Han, Yufeng, Guofu Zhou, and Yingzi Zhu. A trend factor: Any economic gains from using information over investment horizons?. Journal of Financial Economics, 2016, 122 (2): 352-375.

Li, Xiaoyang, S. Lin, and A. Tucker. The curious case of converts. Global Finance Journal, 2016, 31: 1-17.

Hong, Harrison, and David Alexandre Sraer. Speculative Betas. Journal of Finance, 2016, 71 (5): 2095-2144.

He, Zhiguo, and Konstantin Milbradt. Dynamic Debt Maturity. The Review of Financial Studies, 2016, 29 (10): 2677–2736.

Ng, Lilian, Fei Wu, Jing Yu, and Bohui Zhang. Foreign Investor Heterogeneity and Stock Liquidity around the World. Review of Finance, 2016, 20 (5): 1867–1910.

Garvey, Ryan, Tao Huang, and Fei Wu. Why Do Traders Choose Dark Markets?. Journal of Banking & Finance, 2016, 68: 12-28.

Rapach, David, Matthew Ringgenberg, and Guofu zhou. Short interest and aggregate stock returns. Journal of Financial Economics, 2016, 121 (1): 46-65.

Hou, Kewei, and Roger K. Loh. Have we solved the idiosyncratic volatility puzzle?. Journal of Financial Economics, 2016, 121 (1): 167-194.

He, Zhiguo, and Asaf Manela. Information Acquisition in Rumor-Based Bank Runs. Journal of Finance, 2016, 71 (3): 1113-1158.

Krishnamurthy, Arvind, Zhiguo He, and Konstantin Milbradt. What Makes US Government Bonds Safe Assets?. American Economic Review, 2016, 106 (5): 519-523.