| Issue Date | Title | Author(s) |
| Jan-2002 | DYNAMIC CONDITIONAL CORRELATION - A SIMPLE CLASS OF MULTIVARIATE GARCH MODELS | Engle, Robert |
| Sep-2002 | CORPORATE DISTRESS PREDICTION MODELS IN A TURBULENT ECONOMIC AND BASEL II ENVIRONMENT | Altman, Edward I. |
| 27-Dec-2004 | Is Cash Negative Debt?A Hedging Perspective on Corporate Financial Policies | Acharya, Viral V.; Almeida, Heitor; Campello, Murillo |
| 30-Dec-2004 | Large Investors, Price Manipulation, and Limits to Arbitrage: An Anatomy of Market Corners | Allen, Franklin; Litov, Lubomir; Mei, JianPing |
| Feb-2003 | Issues in the Credit Risk Modeling of Retail Markets | Allen, Linda; DeLong, Gayle; Saunders, Anthony |
| 2-Nov-2001 | Do firms borrow at the lowest-cost maturity? The long-term share in debt issues and predictable variation in bond returns | Baker, Malcolm; Greenwood, Robin; Wurgler, Jeffrey |
| Mar-2003 | The Link between Default and Recovery Rates: Theory, Empirical Evidence and Implications | Altman, Edward I.; Brady, Brooks; Resti, Andrea; Sironi, Andrea |
| 18-Sep-2001 | Hot Markets, Investor Sentiment, and IPO Pricing | Ljungqvist, Alexander P.; Nanda, Vikram; Singh, Rajdeep |
| Oct-2001 | GARCH 101: An Introduction to the Use of ARCH/GARCH models in Applied Econometrics | Engle, Robert |
| Nov-2005 | The Drivers and Pricing of Liquidity in Interest Rate Option Markets | DEUSKAR, PRACHI; GUPTA, ANURAG; SUBRAHMANYAM, MARTI G. |
