Do Mutual Funds Time the Market? Evidence from Portfolio Holdings, with George Jiang and Tong Yao, Journal of Financial Economics, 2007, Forthcoming.
Intangible Assets, Going-for-broke, and Asset Risk Taking of Property-Liability Insurance Firms, with Bingxuan Lin, Henry Oppenheimer, and Xuanjuan Chen.
Do Mutual Funds Profit from the Accruals Anomalies? with Ashiq Ali, Xuanjuan Chen and Tong Yao, Journal of Accounting Research, 2007, Forthcoming.
Catastrophic Losses and Insurer Profitability: Evidence from 9/11, with Xuanjuan Chen, Helen Doerpinghaus, and Bingxuan Lin, Journal of Risk and Insurance, 2007, Forthcoming.
Prudent Man or Agency Problem? On the Performance of Insurance Mutual Funds, with Xuanjuan Chen and Tong Yao, Journal of Financial Intermediation, 2007, 16, pp. 175-203.
Cash Balance Plan Conversions: Evidence on the Excise Tax and Implicit Contracts, with Greg Niehaus, Journal of Risk and Insurance, 2005, 72(2), pp. 321-352.
Capacity Constraints and IPO Underpricing in the Property and Liability Insurance Industry, with Bing-xuan Lin, Mulong Wang and William Feldhaus, Journal of Insurance Issues, 2004, 27(2), pp. 104-122.
Do Property and Liability Insurance Underwriting Margins Have Unit Roots? with Scott Harrington, Journal of Risk and Insurance, 2003, 70(4), pp. 735-753..
Riding the Post Earnings Announcement Drift: Mutual Fund Trades, Market Frictions, and Market Efficiency, with Ashiq Ali, Xuanjuan Chen and Tong Yao.
Industry Screening: Evidence from Seasoned Equity Offerings, with LeRoy Brooks and Xuanjuan Chen.
Asset Growth and Stock Returns: Evidence from the Pacific-Basin Stock Markets, with Shaw Chen, Tong Yao and Jeffrey Zhang.
Background Risk and Portfolio Risk in Corporate Bond Market: Evidence from the Insurance Industry, with Xuanjuan Chen and Tong Yao.
Cross-sectional Stock Return Predictability in China, with Xuanjuan Chen and Tong Yao.