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Tu, Jun, and Guofu Zhou. Data-generating Process Uncertainty: What Difference Does It Make in Portfolio Decisions?. Journal of Financial Economics, 2004, 72 (2): 385-421.

Hirshleifer, David, Kewei Hou, Siew Hong Teoh, and Yinglei Zhang. Do Investors Overvalue Firms with Bloated Balance Sheets?. Journal of Accounting & Economics, 2004, 38 (1): 297-331.

Yuhang Xing. Default Risk in Equity Returns. Journal of Finance, 2004, 59 (2): 831-868.

Werner Antweiler and Murray Z. Frank. Is all That Talk Just Noise? The Information Content of Internet Stock Message Boards. Journal of Finance, 2004.

Murray Z. Frank and Vidhan K. Goyal . The Effect of Market Conditions on Capital Structure Adjustment,. Finance Research Letters, 2004.

Pong, S. , M. Shackleton, S. Taylor, and Xindong Xu. Forecasting FX Volatility: Inplied Volatilities versus AR(FI)MA Models. Journal of Banking & Finance, 2004, 28 (10): 2541-2563.

Hung, D., M. Shackleton, and Xindong Xu. CAPM, Higher Co-moment and Factor Models of UK Stock Returns. Journal of Business Finance & Accounting, 2004, 31 (1-2): 87-112.

Winton, Andrew. Institutional Liquidity Needs and the Structure of Monitored Finance. The Review of Financial Studies, 2003, 16 (4): 1273-1313.

Liu, Jun, and Jun Pan. Dynamic Derivative Strategies. Journal of Financial Economics, 2003, 69 (3): 401- 430.