| Issue Date | Title | Author(s) |
| 8-Dec-1999 | The Valuation of American-style Swaptions in a Two-factor Spot-Futures Model1 | Peterson, Sandra; Stapleton, Richard C.; Subrahmanyam, Marti G. |
| Sep-2003 | Portfolio Performance and Agency | Dybvig, Philip H.; Farnsworth, Heber K.; Carpenter, Jennifer N. |
| 2000 | THE PRICE OF OPTIONS ILLIQUIDITY | Brenner, Menachem; Eldor, Rafi; Hauser, Shmuel |
| 1994 | Multivariate Binomial Approximations for Asset Prices with Non-Stationary Variance and Covariance Characteristics | Ho, Teng-Suan; Stapleton, Richard C.; Subrahmanyam, Marti G. |
| Oct-1995 | "Post-Earnings Announcement Drift: Market Inefficiency or Research Design Biases?" | Brown, Stephen J.; Pope, Peter F. |
| 23-Nov-1999 | Enhancing the Liquidity of U.S. Treasury Securities in an Era of Surpluses* | Bennett, Paul; Garbade, Kenneth; Kambhu, John |
| 24-Sep-1999 | EXPLAINING THE RATE SPREAD ON CORPORATE BONDS | Elton, Edwin J.; Gruber, Martin J.; Agrawal, Deepak; Mann, Christopher |
| 25-May-2008 | (Undefined) | - |
| 2007 | Investigating ICAPM with Dynamic Conditional Correlations | Bali, Turan G.; Engle, Robert F. |
| 31-Oct-2006 | Why Has House Price Dispersion Gone Up? | Van Nieuwerburgh, Stijn; Weill, Pierre-Olivier |
