1. "Explaining momentum and value simultaneously"

2. "Government Spending, Political Cycles and the Cross-Section of Stock Returns"
 (with Frederico Belo and Vito Gala)  Journal of Financial Economics, Vol. 107(2), pp. 305-324, Feb 2013

3. "Investor Attention, Psychological Anchors, and Stock Return Predictability" 
 (with Jianfeng Yu) Journal of Financial Economics , Vol. 104, pp. 401-419, May 2012

4. "Short-run and Long-run Consumption Risks, Dividend Processes and Asset Returns"
(with Harold H. Zhang)  
To be presented at Finance Cavalcade 2014

5. "Asset Prices in Production Economy with Stochastic Volatility"
(Work in progress)