| Issue Date | Title | Author(s) |
| 1-Nov-2005 | RECONCILING THE RETURN PREDICTABILITY EVIDENCE IN-SAMPLE FORECASTS, OUT-OF-SAMPLE FORECASTS, AND PARAMETER INSTABILITY | Lettau, Martin; Nieuwerburgh, Stijn Van |
| 7-Oct-2005 | PARTICIPANT REACTION AND THE PERFORMANCE OF FUNDS OFFERED BY 401(K) PLANS | Elton, Edwin J.; Gruber, Martin J.; Blake, Christopher R. |
| 16-Nov-2005 | THE INFORMATION IN LONG-MATURITY FORWARD RATES: IMPLICATIONS FOR EXCHANGE RATES AND THE FORWARD PREMIUM ANOMALY | Boudoukh, Jacob; Richardson, Matthew; Whitelaw, Robert F. |
| Aug-2005 | MARKET LIQUIDITY AND FUNDING LIQUIDITY | Brunnermeier, Markus K.; Pedersen, Lasse Heje |
| 19-Sep-2005 | INFORMATION ACQUISITION AND PORTFOLIO UNDER-DIVERSIFICATION | Nieuwerburgh, Stijn Van; Veldkamp, Laura |
| 16-Feb-2005 | CAN MUTUAL FUND MANAGERS PICK STOCKS? EVIDENCE FROM THEIR TRADES PRIOR TO EARNINGS ANNOUNCEMENTS | Baker, Malcolm; Litov, Lubomir; Wachter, Jessica A.; Wurgler, Jeffrey |
| 5-May-2005 | FINANCIAL MARKETS AND THE MACRO ECONOMY | Brenner, Menachem; Pasquariello, Paolo; Subrahmanyam, Marti |
| 26-Jul-2005 | INFORMATION IMMOBILITY AND THE HOME BIAS PUZZLE | Nieuwerburgh, Stijn Van; Veldkamp, Laura |
| 14-Nov-2005 | THE MYTH OF LONG-HORIZON PREDICTABILITY | Boudoukh, Jacob; Richardson, Matthew; Whitelaw, Robert F. |
| 20-Sep-2005 | INSIDE INFORMATION AND THE OWN COMPANY STOCK PUZZLE | Nieuwerburgh, Stijn Van |
