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Oil Strikes Back: Trend Factors and Exchange Rates (with Han, Xu and Zhu) Journal of Money, Credit, and Banking 2026

Commodity Sentiment in Predicting Index Futures Returns (独作) Journal of Financial Markets 2025

企业标准化建设与股票流动性研究 (张群姿 刘茵伟 耿春晓) 金融研究 2025年第11期

Golobal Disaster Risk Matters (with Chen, Yao and Zhu) Management Science 2023

When Are Stocks Less Volatile in the Long Run? (with Jondeau and Zhu) Journal of Financial and Quantitative Analysis 2020

Average Skewness Matters (with Jondeau and Zhu) Journal of Financial Economics 2019

One Hundred Years of Rare Disaster Concerns and Commodity Prices (独作) Journal of Futures Markets 2021 Lead article