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.

Guojun Wu, Zhijie Xiao. An Analysis of Risk Measures. Journal of Risk, 2002, 4 (4): 53-75.

Wu, Guojun, and Zhijie Xiao. A Generalized Partially Linear Model of Asymmetric Volatility. Journal of Empirical Finance, 2002, 9 (3): 287-319.

Hong, Harrison, and Sven Rady. Strategic Trading and Learning about Liquidity. Journal of Financial Markets, 2002, 5 (4): 419-450.

Chen, Joseph, Harrison Hong, and Jeremy C. Stein. Breadth of Ownership and Stock Returns. Journal of Financial Economics, 2002, 66 (2-3): 171-205.

Li, Kai. What explains the growth of global equity markets?: the winner of the second annual Barclays Global Investors Canada Research Award asks why equity markets in some countries grow faster than others. Canadian Investment Review, 2002, 15 (3): 23.