Murray Z. Frank and Vidhan K. Goyal. Testing the Pecking Order Theory of Capital Structure. Journal of Financial Economics, 2003.

Allen, Franklin, Meijun Qian, and Jun Qian. Building China's Financial System in the 21st Century. 哈佛商业评论, 2003, 4 (1): 36-41.

Allen, Franklin, Jun Qian and Meijun Qian. Comparing China's Financial System. 中国金融学, 2003, 1 (1): 1-28.

Pan, Jun. [Iterative and Recursive Estimation in Structural Nonadaptive Models]: Comment. Journal of Business and Economic Statistics, 2003, 21.

Chang, Der-Chen, Eric C. Chang, and Haitao Fan. Mathematical Analysis of Pricing of Lookback Performance Options. Applicable Analysis, 2003, 82 (10): 937-959.

Chang, Eric C,. and Kit Pong Wong. Cross-Hedging with Currency Options and Futures. Journal of Financial and Quantitative Analysis, 2003, 38 (3): 555-574.

Liu, Hong, and Mark Loewenstein. Optimal Portfolio Selection with Transaction Costs and Finite Horizons. The Review of Financial Studies, 2002, 15 (3): 805-835.

Kalay, Avner, Li Wei, and Avi Woh. Continuous Trading or Call Auction: Revealed Preferences of Investors at the TASE. Journal of Finance, 2002, 57 (1): 523-542.

Ju, Nengjiu. Pricing Asian and Basket Options Via Taylor Expansion. Journal of Computational Finance, 2002, 5 (3): 79-103.

Llorente, Guillermo, Roni Michaely, Gideon Saar, and Jiang Wang. Dynamic Volume-Return Relation of Individual Stocks. The Review of Financial Studies, 2002, 15 (4): 1005-1047.