial Research, 1, 65–78, 2013.
8. Asset Allocation: Can Technical Analysis Add Value?", International Journal of Portfolio Analysis and Management, 1(1), 43-58, 2012. (with Zhou G.F. and Qiang S.)
9. Volatility Trading: What is the Role of the Long-Run Volatility Component? Journal of Financial and Quantitative Analysis, 47(2),273-307，2012.（Lead article). (with Zhou G.F.)
10. Are Investors Rational or Irrational?– Warrant Pricing and Bubbles under Short-Sale Constraints in China , Journal of Financial Research (in Chinese), 1, 194–206, 2012.(with Wang Y. and Zhang Z.)
11. On the Cross-Sectional Risk Premium of Chinese Stock Market, Journal of Financial Research (in Chinese), 7, 152–166, 2011.(with Wang Y.)
12. On the Speculative Bubble of Chinese Housing Market” Review of Investment Studies, 30(7), 22–31, 2011.(with Yang B. and Liu X.),
13. On Chinese Stock Market Predictability, Review of Investment Studies (in Chinese), 11, 76–87, 2012. (with Wu M. and Chen C.)
14. Is the Recent Financial Crisis Really a “Once-in-a-Century” Event? Financial Analysts Journal, 66(1), 24-27, 2010. (with Zhou G.F.)
15. Volatility Component: the Term Structure of VIX Futures" , Journal of Futures Markets, 30(3), 230-256, 2010. (with Lu Z.J.)
16. Technical Analysis: An Asset Allocation Perspective on the Use of Moving Averages, Journal of Financial Economics, 92（3），519-544, 2009. (with Zhou G.F.)
17. Variance Term Structure and VIX Futures Pricing, International Journal of Theoretical and Applied Finance , 1（10），111-127，2007. (with Zhang J.E.)
18. VIX Futures, Journal of Futures Markets , 26（2）, 521-531, 2006. （Lead article) (with Zhang J.E.).
19. Building Competitive Advantage (in Chinese), Economic Management Press 2005 （with Lu Q.）
20. A risk-neutral volatility model, International Journal of Theoretical and Applied Finance, 1(2), 289-310, 1998. (with Avellaneda M.),
21. An E-ARCH model for the term structure of implied volatility of FX options, Applied Mathematical Finance, 4, 81-100，1997. (with Avellaneda M.)
