| Issue Date | Title | Author(s) |
| 24-Sep-2001 | Valuation in Dynamic Bargaining Markets | Duffie, Darrell; Garleanu, Nicolae; Pedersen, Lasse Heje |
| 9-Nov-2001 | Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH | Engle, Robert F.; Sheppard, Kevin |
| 9-Oct-2001 | When Does the Market Matter? Stock Prices and the Investment of Equity-Dependent Firms | Baker, Malcolm; Stein, Jeremy C.; Wurgler, Jeffrey |
| 12-Nov-2004 | Hypothesis Testing in Predictive Regressions | Amihud, Yakov; Hurvich, Cli®ord M.; Wang, Yi |
| May-2001 | Large Scale Conditional Covariance Matrix Modeling, Estimation and Testing | Ding, Ding; Engle, Robert F. |
| 4-Oct-2002 | Central Bank Intervention and the Intraday Process of Price Formation in the Currency Markets | Pasquariello, Paolo |
| 9-Oct-2002 | Informative Trading or Just Noise? An Analysis of Currency Returns, Market Analysis of Currency Returns, Market Proximity of Central Bank Interventions | Pasquariello, Paolo |
| 13-Dec-2005 | Reconciling the Return Predictability Evidence In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter Instability | Lettau, Martin; Nieuwerburgh, Stijn Van |
| Mar-2004 | Portfolio Concentration and Investment Performance | Brands, Simone; Brown, Stephen J.; Gallagher, David R. |
| Oct-2002 | The benefit and cost of winner-picking: Redistribution vs. Incentives | Gautier, Axel; Heider, Florian |
