| Issue Date | Title | Author(s) |
| Nov-1999 | Crisis Dynamics of Implied Default Recovery Ratios: Evidence From Russia and Argentina | Merrick, Jr. John J. |
| Mar-2000 | Margin Rules, Informed Trading in Derivatives and Price Dynamics | JOHN, Kose; KOTICHA, Apoorva; NARAYANAN, Ranga; SUBRAHMANYAM, Marti |
| 5-May-1998 | An Arbitrage-free Two-factor Model of the Term Structure of Interest Rates: A Multivariate Binomial Approach | Subrahmanyam, Marti G.; Peterson, Sandra; Stapleton, Richard C. |
| Aug-1996 | A Two Factor No-Arbitrage Model of the Term Structure of Interest Rates | Ho, T.S.; Stapleton, Richard C.; Subrahmanyam, Marti G. |
| Feb-1998 | Who Buys and Who Sells Options: The Role and Pricing of Options in an Economy with Background Risk | Subrahmanyam, Marti G.; Franke, Günter; Stapleton, Richard C. |
| Nov-1997 | Does Equity-Based Compensation Increase Managers' Ownership? | Ofek, Eli; Yermack, David |
| Oct-1997 | Leverage Changes and Product Pricing Incentives -- A Tax Induced Analysis | Ravid, Abraham S. |
| Mar-2000 | Credit Risk and the Pricing of Japanese Yen Interest Rate Swaps | Subrahmanyam, Marti G.; Eom, Young Ho; Uno, Jun |
| Dec-1999 | Wealth Creation and Destruction from Brooke Group's Tobacco Litigation Strategy | Dahiya, Sandeep; Yermack, David |
| 29-Sep-1999 | The Term Structure of Interest-Rate Future Prices | Stapleton, Richard C.; Subrahmanyam, Marti G. |
