Garvey, Ryan, Anthony Murphy, and Fei Wu. Do Losses Linger? Evidence from Proprietary Stock Traders. The Journal of Portfolio Management, 2007, 33 (4): 75.
Chang, Eric. C., Joseph W. Cheng, and Yinghui Yu. Short-Sales Constraints and Price Discovery: Evidence from the Hong Kong Market. Journal of Finance, 2007, 62 (5): 2097-2121.
Lo, Andrew W., and Jiang Wang. Trading Volume: Implications of an Intertemporal Capital Asset Pricing Model. Journal of Finance, 2006, 61 (6): 2805-2840.
Ju, Nengjiu, and Rui Zhong. Fourier Transformation and the Pricing of Average-Rate Derivatives. Review of Derivatives Research, 2006, 9 (3): 187-212.
Bakshi, Gurdip, Hui Ou-Yang, and Nengjiu Ju. Estimation of Continuous-Time Models with an Application to Equity Volatility Dynamics. Journal of Financial Economics, 2006, 82 (1): 227-249.
Liu, Jun, Francis A. Longstaff, and Ravit E. Mandell. The Market Price of Risk in Interest Rate Swaps: The Roles of Default and Liquidity Risks. Journal of Business, 2006, 79 (5): 2337-2359.
Ju, Nengjiu, and Hui Ou-Yang. Capital Structure, Debt Maturity, and Stochastic Interest Rates. Journal of Business, 2006, 79 (5): 2469-2502.
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.
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