1994-1995,普林斯顿大学优秀博士生荣誉奖学金,Harold Dodds奖;
2002年第九届全球金融年会最佳论文奖。2003年获得国家杰出青年基金。
1. “The Illusionary Nature of Momentum Profits”
(with Lesmond and Schill)
Journal of Financial Economics, Volume: 71,Issue: 2 ,February, 2004.
2. “Credit Rating and Corporate Defaults”
Journal of Fixed Income, December 2001, pp 30-40.
3. “The Term Structure of Credit Spreads with Jump Risk”
Journal of Banking and Finance, Nov 2001.
4. “Credit Derivatives in Banking: Useful Tools for Managing Risk?” (with Gregory Duffee, University of California at Berkeley)
Journal of Monetary Economics, August 2001.
5. “Pricing an Emerging Industry: Evidence from Internet Subsidiary Carveouts” (With Schill), Leading article, Financial Management, 2001. (This article inspired a large number of researchers to do similar studies.)
6. “An Analysis of Default Correlation and Multiple Defaults”
Review of Financial Studies, May 2001.
7. “Time to Build and Investment”
Review of Economics and Statistics, 82 (2000), 273-282.
8. “A State-Space Model of Short and Long Horizon Stock Returns”
Journal of Financial Research, Winter 2000.
9. “Informational Asymmetry and Market Imperfections: Another Solution to the Equity Premium Puzzle”
Journal of Financial and Quantitative Analysis, 34 (1999), pp 445-464.
10. “Path-Dependent Option Valuation When the Underlying Path Is Discontinuous”
Journal of Financial Engineering, 8 (1999), pp 73-98
11. “Dynamic Portfolio Choice and Asset Pricing with Differential Information”
Journal of Economic Dynamics and Control, 22 (1998),
pp 1027-1051