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.

Benveniste, Lawrence, Alexander Ljungqvist, William Wilhelm, and Xiaoyun Yu. Evidence of Information Spillovers in the Production of Investment Banking Services. Journal of Finance, 2003, 58 (2): 577-608.

Kahl, Matthias, Jun Liu, and Francis Longstaff. Paper Millionaires: How Valuable is Stock to a Stockholder Who is Restricted from Selling it?. Journal of Financial Economics, 2003, 67 (3): 385-410.