[1] Olivier Ledoit, Michael Wolf, Zhao Zhao.Michael Wolf.Efficient Sorting: A More Powerful Test for Cross-Sectional Anomalies[J:Journal of Financial Econometrics.2019,17(4):2019, 17(4):645-686
[2] .王少平、赵钊,《中国资本市场的泡沫及其护盘干预的反事实仿真》,《中国社会科学》,2019年11月。(权威A,CSSCI)
[3] .Zhao Z., Wen H., and K. Li. Identifying Bubbles and the Contagion Effect between Oil and Stock Price Bubbles: New Evidence from China, Economic Modelling (SSCI, B), 2020, forthcoming.
[4] .Zhang J., Z. Zhao*, and W. Jian. Do Cash Flow Imbalances Facilitate Leverage Adjustments of Chinese Listed Firms? Evidence from a Dynamic Panel Threshold Model. Economic Modelling (SSCI), 2020, 89(7), 201-214.
[5] .Yang Y. and Z. Zhao*. Quantile Nonlinear Unit Root Test with Covariates and an Application to the PPP Hypothesis, Economic Modelling (SSCI, B), 2020, forthcoming.
[6] .Wen H. and Z. Zhao*. How does China’s Industrial Policy Affect Firms’ R&D Investment? Evidence from "Made in China 2025", Applied Economics (SSCI, B), 2020, forthcoming.
[7] .Zhao Z., G. Cui, and S. Wang. A Monte Carlo Comparison of Estimating the Number of Dynamic Factors. Empirical Economics (SSCI), 2017, 53(3):1-25.
[8] .Li Y. and Z. Zhao*. The Dynamic Impact of Intellectual Capital on Firm Value: Evidence from China. Applied Economics Letters (SSCI), 2018, 25(1):1-5.
[9] .Wen H. and Z. Zhao*. Talent Introduction and Housing Price: a Tale of Xi’an. Applied Economics Letters (SSCI), 2019, 26(11): 954-962.
[10] .赵钊,《高维条件协方差矩阵的非线性压缩估计及其在构建最优投资组合中的应用》,《中国管理科学》,2017年8月。(权威B,CSSCI)