已发表论文：

1. The time-varying bond risk premia in China, with Han Zhang, Lanbiao Liu, Journal of Empirical Finance, 2022, 65: 51-76.

2. Signed momentum in the Chinese stock market, with Ya Gao, Xiong Xiong, Pacific-Basin Finance Journal, 2021, 68: 101433.

3. Time to build and bond risk premia, with Fuzhe Huang, Kai Li, Journal of Economic Dynamics & Control, 2020, 121: 104024.

4. Reexamining time-varying bond risk premia in the post-financial crisis era, with Han Zhang, Xiaoyun Fan, Wei Zhang, Journal of Economic Dynamics & Control 2019, 109: 103777.

5. The five-factor asset pricing model tests for the Chinese stock market, with Wei Zhang, Yongjie Zhang, Han Zhang, Pacific-Basin Finance Journal, 2017, 43: 84-106.

6. The optimal pricing of a market maker in a heterogeneous agent economy, with Wei Zhang, Shu-Heng Chen, Yongjie Zhang, Finance Research Letters, 2015, 14: 178-187.

7. 张涵，李莉，郭彬，基于宏观信息修正的股票套利定价模型，统计与决策，2020, 第17期，第148-151页.

8. 张涵，郭彬，李莉，债市信息下的股票收益预测——基于Bootstrap小样本检验分析，系统工程，2018，第36卷第11期，第31-45页。

工作论文：

1. Short-term reversal and realized profit: The role of mental account editing in prospect theory, with Shen Lin, Winner of the 2019Chinese Finance Annual Meeting Best Thesis Award.

1. 国家自然科学基金，青年基金，72101125，2022-2024，主持。

2. 教育部人文社科基金，青年项目，21YJC790039，2022-2024，主持。

2019年第十六届中国金融年会最佳论文奖。