Risk and Uncertainty

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

• When Are Stocks Less Volatile in the Long Run? (with Jondeau and Zhu), Journal of Financial and Quantitative Analysis, 2021.

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

• Carbon risk and corporate maturity mismatch (with Huang, Wang and Wang), Journal of International Money and Finance, 2024.

• 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.

     Commodity

     • 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 (Single Author), Journal of Financial Markets, 2025

• ChatGPT and Commodity Return (with Gao, Wang and Wang), Journal of Futures Markets, 2025.

• Asymmetric Commodity Tails and Index Futures Returns (with Wang and Wei), Journal of Futures Markets, 2025.

• Fear in Commodity Return Prediction (with Cao, Han and Wei), Finance Research Letters, 2022.

• Stock Return Predictability in China: Power of Oil (with Cao, and Han), Finance Research Letters, 2021.

Derivatives and Behavior

• Analyst Ratings Matter for Index Futures (with Han, Wei and Yan), Journal of Futures Markets, 2022.

• One Hundred Years of Rare Disaster Concerns and Commodity Prices (Solo-Authored), Journal of Futures Markets, 2021.

• Skewness and Index Futures Return (with Jondeau, Wang, and Yan), Journal of Futures Markets, 2020.

• Trading Against the Grain: When Insiders Buy High and Sell Low (with Li, Wang, and Yan), Journal of Portfolio Management, 2019.

• Investor Attention and Stock Market Under‐reaction to Earnings Announcements: Evidence from the Options Market (with Wang, Yan, and Gao), Journal of Futures Markets, 2018.

• 应充分发挥股指期货稳定现货市场的作用, 张群姿  赵志桦 《中国证券报》2016 年 9 月 19 日

     • Political Connection, Family Involvement, and IPO Underpricing: Evidence from the Listed Non‐state‐owned Enterprises of China, (with Cao, Chen, Zeng), Pacific Economic Review, 2021.