| Issue Date | Title | Author(s) |
| 4-Sep-2002 | Assessing the Incremental Value of Option Pricing Theory Relative to an ‘Informationally Passive’ Benchmark | Figlewski, Stephen |
| 11-Jun-2004 | Asset Pricing with Liquidity Risk | Acharya, Viral V.; Pedersen, Lasse Heje |
| Nov-2004 | Benefits of Broad-Based Option Pay | Inderst, Roman; Müller, Holger M. |
| 9-Jan-2003 | The Cash Flow, Return and Risk Characteristics of Private Equity | Ljungqvist, Alexander; Richardson, Matthew |
| Nov-2001 | Comovement | Barberis, Nicholas; Shleifer, Andrei; Wurgler, Jeffrey |
| Oct-2003 | Comovement | Barberis, Nicholas; Shleifer, Andrei; Wurgler, Jeffrey |
| Jul-2000 | Credit Risk and the Yen Interest Rate Swap Market | Eom, Young Ho; Subrahmanyam, Marti G.; Uno, Jun |
| Nov-2003 | Cyclicality in Catastrophic and Operational Risk Measurements | Allen, Linda |
| Jan-2006 | Demand-Based Option Pricing | Gârleanu, Nicolae; Pedersen, Lasse Heje; Poteshman, Allen M. |
| 8-Dec-2005 | The Determinants of Liquidity in the Corporate Bond Markets: An Application of Latent Liquidity | Chacko, George; Mahanti, Sriketan; Mallik, Gaurav; Subrahmanyam, Marti |
| 6-Apr-2005 | Do Asset Prices Reflect Fundamentals? Freshly Squeezed Evidence from the OJ Market | Boudoukh, Jacob; Richardson, Matthew; Shen, YuQing; Whitelaw, Robert F. |
| 1-Jan-2003 | Does Mutual Fund Performance Vary over the Business Cycle? | Boudry, Walter; Lynch, Anthony W.; Wachter, Jessica |
| 21-Jan-2003 | Does the Failure of the Expectations Hypothesis Matter for Long-Term Investors? | Sangvinatsos, Antonios; Wachter, Jessica |
| Jan-2002 | DYNAMIC CONDITIONAL CORRELATION : A SIMPLE CLASS OF MULTIVARIATE GARCH MODELS | Engle, Robert |
| Mar-1999 | Empirical pricing kernels | Rosenberg, Joshua V.; Engle, Robert F. |
| Sep-2005 | Employee Stock Options (ESOPs) and Restricted Stock: Valuation Effects and Consequences | Damodaran, Aswath |
| 29-Jun-2003 | Estimation Error in the Assessment of Financial Risk Exposure | Figlewski, Stephen |
| Sep-2001 | An Examination of the Static and Dynamic Performance of Interest Rate Option Pricing Models In the Dollar Cap-Floor Markets | Gupta, Anurag; Subrahmanyam, Marti G. |
| Jul-2003 | An Explanation for the Joint Evolution of Firm and Aggregate Volatility | Philippon, Thomas |
| 14-Jun-2004 | Fees on Fees in Funds of Funds | Brown, Stephen J.; Goetzmann, William N.; Liang, Bing |
