“The Smart Beta Mirage”
Huang, S., Song, Y., and Hong, X., (2024). Journal of Financial and Quantitative Analysis, Vol. 59(6), pp. 2515–2546.

“Discontinued Positive Feedback Trading and the Decline of Return Predictability”
Ben-David, I., Li, J., Rossi, A., and Song, Y., (2024). Journal of Financial and Quantitative Analysis, Vol. 59(7), pp. 3062–3100.

“Index Providers: Whales Behind the Scenes of ETFs”
An, Y., Benetton, M., and Song, Y., (2023). Journal of Financial Economics, Vol. 149(3), pp. 407–433.

“A Frog in Every Pan: Information Discreteness and the Lead–Lag Returns Puzzle”
Lee, C.M.C., Huang, S., Song, Y., and Xiang, H., (2022). Journal of Financial Economics, Vol. 145(2A), pp. 82–102.

“What Do Mutual Fund Investors Really Care About?”
Ben-David, I., Li, J., Rossi, A., and Song, Y., (2022). Review of Financial Studies, Vol. 35(4), pp. 1723–1774.

“Ratings-Driven Demand and Systematic Price Fluctuations”
Ben-David, I., Li, J., Rossi, A., and Song, Y., (2022). Review of Financial Studies, Vol. 35(6), pp. 2790–2838.

“Obfuscation in Mutual Funds”
de Haan, E., Song, Y., Xie, C., and Zhu, C., (2021). Journal of Accounting and Economics, Vol. 72(2–3).

“The Mismatch Between Mutual Fund Scale and Skill”
Song, Y., (2020). Journal of Finance, Vol. 75(5), pp. 2555–2589.

“Funding Value Adjustments”
Andersen, L., Duffie, D., and Song, Y., (2019). Journal of Finance, Vol. 74(1), pp. 145–192.