英文學術論文: 1.Investor Sentment and Return Predictability in Agricultural Futures Markets, Journal of Futures Markets 21 (2001), 925-952 (USA). SSCI 2.Net Position by Type of Trader and Volatility in Foreign Currency Futures Markets, Journal of Futures Markets 22 (2002), 427-450 (USA). SSCI 3.The Behavior and Performance of Major Types of Futures Traders, Journal of Futures Markets 23 (2003), 1-23 (USA) – leading article. SSCI 4.Futures Trading Activity and Predictable Foreign Exchange Market Movements. Journal of Banking and Finance, 28 (2004), 1023-1041 (USA). SSCI 5.Trading Activity and Futures Price Reversals (with M. Yu). Journal of Banking and Finance, 28 (2004), 1337-1361 (USA).SSCI 6.Information, Trading Demand, and Futures Price Volatility, Financial Review 37 (2002), 295-316 (USA). 7.Hedging with Foreign Currency Denominated Stock Index Futures: Theory and Evidence (with S. Low), Journal of Multinational Financial Management 13 (2003), 1-17 (USA) – leading article. 8.Relative Strength Strategies in China’s Stock Market. Pacific-Basin Finance Journal 12 (2004), 159-177 (USA). SSCI 9.Investor Sentiment, Market Timing, and Futures Returns. Applied Financial Economic 13 (2003), 871-879 (UK). 10.Profitability of Return and Volume-based Investment Strategies in China’s Stock Market (with S.T. Chin). Pacific-Basin Finance Journal, 12, 541-564, 2004. SSCI 11.Extreme Volumes and Expected Stock Returns: Evidence from the China’s Stock Market (with N. S. Cheng). Pacific Basin Finance Journal, 12, 577-597, 2004. SSCI 12.Ownership and Operating Performance of Chinese IPOs. Journal of Banking and Finance, 29 (2005), 1857-1885.SSCI 13.Arbitrage Profitability of American Index Futures Options: Evidence from the Nikkei 225 Index Futures Options Market. Quantitative Finance 8 (2008), 313-320. SSCI 14.Information Diffusion and Overreaction: Evidence from Chinese Stock Markets (with Xie Lei), Emerging Markets Finance and Trade, 46 (2010), 83-103.SSCI 15.Understanding SEO Behavior in China (with Bo H.). Journal of Banking and Finance 35 (2011), 1143-1157. SSCI 16.Corporate Governance and Firm Liquidity: Evidence from the Chinese Stock Market(with Tang Ke). Emerging Markets Finance and Trade, 47 (2011), 47-60. SSCI. 17.Are Chinese Warrants Option-type Derivatives? Quantitative Finance (with Tang Ke) , 2013:121-136.SSCI 18.Liquidity Risk and Liquidity Pricing in Japanese Stock Market (with Li B., Sun Qian), European Financial Management, 20(2014):126-151. SSCI