Kaniel, Ron, Shuming Liu, Gideon Saar, and Sheridan Titman. Individual Investor Trading and Return Patterns around Earnings Announcements. Journal of Finance, 2012, 67 (2): 639-680.

He, Zhiguo, and Wei Xiong. Rollover Risk and Credit Risk. The Review of Financial Studies, 2012, 67 (2): 391-430.

Ju, Nengjiu, and Xuhu Wan. Optimal Compensation and Pay-Performance Sensitivity in a Continuous-Time Principal-Agent Model. Management Science, 2012, 58 (3): 641-657.

Ju, Nengjiu, and Jianjun Miao. Ambiguity, Learning, and Asset Returns. Econometrica, 2012, 80 (2): 559-591.

Chang, Jui-Jane, Son-Nan Chen, and Ting-Pin Wu. A Note to Enhance the BPW Model for the Pricing of Basket and Spread Options. Journal of Derivatives, 2012, 19 (3): 77-82.

Hirshleifer, David, Kewei Hou, and Siew Hong Teoh. The Accrual Anomaly: Risk or Mispricing?. Management Science, 2012, 58 (2): 320-335.

Boyle, Phelim, Lorenzo Garlappi, Raman Uppal, and Tan Wang. Keynes Meets Markowitz: The Tradeoff Between Familiarity and Diversification. Management Science, 2012, 58 (2): 460.

Liao, Li, Zhisheng Li, Weiqiang Zhang, and Ning Zhu. Does the location of stock exchange matter? A within-country analysis. Pacific-Basin Finance Journal, 2012, 20: 561-582.

Jiang, Zhan, Kenneth A. Kim, and Carl Hsin-Han Shen. The Effects of R&D Expenditures on Bondholders. Advances in Financial Economics, 2012, 43 (1): 127-148.

Baker, Malcolm, Jeff Wurgler, and Yu Yuan. Global, Local, and Contagious Investor Sentiment. Journal of Financial Economics, 2012, 104 (2): 272-287.