| Issue Date | Title | Author(s) |
| Jul-2003 | Political News and Stock Prices: The Case of Saddam Hussein Contracts | Amihud, Yakov; Wohl, Avi |
| 10-Dec-2003 | PREDATORY TRADING | Brunnermeier, Markus K.; Pedersen, Lasse Heje |
| 5-Nov-2001 | Pricing Credit Derivatives with Rating Transitions | Acharya, Viral V.; Das, Sanjiv Ranjan; Sundaram, Rangarajan K. |
| May-2002 | PRICING EXCHANGE TRADED FUNDS | Engle, Robert; Sarkar, Debojyoti |
| 30-Oct-2002 | Pricing Inflation-Indexed Convertible Bonds with Credit Risk | Landskroner, Yoram; Raviv, Alon |
| Jul-2005 | The Promise and Peril of Real Options | Damodaran, Aswath |
| 21-Oct-2003 | Regime Shifts in a Dynamic Term Structure Model of U.S. Treasury Bond Yields | Dai, Qiang; Singleton, Kenneth J.; Yang, Wei |
| 2-Mar-2002 | Regime-Switching and the Estimation of Multifractal Processes | Calvet, Laurent; Fisher, Adlai |
| 29-Jul-2005 | The Rise in Firm-Level Volatility: Causes and Consequences | Comin, Diego; Philippon, Thomas |
| Oct-2001 | Risk Management with Benchmarking | Basak, Suleyman; Shapiro, Alex; Tepla, Lucie |
| 21-Sep-2001 | Risk Management with Derivatives by Dealers and Market Quality in Government Bond Markets | Naik, Narayan Y.; Yadav, Pradeep K. |
| Mar-2003 | A Simulation-Based Pricing Method for Convertible Bonds | Kind, Axel; Wilde, Christian |
| 13-May-2003 | Specification Analysis of Option Pricing Models Based on Time-Changed Levy Processes | Huang, Jing-zhi; Wu, Liuren |
| 23-May-2000 | Spiders: Where are the Bugs? | Elton, Edwin J.; Gruber, Martin J.; Comer, George; Li, Kai |
| 18-Jul-2002 | Term Structure Dynamics in Theory and Reality | Dai, Qiang; Singleton, Kenneth |
| 14-Sep-2001 | The Term Structure of Interest-Rate Futures Prices. | Stapleton, Richard C.; Subrahmanyam, Marti G. |
| 9-Nov-2001 | Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH | Engle, Robert F.; Sheppard, Kevin |
| Oct-2005 | The Underlying Dynamics of Credit Correlations | Berd, Arthur; Engle, Robert; Voronov, Artem |
| 3-Oct-2001 | The Valuation of Caps, Floors and Swaptions in a Multi-Factor Spot-Rate Model | Peterson, Sandra; Stapleton, Richard C.; Subrahmanyam, Marti G. |
| 29-Jan-2001 | WHAT GOOD IS A VOLATILITY MODEL? | Engle, Robert F.; Patton, Andrew J. |
