Zhu, Haoxiang. Promarket, January 17, 2018.
Zhu, Haoxiang, and Songzi Du. Journal of Finance Vol. 27, No. 6 (2017): 2589-2628. SSRN Preprint. Appendix.
Yang, Liyan, and Haoxiang Zhu. Journal of Finance Vol. 72, No. 6 (2017): 2759-2772. SSRN Preprint.
Duffie, Darrell, Piotr Dworczak, and Haoxiang Zhu. Journal of Finance Vol. 72, No. 5 (2017): 1983-2044. Appendix. VOX blog.
Du, Songzi, and Haoxiang Zhu. Review of Economic Studies Vol. 84, No. 4 (2017): 1606-1651. Supplemental Materials.
Zhu, Haoxiang, Albert Menkveld, and Bart Zhou Yueshen. Journal of Financial Economics Vol. 124, No. 3 (2017): 503-534.