| Issue Date | Title | Author(s) |
| 29-Jul-2005 | The Rise in Firm-Level Volatility: Causes and Consequences | Comin, Diego; Philippon, Thomas |
| 12-Oct-2003 | A Multiple Indicators Model For Volatility Using Intra-Daily Data | Engle, Robert F.; Gallo, Giampiero M. |
| 2004 | Improved Estimates of Correlation Coefficients And Their Impact on the Optimum Portfolios | Elton, Edwin J.; Gruber, Martin J.; Spitzer, Jonathan |
| Nov-2005 | Performance-Sensitive Debt | Manso, Gustavo; Strulovici, Bruno; Tchistyi, Alexei |
| 6-Apr-2005 | Do Asset Prices Reflect Fundamentals? Freshly Squeezed Evidence from the OJ Market | Boudoukh, Jacob; Richardson, Matthew; Shen, YuQing; Whitelaw, Robert F. |
| 9-Jan-2003 | The Cash Flow, Return and Risk Characteristics of Private Equity | Ljungqvist, Alexander; Richardson, Matthew |
| Jan-2006 | Demand-Based Option Pricing | Gârleanu, Nicolae; Pedersen, Lasse Heje; Poteshman, Allen M. |
| Jul-2005 | The Promise and Peril of Real Options | Damodaran, Aswath |
| 30-Oct-2002 | Pricing Inflation-Indexed Convertible Bonds with Credit Risk | Landskroner, Yoram; Raviv, Alon |
| Nov-2004 | Benefits of Broad-Based Option Pay | Inderst, Roman; Müller, Holger M. |
