1. The risk-return tradeoff in international stock markets: One-step multivariate GARCH-M estimation with many assets， with Geert Dhaene and Piet Sercu
2. News Sentiment and Overnight Return Prediction: Aid or Redundancy? Evidence from a Large Language Model， with Junhui Huang
3. A Model for Intraday and Overnight Returns Across Time Zones and the Spillover Effect, with Nian Yang
