Personal Taxes, Endogenous Default, and Corporate Bond Yield Spreads. - Sheen X. Liu; Howard Qi; Chunchi Wu (Manag. Sci., 2006)

Price Discovery in the U.S. Treasury Market: Automation vs. Intermediation. - Kasing Man; Junbo Wang; Chunchi Wu (Manag. Sci., 2013)

Forecasting Corporate Bond Returns with a Large Set of Predictors: An Iterated Combination Approach. - Hai Lin; Chunchi Wu; Guofu Zhou (Manag. Sci., 2018)

A dynamic Heston local-stochastic volatility model and Legendre transform dual-asymptotic solution for optimal investment strategy problems with CARA utility. - Yong He 006; Peimin Chen; Lin He; Kaili Xiang; Chunchi Wu (J. Comput. Appl. Math., 2023)