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.

G.Zhou, Chiding Kang. On Gigua's Conjecture. Journal of Chengdu College of Geology, 1980.

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.

Saar, Shalom Saul. The Role of Decision-Analysis and Bayesian Approach in Planning and Evaluation Education Programs. Educational Evaluation and Policy Analysis, 1980, 2 (3): 63-72.

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.