| Issue Date | Title | Author(s) |
| 22-May-2002 | From Equity Premium Puzzle to Expectations Puzzle: A General Equilibrium Production Economy with Stochastic Habit Formation | Dai, Qiang |
| 16-Aug-2000 | Ownership Structure, Income Distribution, and Competitive Equilibrium: A Theory of Business Cycles, Human Capital, and Asset Returns | Dai, Qiang |
| Jun-1999 | Liquidity Crises in Emerging Markets: Theory and Policy | Chang, Roberto; Velasco, Andres |
| Mar-1999 | Portfolio Choice and Equity Characteristics: Characterizing the Hedging Demands Induced by Return Predictability | Lynch, Anthony W. |
| Sep-1999 | The Investor Recognition Hypothesis in a Dynamic General Equilibrium: Theory and Evidence | Shapiro, Alexander |
| 29-Oct-2002 | Time Series and Cross-sectional Variations of Expected Returns | Dai, Qiang |
| 3-Nov-2000 | Inflation, Financial Development and Growth | Rousseau, Peter L.; Wachtel, Paul |
| 27-Sep-2000 | Financial Constraints and House Prices—An International Perspective | Almeida, Heitor |
| 1-Dec-2000 | Why Does Capital Structure Choice Vary With Macroeconomic Conditions? | Levy, Amnon |
| 9-Aug-2006 | The Declining Equity Premium: What Role Does Macroeconomic Risk Play? | Lettau, Martin; Ludvigson, Sydney C.; Wachter, Jessica A. |