1. "Carry Trade Strategies Based on Option-Implied Information: Evidence from a Cross-Section of Funding Currencies," Journal of International Money and Finance 78, 1-20, 2017.
2. "Synthetic Options and Implied Volatility for the Corporate Bond Market," Journal of Financial and Quantitative Analysis 58, 1295-1325, 2023. (with Hitesh Doshi and Sang Byung Seo)
5. "Volatility Feedback and Dealership Position: Evidence from the CDS Index, Corporate Bonds, and Government Bonds," Finance Research Letters 69, 106176, 2024.
6. “Beyond the Hype: Unauthorized Immigrants and the Myth of Rising House Price,” Finance Research Letters 75, 106885, 2025. (with Xinhui Huang and Wei Li)
Media coverage: "Vance Blames Immigrants, Biden in Response to Affordability Questions," by Truthout, November 2025.
7. "Does Country-Level Climate Change Performance Matter to Corporate Innovations?" International Journal of Managerial Finance 22, 433-471, 2026. (with Nana Twum Owusu-Peprah)
8. "Global Supply Chain Pressure and Stock Price Crash Risk: Evidence from China," Applied Economics 58, 5240-5258, 2026. (with Xinhui Huang and Wei Li)
9. "Fundamentals or Speculation? Evidence from Residential and Office Markets in Hong Kong and Singapore," Applied Economics 58, 5660-5676, 2026.
10. "To Wait or to Wed? The Effect of Gold Price Fluctuations on Decisions on the Timing of Marriage," Applied Economics Letters, Forthcoming. (with Xinhui Huang and Wei Li)
11. "From Uncertainty to Innovation: How Energy Uncertainty Fuels R&D Activities?" Applied Economics, Forthcoming. (with Xinhui Huang and Lukai Yang)
The list of my working papers and my CV are available upon request.