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. 官員晉升壓力，金融市場化與房價增長，《金融研究》，2013第1期，65－78（合作者許丹）
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. 投資者是非理性的嗎？ ――賣空限制下我國權證價格偏離探析，《金融研究》，2012年第1期，194-206（合作者王茵田,章真）
11. 我國宏觀經濟因素對股市預測力研究，《投資研究》，2012年第11期，76－87（合作者吳美，陳超）
12. 中國股票市場風險溢價研究，《金融研究》，2011年第7期,152-166(合作者王茵田），
13. 房地産價格指數周期的宏觀分析，《投資研究》，2011年第7期， 22-31（合作者楊斌、劉小波）
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. 創建競争優勢，經濟管理出版社 2005 （合作者盧強）
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.)
