发表论文：

1. “News-Implied Linkages and Local Risk Spillovers in the Equity Market”，with Shaoran Li, and Oliver Linton. Journal of Econometrics,2023.

2. “A Revisit to Sovereign Risk Contagion in Eurozone with Mutual Exciting Regime-Switching Model”，Journal of Economic Dynamics and Control,2023

3. “Dynamic Peer Groups of Arbitrage Characteristics”with Shaoran Li, and Oliver Linton. Journal of Business & Economic Statistics,2023

工作论文：

1. ”Diamond Cuts Diamond: News Co-mention Momentum Spillover Prevails in China”, with Shaoran Li and Hanyu Zheng, R&R at Journal of Banking and Finance

2.“Do Peer Characteristics Explain Returns: An Aggregation Approach”

3.“Augment large covariance matrix estimation with auxiliary network information”, with Oliver Linton, Shaoran Li, Weiguang Liu and Xiang Lu

4.“A Tale of Two News-implied Linkages: Information Structure, Processing Costs and Cross-firm Predictability”, with Shaoran Li and Hanyu Zheng

国家自然科学基金青年项目“A股市场信息与风险的传递：基于文本大数据的“领先-滞后”有向新闻关联网络视角”，2024-2026，主持