Chakravarty, Sugato, and Kai Li. An Examination of Own Account Trading by Dual Traders in Futures Markets. Journal of Financial Economics, 2003, 69 (2): 375-397.

Hollifield, Burton, Gary Koop, and Kai Li. A Bayesian Analysis of a Variance Decomposition for Stock Returns. Journal of Empirical Finance, 2003, 10 (5): 583-601.

Li, Kai, Asani Sarkar, and Zhenyu Wang. Diversification Benefits of Emerging Markets Subject to Portfolio Constraints. Journal of Empirical Finance, 2003, 10 (1): 57-80.

Li, Kai, Dale J Poirier. The Roles of Birth Inputs and Outputs in Predicting Health, Behavior, and Test Scores in Early Childhood. Statistics in Medicine, 2003, 22 (22): 3489-3514.

Dammon, Robert M., Chester S. Spatt, and Harold H. Zhang. Capital Gains Taxes and Portfolio Rebalancing. Research Dialogue, 2003 (75): 1-14.

Jagannathan,Ravi,Tongshu Ma. Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps. Journal of Finance, 2003, 58 (4): 1651-1683.

Dor, Arik Ben, Iwan Meier, and Ravi Jagannathan. Understanding Mutual Fund and Hedge Fund Styles Using Return Based Style Analysis. Journal of Investment Management, 2003, 1 (1): 97-137.

Green, Edward, Jose A. Lopez, and Zhenyu Wang. Formulating the Imputed Cost of Equity Capital for the Priced Services at Federal Reserve Banks. Swedish Economic Policy Review, 2003, 9 (3): 55-81.

Waggoner, Daniel F., and Tao Zha. A Gibbs Sampler for Structural Vector Autoregressions. Journal of Economic Dynamics & Control, 2003, 28 (2): 349-366.

Shang, Kevin H., and Jing-Sheng Song. Newsvendor Bounds and Heuristic for Optimal Policies in Serial Supply Chains. Management Science, 2003, 49 (5): 618-638.