| Issue Date | Title | Author(s) |
| 17-Dec-1997 | Understanding Fee Structures in the Asset Management Business | Lynch, Anthony W.; Musto, David K. |
| Feb-2003 | Defaults and Returns on High Yield Bonds: The Year 2002 in Review and the Market Outlook | Altman, Edward I.; Bana, Gaurav |
| Mar-2003 | Explaining Credit Spread Changes: Some New Evidence from Option-Adjusted Spreads of Bond Indices | Huang, Jing-zhi; Kong, Weipeng |
| 30-May-2008 | Modeling Liquidity Risk With Implications for Traditional Market Risk Measurement and Management | Bangia, Anil; Diebold, Francis X.; Schuermann, Til; Stroughair, John D. |
| 26-Sep-1999 | (Understanding, Optimizing, Using and Forecasting) Realized Volatility and Correlation | Andersen, Torben G.; Bollerslev, Tim; Diebold, Francis X.; Labys, Paul |
| 14-Sep-1999 | On the Formation and Structure of International Exchanges | Clayton, Matthew J.; Jorgensen, Bjorn N.; Kavajecz, Kenneth A. |
| Oct-1999 | Price Impact Asymmetry of Block Trades: An Institutional Trading Explanation | Saar, Gideon |
| 6-Nov-1996 | The Valuation of American-Style Options on Bonds | Ho, T.S.; Stapleton, Richard C.; Subrahmanyam, Marti G. |
| 19-Oct-1997 | Toehold Strategies and Rival Bidders | Ravid, Abraham S.; Spiegel, Matthew |
| 18-Nov-1996 | "Price Barriers" and the Dynamics of Asset Prices in Equilibrium | Balduzzi, Pierluigi; Foresi, Silverio; Hait, David J. |
