一、部分学术论文
1. “Information, Speed vs. Cost Trade-offs, and Order Routing Decisions in U.S. Equity Markets”, with Ryan Garvey, Journal of Empirical Finance 18, 2011, 408-422 (SSCI)
2. “Peer Effects in the Trading Decisions of Individual Investors", with Lilian Ng, Financial Management, Summer, 2010, 807-831 (SSCI)
3. “Speed, Distance and Electronic Trading: New Evidence on Why Location Matters", with Ryan Garvey, Journal of Financial Markets, 13, 2010, 367-396 (SSCI)
4. “Payday Effects: An Examination of Trader Behavior within Evaluation Periods”, with Ryan Garvey, Journal of Behavioral Finance, 11, 2010, 114-128 (SSCI)
5. “Intraday Time and Order Execution Quality Dimensions", with Ryan Garvey, Journal of Financial Markets 12, 2009, 203-228 (SSCI)
6. “The Trading Behavior of Institutions and Individuals in Chinese Equity Markets", with Lilian Ng, Journal of Banking and Finance 31, 2007, 2695-2710 (SSCI)
7. “Do Losses Linger? Evidence from Proprietary Stock Traders", with Ryan Garvey, Anthony Murphy, Journal of Portfolio Management 33, 2007, 75-83 (SSCI)
8. “Revealed Stock Preferences of Individual Investors: Evidence from Chinese Equity Markets", with Lilian Ng, Pacific Basin Finance Journal 14, 2006, 175-192 (SSCI)
二、课题
1. 主持《境外机构投资者持股对东道国证券市场的影响:基于全球证券市场数据的研究》,国家自然科学基金面上项目(编号:71072083)
2. 主持《梅西大学商学院院长特别科研基金》(Massey College of Business Pro-Vice Chancellor Grant for PBRF Performance)
3. 主持《梅西大学MURF研究基金》(Massey University Research Fund)
4. &, ;nbs, p; 主持《梅西大学国际研究合作基金》(Massey University International Research Development Grant)
5. 主持《美国金融管理协会博士研究生旅行资助基金》(FMA Doctoral Seminar sponsored by NASDAQ)
三、学术著作章节:
1. “Professional Trading and Overconfidence”, with Ryan Garvey, Handbook of Trading, McGraw-Hill, 2010
2. “Behavioral Finance”, with Meixia Hu, Frontiers of Western Research in the Humanities and Social Sciences, Volume of Finance, Renmin University Press
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