资产定价，证券组合，金融计量

1. Balanced Predictive Regressions (第一作者, with Y. Tu, Y. Yi) Journal of Empirical Finance (SSCI).  (forthcoming)
2. Estimating the rank of a beta matrix: a GMM approach  (第一作者, with Q. Wang)  Accounting and Finance (SSCI).(forthcoming)
3. Weighing asset pricing factors: a least squares model averaging approach (通讯作者, with T. Xie) Quantitative Finance (SSCI). (forthcoming)
4. Short-term exchange rate predictability  (第一作者, with X. Zhang)  Finance Research Letters (SSCI), 2019, 28:148-152.
5. Consumption,  aggregate wealth and expected stock returns: a fractional cointegration approach (第一作者, with T. Xie) Quantitative Finance (SSCI), 2018, 18:1-12.
6. Uninsured Expense Shocks and Equity Premia ( 通讯作者, with Q. Wang and Y. Zou ) Economic Modelling (SSCI) 2016.
7. Durable Consumption and Asset Returns: Cointegration Analysis (通讯作者, with G. Chen and Z. Hong) Economic Modelling (SSCI) 2016.
8. A Semiparametric Conditional Capital Asset Pricing Model (通讯作者, with Z. Cai and B. Yang) Journal of Banking and Finance  (SSCI) 2015.
9. The Spirit of Capitalism and the Equity Premium (第一作者, with Q. Wang, Y. Zou, and Z. Huang) Annals of Economics and Finance (SSCI) 2015.
10. A new test on the conditional capital asset pricing model (通讯作者，with Z. Cai and X. Li) Appl. Math. J. ChineseUniv. (SCI) 2015.
11. Pricing Kernel Estimation: A Local Estimating Equation Approach (with Z. Cai and L. Sun) Econometric Theory (SSCI)  2015.
12. Human Capital, Durable Goods and Asset Returns (通讯作者and第一作者, with Y. Yuan and Y. Zhang) Journal of Banking and Finance (SSCI) 2014.
13. Why the Housing Sector Leads the Whole Economy: the Importance of Collateral Constraints and News Shocks (第一作者, with Y. Yuan) Journal of Real Estate Finance and Economics (SSCI) 2014.
14. Specification Tests of Habit Formation (通讯作者，with P. Liu) AppliedEconomics Letters (SSCI) 2013.
15. Improvement in Small-Sample Properties of GMM-Based Wald Tests (通讯作者, with Q. Chen) Computational Statistics (SSCI&SCI) 2013.
16. House Price Bubbles in China (第一作者, with C. Xiong and Y. Yuan) China Economic Review (SSCI) 2012.
17. Nonparametric Estimation and Testing of Stochastic Discount Factor (通讯作者, with Y. Fang and Y. Yuan) Finance Research Letters (SSCI) 2011.
18. Exploring the relationship between vehicle safety and fuel efficiency in automotive design with C. Chen Transportation Research Part D (SSCI) 2010.
19. Improvement in Finite Sample Properties of the Hansen-Jagannathan Distance Test (第一作者, with K. Shimotsu ) Journal of Empirical Finance (SSCI) 2009.
20. Predictive methods for using capacity data to estimate market shares and the extent of risk pooling by airline alliance partners under parallel codesharing (with C. Chen) Transportation Journal  (SSCI) 2008.

2018-2021 国家自然科学基金面上项目 47万，在研
2014-2016 国家自然科学基金青年项目 19万，已结题
2014-2016 中央高校基础科研费 20万，已结题
2011-2014 福建省自然科学基金面上项目 3万，已结题
参与国家自然科学基金重点项目1项，面上项目1项，青年项目1项