Gu, Shihao, Bryan Kelly, and Dacheng Xiu. Autoencoder Asset Pricing Models. Journal of Econometrics, 2021, 222 (1): 429-450.

Tadese, Mekonnen, and Samuel Drapeau. Dual Representation of Expectile-Based Expected Shortfall and its Properties. Probability, Uncertainty and Quantitative Risk, 2021, 6.

Lu, Deng, Mingqing Liao, Rui Luo, Jianfei Sun, and Chen Xu. Does Corporate Social Responsibility Reduce Share Price Premium? Evidence from China's A- and H-Shares. Pacific-Basin Finance Journal, 2021, 67: 101569.

Zhan, Xintong (Eunice), Bing Han, Jie Cao, and Qing Tong. Option Return Predictability. The Review of Financial Studies, 2021, 35 (3): 1394.

Giglio, Stefano; Liao, Yuan, and Dacheng Xiu. Thousands of Alpha Tests. The Review of Financial Studies, 2021, 34 (7): 3456-3496.

Li, Nan, and Yuhong Zhu. The Impact of Covid-19 on Stock Market in China. Frontiers of economics in China, 2021, 16.

Giannetti, Mariassunta, Guanmin Liao, Jiaxing You, and Xiaoyun Yu. The Externalities of Corruption: Evidence from Entrepreneurial Firms in China. Review of Finance, 2021, 25.

董兵兵，徐慧伦，谭小芬. 货币政策能够兼顾稳增长与防风险吗?. 金融研究, 2021, 490: 19-37.

Song, Jing-Sheng, and Zhengliang Xue. Demand shaping through bundling and product configuration: a dynamic multiproduct inventory-pricing model. Operations Research, 2021, 69 (2): 361-681.

Hou, Kewei, Po-Hsuan Hsu, Shiheng Wang, Akiko Watanabe, and Yan Xu. Corporate R&D and Stock Returns: International Evidence. Journal of Financial and Quantitative Analysis, 2021, 57 (4): 1377 - 1408.