Piwowar, Michael, and Wei Li. The sensitivity of Effective Spread Estimates to Trade-quote Matching Algorithm. Electronic Markets, 2006, 16 (2): 112-129.

Chao, Xiuli, and Sean X. Zhou. Joint inventory-and-pricing strategy for a stochastic continuous-review system. Iie Transactions, 2006, 38 (5): 401-408.

Chen, Andrew, Sumon Mazumdar, Avinash Verma, and Nengjiu Ju . Correlated Default Risks and Bank Regulations. Journal of Money, Credit and Banking, 2006, 38 (2): 375-398.

Kan, Raymond, and Guofu Zhou. A New Variance Bound On the Stochastic Discount Factor. Journal of Business Research, 2006, 79 (2): 941-961.

Chou, Pin-Huang, Wen-Shen Lia , Guofu Zhou. Portfolio Optimization Under Asset Pricing Anomalies. Japan and the World Economy, 2006, 18 (2): 121-142.

Chao, Xiuli, and Ayyar Rahman. Analysis and Computational Algorithm for Queues with State-Dependent Vacations I: G/M(n)/1/K. Journal of Systems Science & Complexity, 2006, 19 (1): 36-53.

Liang, Pierre Jinghong, and Xiao-Jun Zhang. Accounting Treatment of Inherent versus Incentive Uncertainties and the Capital Structure of the Firm. Journal of Accounting Research, 2006, 44 (1): 145-176.

Yao, David D, Shuzhong Zhang, and Xunyu Zhou. Tracking a Financial Benchmark Using a Few Assets. Operations Research, 2006, 54 (2): 232-246.

Bennett, Paul and Li Wei. Market structure, fragmentation, and market quality. Journal of Financial Markets, 2006, 9 (1): 49-78.

Kogan, Leonid, Stephen A. Ross, Jiang Wang, and Mark M. Westerfield. The Price Impact and Survival of Irrational Traders. Journal of Finance, 2006, 61 (1): 195-229.