Kalnina, Ilze, and Dacheng Xiu. Nonparametric Estimation of the Leverage Effect: A Trade-off between Robustness and Efficiency. Journal of the American Statistical Association, 2017, 112 (517): 384-396.

Shang, Yan, David Dunson, and Jing-Sheng Song. Exploiting Big Data in Logistics Risk Assessment via Bayesian Nonparametrics. Operations Research, 2017, 65 (6): 1574-1588.

Tang, Dragon Yongjun, and Hong Yan. Understanding transactions prices in the credit default swaps market. Journal of Financial Markets, 2017, 32: 1-27.

Chang, Chun, Yao-Min Chiang, Yiming Qian, and Jay Ritter. Pre-market Trading and IPO Pricing. The Review of Financial Studies, 2017, 30 (3): 835-865.

Stambaugh, Robert and Yu Yuan. Mispricing Factors. The Review of Financial Studies, 2017, 30 (4): 1270-1315.

Garvey, Ryan, Tao Huang, and Fei Wu. Why Do Traders Split Orders?. Financial Review, 2017, 52 (2): 233-258.

Zheng Liu and Jianjun Miao and Tao Zha . Land Prices and Unemployment. Journal of Monteray Economics, 2017, 80: 86-105.

Du, Qianqian, Frank Yu, and Xiaoyun Yu. Cultural Proximity and the Processing of Financial Information. Journal of Financial and Quantitative Analysis, 2017, 52 (6): 2703-2726.

Liu, Zheng, Mark M. Spiegel, and Andrew Tai. Measuring the effects of dollar appreciation on Asia: A FAVAR. Journal of International Money and Finance, 2017, 74: 353-370.

Ang, Andrew, Richard C. Green, Francis Longstaff,and Yuhang Xing. Advance Refundings of Municipal Bonds. Journal of Finance, 2017, 72 (4): 1645-1681.