1.  “Manager Sentiment and Stock Returns” Journal of Financial Economics 132 (1), 2019, 126-149, with Joshua Lee, Xiumin Martin, and Guofu

2.     “Investor Sentiment Aligned: A PowerfulPredictor of Stock Returns”, Review of Financial Studies 28,2015, 791–837, with Dashan Huang, Jun Tu, and GuofuZhou

3.     “Q-theory, Mispricing, andProfitability Premium: Evidence from China”Journal ofBanking and Finance 87,2018, 135–149, with Xinlin Qi and Guohao Tang

4.     “International Volatility Risk and Chinese Stock Return Predictability”, Journal of International Money and Finance 70, 2017, 183–203, with Jian Chen, Yangshu Liu, Jun Tu

5.     “Asset Allocation in Chinese Stock Market: The Role of ReturnPredictability”, Journal ofPortfolio Management41, 2014, 71–83, with Jian Chen,and Jun Tu

6.     “The Chinese Bond Market: Risk, Return and Opportunities”, Journal of Portfolio Management41, 2014, 110–126,with Longzhen Fan,and Guofu Zhou

7.     “Chinese Stock Market Volatility and the Role of U.S. Economic Variables”,Pacific-Basin Finance Journal 39, 2016, 70–83, with Jian Chen, Hongyi Li, Weidong Xu

8.     “Can US EconomicVariables Predict the Chinese Stock Market?”, Pacific-Basin Finance Journal22, 2013, 69–87, with JeremyGoh, Jun Tu, and Yuchen Wang

9.     “ForecastingChinese Stock Market Volatility with Economic Variables”, Emerging Markets Finance and Trade 53, 2017, 521–533, with WeixianCai, Jian Chen, and Jimin Hong

10.   “Economic Policy Uncertainty in China andStock Market Expected Returns”, AccountingandFinance 57(5), 2017, 1265–1286, with Jian Chen,Guoshi Tong

11.   “Technical Analysis Profitability WithoutData Snooping Bias: Evidence from Chinese Stock Market”, InternationalReview of Finance, forthcoming, with Guoshi Tong, and GuoshiKai

12.    “中国股票市场可预测性的实证研究,《金融研究》2011年第9期107–121, with David Rapach, Jack Strauss, Jun Tu, and GuofuZhou

13.“金融市场文本情绪研究进展”,《经济学动态》2016年第11期137–147, with Guohao Tang, and Dingsheng Zhang

14.    “资本市场的收益可预测性研究进展”《经济学动态》2019年第2期,已接受，with 张春玲，唐国豪

15.   “Firm Characteristics and Chinese Stocks”, 《管理科学学报（英文版）》(Journalof Management Science and Engineering),forthcoming, with Guohao Tang, Guofu Zhou