| Issue Date | Title | Author(s) |
| 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. |
| 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. |
| 8-Feb-2002 | THE OPERATIONAL HEDGING PROPERTIES OF INTANGIBLE ASSETS: THE CASE OF NON-VOLUNTARY FOREIGN ASSET SELLOFFS | Doukas, John A.; Padmanabhan, Prasad |
| 23-May-2000 | Spiders: Where are the Bugs? | Elton, Edwin J.; Gruber, Martin J.; Comer, George; Li, Kai |
| Nov-2001 | Comovement | Barberis, Nicholas; Shleifer, Andrei; Wurgler, Jeffrey |
| Oct-2001 | Risk Management with Benchmarking | Basak, Suleyman; Shapiro, Alex; Tepla, Lucie |
| 24-Sep-2001 | Modeling Sovereign Yield Spreads: A Case Study of Russian Debt | Duffie, Darrell; Pedersen, Lasse Heje; Singleton, Kenneth J. |
| Sep-2001 | Major League Baseball Player Contracts: An Investigation of the Empirical Properties of Real Options | Clayton, Matthew; Yermack, David |
| 14-Sep-2001 | The Term Structure of Interest-Rate Futures Prices. | Stapleton, Richard C.; Subrahmanyam, Marti G. |
| 4-Sep-2002 | Assessing the Incremental Value of Option Pricing Theory Relative to an ‘Informationally Passive’ Benchmark | Figlewski, Stephen |
