| Issue Date | Title | Author(s) |
| Sep-2000 | Asset pricing puzzles: Evidence from options markets | Rosenberg, Joshua V. |
| Sep-1999 | Efficient Trading Strategies in the Presence of Market Frictions | Jouini, Elyès; Kallal, Hédi |
| Sep-1999 | Arbitrage and Investment Opportunities | Jouini, Elyès; Napp, Clotilde |
| Nov-1996 | Economic News and the Yield Curve: Evidence from the U.S. Treasury Market | Balduzzi, Pierluigi; Elton, Edwin J.; Green, T. Clifton |
| 1999 | Value Creation and Enhancement: Back to the Future | Damodaran, Aswath |
| May-1999 | Empirical tests of interest rate model pricing kernels | Rosenberg, Joshua V. |
| Nov-1998 | A Direct Approach to Arbitrage-Free Pricing of Credit Derivatives1 | Das, Sanjiv Ranjan; Sundaram, Rangarajan K. |
| 2-Nov-1999 | The Distribution of Exchange Rate Volatility | Andersen, Torben G.; Bollerslev, Tim; Diebold, Francis X.; Labys, Paul |
| Oct-1998 | Price Formation in the OTC Corporate Bond Markets: A Field Study of the Inter-Dealer Market | Saunders, Anthony; Srinivasan, Anand; Walter, Ingo |
| Jun-1997 | Pricing Multivariate Contingent Claims Using Estimated Risk-neutral Density Functions | Rosenberg, Joshua |
