Kalay, Avner, Li Wei, and Avi Woh. Continuous Trading or Call Auction: Revealed Preferences of Investors at the TASE. Journal of Finance, 2002, 57 (1): 523-542.

H. Chen, H. Ye. Existence Condition for the Diffusion Approximations of Multiclass Priority Queueing Networks. Queueing Systems: Theory and Applications, 2002, 38 (4): 435-470.

Chen, Hong, and H. Ye. Piecewise linear Lyapunov Function for the Stability of Multiclass Queueing Networks. Ieee Transactions on Automatic Control, 2002, 47 (4): 564-575.

Shen, Xinyang, Hong Chen, J.G. Dai and W. Dai. The Finite Element Method for Computing the Stationary Distribution of an SRBM in a Hypercube with Applications to Finite Buffer Queueing Networks. Queueing Systems: Theory and Applications, 2002, 42: 33-62.

Ju, Nengjiu. Pricing Asian and Basket Options Via Taylor Expansion. Journal of Computational Finance, 2002, 5 (3): 79-103.

Llorente, Guillermo, Roni Michaely, Gideon Saar, and Jiang Wang. Dynamic Volume-Return Relation of Individual Stocks. The Review of Financial Studies, 2002, 15 (4): 1005-1047.

Guojun Wu, Zhijie Xiao. An Analysis of Risk Measures. Journal of Risk, 2002, 4 (4): 53-75.

Wu, Guojun, and Zhijie Xiao. A Generalized Partially Linear Model of Asymmetric Volatility. Journal of Empirical Finance, 2002, 9 (3): 287-319.

Hong, Harrison, and Sven Rady. Strategic Trading and Learning about Liquidity. Journal of Financial Markets, 2002, 5 (4): 419-450.

Chen, Joseph, Harrison Hong, and Jeremy C. Stein. Breadth of Ownership and Stock Returns. Journal of Financial Economics, 2002, 66 (2-3): 171-205.