| Issue Date | Title | Author(s) |
| 1-Jan-2003 | The Long-Run Behavior of Debt and Equity Underwriting Spreads | Kim, Dongcheol; Palia, Darius; Saunders, Anthony |
| Mar-2003 | A Simulation-Based Pricing Method for Convertible Bonds | Kind, Axel; Wilde, Christian |
| 13-May-2003 | Specification Analysis of Option Pricing Models Based on Time-Changed Levy Processes | Huang, Jing-zhi; Wu, Liuren |
| 1-Jan-2003 | Does Mutual Fund Performance Vary over the Business Cycle? | Boudry, Walter; Lynch, Anthony W.; Wachter, Jessica |
| 1-Jan-2003 | Lifting the Veil: An Analysis of Pre-Trade Transparency at the NYSE | Boehmer, Ekkehart; Saar, Gideon; Yu, Lei |
| Mar-2003 | The Link between Default and Recovery Rates: Theory, Empirical Evidence and Implications | Altman, Edward I.; Brady, Brooks; Resti, Andrea; Sironi, Andrea |
| 18-Mar-2003 | Liquidity in the Futures Pits: Inferring Market Dynamics from Incomplete Data | Hasbrouck, Joel |
| Nov-2003 | Cyclicality in Catastrophic and Operational Risk Measurements | Allen, Linda |
| Jul-2003 | Political News and Stock Prices: The Case of Saddam Hussein Contracts | Amihud, Yakov; Wohl, Avi |
| Jul-2003 | An Explanation for the Joint Evolution of Firm and Aggregate Volatility | Philippon, Thomas |
