1.Time to build and bond risk premia, with Fuzhe Huang, Kai Li, 2020, Journal of Economic Dynamics & Control, forthcoming, 104024.2.Signed momentum in the Chinese stock market, with Ya Gao, Xiong Xiong, 2020, Pacific-Basin Finance Journal, forthcoming, 101433.3.Reexamining time-varying bond risk premia in the post-financial crisis era, with Han Zhang, Xiaoyun Fan, Wei Zhang, 2019, Journal of Economic Dynamics & Control 109, 103777.4.The five-factor asset pricing model tests for the Chinese stock market, with Wei Zhang, Yongjie Zhang, Han Zhang, 2017, Pacific-Basin Finance Journal 43, 84-106.5.The optimal pricing of a market maker in a heterogeneous agent economy, with Wei Zhang, Shu-Heng Chen, Yongjie Zhang, 2015, Finance Research Letters 14, 178-187.6.张涵，郭彬，李莉，债市信息下的股票收益预测——基于Bootstrap小样本检验分析，2018，系统工程，第36卷第11期，第31-45页。7.张涵，李莉，郭彬，基于宏观信息修正的股票套利定价模型，2020，统计与决策，第17期，第148-151页.工作论文：1.Short-term reversal and realized profit: The role of mental account editing in prospect theory, with Shen Lin, Winner of the 2019 Chinese Finance Annual Meeting Best Thesis Award.The time-varying bond risk premia in China, with Han Zhang, R&R.
