发表论文：

Does Securities Regulation Matter? Mandatory Disclosure, Stock Excess Volatility and the US Securities Act of 1934,
Albert Bo Zhao, Sheng Li, and Chenggang Xu,
Journal of Law and Economics, 2026

Is Machine Learning a Necessity? A Regression-Based Approach for Stock Return Prediction,
Tingting Cheng, Junyi Zhao ,Albert Bo Zhao, and Shan Jiang,
Journal of Empirical Finance, 2025

Complete Subset Averaging Methods in Corporate Bond Return Prediction,Tingting Cheng , Shan Jiang , Albert Bo Zhao , and Zhimin Jia,
Finance Research Letters, 2023

Stock Return Prediction: Stacking a Variety of Models,
Albert Bo Zhao and Tingting Cheng
Journal of Empirical Finance, 2022

The Impact of COVID-19 Pandemic on the Volatility Connectedness Network of Global Stock Market,
Tingting Cheng , Junli Liu , Wenying Yao , and Albert Bo Zhao,
Pacific-Basin Finance Journal, 2022

工作论文：

Empirical Asset Pricing via Deep Sequential Learning: An Exploration
Albert Bo Zhao, and Peiyi Zhao

Predicting the Predictable: Decomposing and Forecasting Stock Returns in a Data-rich Environment
Tingting Cheng, Xuanbin Yang, and Albert Bo Zhao

Corporate Bond Return Prediction: An Ensemble Learning Approach,
Tingting Cheng, Shan Jiang, Hai Lin, Chunchi Wu, and Albert Bo Zhao

Multi-task Incentives in Bureaucracy: Theory and Evidence from China,
Chenggang Xu, Albert Bo Zhao, and Ziao Zhao

主持天津社科2025年度项目《全面注册制下信息披露质量与溢出效应的图神经网络分析研究》