Two Birds, One Stone: Joint Timing of Returns and Capital Gains Taxes. - Yaoting Lei; Ya Li; Jing Xu 019 (Manag. Sci., 2020)

Incomplete Information and the Liquidity Premium Puzzle. - Yingshan Chen; Min Dai; Luis Goncalves-Pinto; Jing Xu 019; Cheng Yan (Manag. Sci., 2021)

Lose oneself in comparison: An investment and consumption game between two agents. - Jing Xu 019 (Oper. Res. Lett., 2021)