| Issue Date | Title | Author(s) |
| Nov-2000 | HEDGING VOLATILITY RISK | Brenner, Menachem; Ou, Ernest Y.; Zhang, Jin E. |
| 2004 | Improved Estimates of Correlation Coefficients And Their Impact on the Optimum Portfolios | Elton, Edwin J.; Gruber, Martin J.; Spitzer, Jonathan |
| 16-Nov-2005 | The Information in Long-Maturity Forward Rates: Implications for Exchange Rates and the Forward Premium Anomaly | Boudoukh, Jacob; Richardson, Matthew; Whitelaw, Robert F. |
| 16-Nov-2005 | The Information in Long-Maturity Forward Rates: Implications for Exchange Rates and the Forward Premium Anomaly | Boudoukh, Jacob; Richardson, Matthew; Whitelaw, Robert F. |
| Nov-2004 | Interest Rate Option Markets: The Role of Liquidity in Volatility Smiles | Deuskar, Prachi; GUPTA, ANURAG; SUBRAHMANYAM, MARTI G. |
| 3-Oct-2005 | Intermediation and Value Creation in an Incomplete Market: Implications for Securitization | Gaur, Vishal; Seshadri, Sridhar; Subrahmanyam, Marti G. |
| May-2001 | Large Scale Conditional Covariance Matrix Modeling, Estimation and Testing | Ding, Zhuanxin; Engle, Robert F. |
| 1-Jan-2003 | Lifting the Veil: An Analysis of Pre-Trade Transparency at the NYSE | Boehmer, Ekkehart; Saar, Gideon; Yu, Lei |
| 2002 | Limited Arbitrage and Short Sales Restrictions: Evidence from the Options Markets | Ofek, Eli; Richardson, Matthew; Whitelaw, Robert F. |
| Mar-2003 | The Link between Default and Recovery Rates: Theory, Empirical Evidence and Implications | Altman, Edward I.; Brady, Brooks; Resti, Andrea; Sironi, Andrea |
| 18-Mar-2003 | Liquidity in the Futures Pits: Inferring Market Dynamics from Incomplete Data | Hasbrouck, Joel |
| 1-Jan-2003 | The Long-Run Behavior of Debt and Equity Underwriting Spreads | Kim, Dongcheol; Palia, Darius; Saunders, Anthony |
| Sep-2001 | Major League Baseball Player Contracts: An Investigation of the Empirical Properties of Real Options | Clayton, Matthew; Yermack, David |
| Mar-2000 | Margin Rules, Informed Trading in Derivatives, and Price Dynamics | JOHN, Kose; KOTICHA, Apoorva; NARAYANAN, Ranga; SUBRAHMANYAM, Marti |
| 24-Sep-2001 | Modeling Sovereign Yield Spreads: A Case Study of Russian Debt | Duffie, Darrell; Pedersen, Lasse Heje; Singleton, Kenneth J. |
| 12-Oct-2003 | A Multiple Indicators Model For Volatility Using Intra-Daily Data | Engle, Robert F.; Gallo, Giampiero M. |
| 15-Apr-2002 | On Rescissions in Executive Stock Options | Brenner, Menachem; Sundaram, Rangarajan K; Yermack, David |
| 8-Feb-2002 | THE OPERATIONAL HEDGING PROPERTIES OF INTANGIBLE ASSETS: THE CASE OF NON-VOLUNTARY FOREIGN ASSET SELLOFFS | Doukas, John A.; Padmanabhan, Prasad |
| 21-Nov-2001 | A Parimutuel Market Microstructure for Contingent Claims Trading | Lange, Jeffrey; Economides, Nicholas |
| Nov-2005 | Performance-Sensitive Debt | Manso, Gustavo; Strulovici, Bruno; Tchistyi, Alexei |
