| Issue Date | Title | Author(s) |
| 8-Oct-2004 | The Properties of Automatic Gets Modelling | Hendry, David F.; Krolzig, Martin |
| 19-Mar-2004 | A Tale of Two Indices | Carr, Peter; Wu, Liuren |
| 13-May-2004 | Stochastic Skew in Currency Options | Carr, Peter; Wu, Liuren |
| Sep-2004 | Individual Investor Sentiment and Stock Returns | Kaniel, Ron; Saar, Gideon; Titman, Sheridan |
| 25-Jul-2004 | Modelling Round-the-Clock Price Discovery for Cross-Listed Stocks using State Space Methods | Menkveld, Albert J.; Koopman, Siem Jan; Lucas, André |
