指导学生发表论文情况(导师不署名)：

4. Rentian Yu (余任天，2024级硕士生), Haotian Xiao, Yukun Zhu, Gongqiu Zhang, Does multi-scale GARCH information enhance volatility prediction?, Finance Research Letters, 2025.

3. Weihua Chen, (陈为华，2020级硕士生), Rogemar Mamon, Heng Xiong, Pingping Zeng，Does uncertainty affect the limits of arbitrage? Evidence from the U.S. stock markets, North American Journal of Economics and Finance, 2024.

2. Weihua Chen, (陈为华，2020级硕士生), Rogemar Mamon, Heng Xiong, Pingping Zeng，How do foreign investors affect China’s stock return volatility？Evidence from the Shanghai-Hong Kong Stock Connect Program，Asia-Pacific Journal of Accounting and Economics，2024.

1. Xinxin Zhang (张欣欣，2020级硕士生), Elie Bouri, Yahua Xu, Gongqiu Zhang , The asymmetric relationship between returns and implied higher moments: Evidence from the crude oil market, Energy Economics，2022.