Chen, Son-Nan, and Arthur J. Keown. Risk Decomposition and Portfolio Diversification When Beta is Nonstationary: A Note. Journal of Finance, 1981, 36 (4): 941-947.

Chen, Son-Nan. Residual Variance heteroskedasticity, Portfolio Diversification, and Trading Rules. Quarterly Review of Economics and Business, 1981.

Chen, Son-Nan. Time Aggregation, Autocorrelation and Systematic Risk Estimates–Additive vs. Multiplicative Assumptions. Journal of Financial and Quantitative Analysis, 1980, 15 (1): 151-174.

Lee, Cheng- Few, and Son-Nan Chen . A Random Coefficient Model for Reexamining Risk Decomposition Method and Risk-Return Relationship Test. Quarterly Review of Economics and Business, 1980, 20 (4).

Chen, Son-Nan, and John D. Martin. Beta Nonstationarity and Pure Extra-Market Covariance Effects on Portfolio Risk. Journal of Financial Research, 1980, 3 (3): 269-282.

Bates, Timothy, and William D. Bradford. An Analysis of the Portfolio Behavior of Black‐Owned Commercial Banks. Journal of Finance, 1980, 35 (3): 753-768.

Chen, Son-Nan. Re-Examining the Market Model Given Evidence of Heteroskedasticity. Journal of Financial Research, 1979, 2 (2): 111-118.

Bradford, William D.. Minority Savings and Loan Associations: Hypotheses and Tests. Journal of Financial and Quantitative Analysis, 1978, 13 (3): 533-547.

Bradford, William D., Alfred E. Osborne, Jr., and Lewis Spellman. The Efficiency and Profitability of Minority Controlled Savings and Loan Associations. Journal of Money, Credit and Banking, 1978, 10 (1): 65-74.

Bradford, William D.. The Performance of Merging Savings and Loan Associations. Journal of Business Research, 1978, 51 (1): 115-125.