Investor Opinion Formation and the Distribution of Stock Returns (2025), joint with Maria Osipenko, accepted in the Journal of Behavioral Finance
Asymptotics for Expectile Estimators of Stationary Processes (2025), joint with Wang Yifu, Wentao Hu and Wei-Biao Wu Under Revision in the MS
A Network View on Portfolio Risk (2025), joint with Wolfgang Karl Härdle, Zijin Wang and Wei-Biao Wu Under Revision in the JBES
Cross-exchange Crypto Risk: A High-frequency Dynamic Network Perspective (2024), joint with Wanbo Lu, Yifu Wang, Min-Bin Lin and Wolfgang Karl Härdle, International Review of Financial Analysis 94: 103246
Peer effects and Club Selections of a Unique Online Fishing Game (2022), joint with Francis de Véricourt, Weining Wang and Ya Qian
Financial Risk Meter based on Expectiles (2022), joint with Meng-Jou Lu, Yingxing Li and Wolfgang Karl Härdle, Journal of Multivariate Analysis 189: 1-16
Financial Risk Meter for Cryptocurrencies and Tail-Risk Network Based Portfolio Construction (2022), joint with Michael Althof and Wolfgang Karl Härdle, The Singapore Economic Review 2022: 1-27
An Innovative Sentiment Analysis to Measure Herd Behavior (2020), joint with Desheng Wu, IEEE Transactions on Systems, Man, and Cybernetics: Systems 50(10): 3841-3851
Forecasting Stock Market Movement Direction using Sentiment Analysis and Support Vector Machine (2019), joint with Desheng Wu and Tianxiang Liu, IEEE Systems Journal 13(1): 760-770
Forecasting SSE Composite Index Using Media News (2017), joint with Desheng Wu, Proceedings of 2017 Service System Engineering Conference & 2017 IEEE Symposium on Analytics and Risk (ISBN 978-1-926642-17-8)
Personalized Financial News Recommendation Algorithm Based on Ontology (2015), joint with Lingling Zhang, Limeng Cui, Bo Deng and Yong Shi, Procedia Computer Science 55, 843-851
Understanding Blockchain Technology (2024), joint with Min-Bin Lin and Daniel Traian Pele