| Issue Date | Title | Author(s) |
| 8-Dec-2005 | The Determinants of Liquidity in the Corporate Bond Markets: An Application of Latent Liquidity | Chacko, George; Mahanti, Sriketan; Mallik, Gaurav; Subrahmanyam, Marti |
| 11-Jun-2004 | Asset Pricing with Liquidity Risk | Acharya, Viral V.; Pedersen, Lasse Heje |
| May-2002 | PRICING EXCHANGE TRADED FUNDS | Engle, Robert; Sarkar, Debojyoti |
| 21-Jan-2003 | Does the Failure of the Expectations Hypothesis Matter for Long-Term Investors? | Sangvinatsos, Antonios; Wachter, Jessica |
| 2002 | Limited Arbitrage and Short Sales Restrictions: Evidence from the Options Markets | Ofek, Eli; Richardson, Matthew; Whitelaw, Robert F. |
| 21-Oct-2003 | Regime Shifts in a Dynamic Term Structure Model of U.S. Treasury Bond Yields | Dai, Qiang; Singleton, Kenneth J.; Yang, Wei |
| Oct-2003 | Comovement | Barberis, Nicholas; Shleifer, Andrei; Wurgler, Jeffrey |
| 10-Dec-2003 | PREDATORY TRADING | Brunnermeier, Markus K.; Pedersen, Lasse Heje |
| 3-Oct-2005 | Intermediation and Value Creation in an Incomplete Market: Implications for Securitization | Gaur, Vishal; Seshadri, Sridhar; Subrahmanyam, Marti G. |
| 29-Jun-2003 | Estimation Error in the Assessment of Financial Risk Exposure | Figlewski, Stephen |
