"Valuation of Housing Index
Derivatives", 2010, Journal of Futures Markets, Vol. 30, No.7, 660 - 688 with Jason Wei,
University of Toronto.
"Option Market Liquidity:
Commonality and Other Characteristics", 2010, Journal of Financial
Markets, Vol. 13, No.1, 20 - 48 with Jason Wei,
University of Toronto.
"Incentive Stocks and
Options with Trading Restrictions: Not as Restricted as We Thought",
2008, Research in Finance, Vol. 24, 213-248, with Jason Wei, University of Toronto.
"Signaling in the Internet Craze of Initial Public Offerings",
2006, Journal of Corporate Finance, 12, 818-833, with Shouyong Shi, University of Toronto.
"Effects of Return
Predictability on Option Prices with Stochastic Volatility for the Market
Portfolio", 2005, Research in Financial Economics, Vol. 1, No.
1, 104-150.
"An Expanded Study on Stock
Market Temperature Anomaly", 2005, Research in Finance, Vol.
22, 73-112, with Jason Wei, University of Toronto.
"Stock Market Returns: a Note on
Temperature Anomaly", 2005, Journal of Banking and Finance,
Vol. 29, 1559-1573, with Jason Wei, University of Toronto.
"Precipitation
Modeling and Contract Valuation: a Frontier in Weather Derivatives",
September 2004, Journal of Alternative Investment, Vol. 7, Issue 2,
93-99, with Anlong Li and Jason Wei,
University of Toronto.
"Weather Derivatives
Valuation and Market Price of Weather Risk", Nov. 2004, Journal of
Futures Markets, Vol. 24, Issue 11, 1065-1089, with Jason Wei, University of Toronto.
"Systematic Jump Risks in a Small
Open Economy: Simultaneous Equilibrium Valuation of Options on the Market
Portfolio and the Exchange Rate", 2001, Journal of International
Money and Finance, Vol. 20, No. 2, 191-218.
"Risky
Corporate Bond, Credit Spread and Vulnerable Options", 2001, Journal
of Futures Markets, Vol. 21, No. 4, 301-327, with Jason Wei,
University of Toronto.
"Screening,
Bidding and the Loan Market Tightness", 2001, European Finance
Review (currently Review of Finance), Vol. 5, 21-61, with Shouyong Shi, University of Toronto.
"Coordination, Matching and
Wages", 2000, Canadian Journal of Economics, 1009-1033, with Shouyong Shi, University of Toronto.
"Pricing the
Weather", 2003, Exotic Options, the Cutting-edge Collection,
edited by Alexander Liption, Risk Books, with Jason Wei, University of Toronto.
"Watching the Weather Report",
2004, Canadian Investment Review, Vol. 17, No. 2, 27-33, with Anlong Li and Jason Wei,
University of Toronto.
"Uncover
Sector Momentums", 2002, Canadian Investment Review, Vol. 15,
No. 4, 14-22, with Jason Wei, University of Toronto.
"Pricing
Weather Derivatives: an Intuitive and Practical Approach", May 2000, Risk,
67-70, with Jason Wei, University of Toronto.
"Whether to Hedge", August
1999, Risk, 9-12, with Arditti, Cai, McDonald.
"General Equilibrium and Valuation of Options with Stochastic
Volatility", 1996, Proceedings of Administrative Sciences
Association of Canada, 21-30, awarded the Best Paper on Derivative
Securities in the Finance Division at the Association's Conference.