Hou, Kewei, and David Robinson. Industry Concentration and Average Stock Returns. Journal of Finance, 2006, 61 (4): 1927-1956.
Kaniel, Ron, and Hong Liu. So What Orders Do Informed Traders Use?. Journal of Business Research, 2006, 79 (4): 1867-1913.
Piwowar, Michael, and Wei Li. The sensitivity of Effective Spread Estimates to Trade-quote Matching Algorithm. Electronic Markets, 2006, 16 (2): 112-129.
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.
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.
陈松男,林淳瑜. 荷兰银行美元利率交换评价及分析. 证券柜台月刊, 2006.