Li, David X.. On Default Correlation: A Copula Function Approach. Journal of Fixed Income, 2000, 9 (4): 43.

Harrison Hong, Jiang Wang. Trading and Returns Under Periodic Market Closures. Journal of Finance, 2000, 55 (1): 297-354.

Chang, Chun, and Yijiang Wang. Choosing between Up-or-Out and Spot Contracts: Human Capital Investment versus Job-Matching Considerations. Annals of Economics and Finance, 2000, 1 (1): 189-210.

陈松男、郑翔尹. 组合型权证的正确评价及避险方法. 证券市场发展季刊, 2000.

Lo, Andrew W, and Jiang Wang. Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory. The Review of Financial Studies, 2000, 13 (2): 257-300.

Guojun Wu, Geert Bekaert. Asymmetric Volatility and Risk in Equity Markets . The Review of Financial Studies, 2000, 13 (1): 1-42.

Liang, Bing. Hedge Funds: The Living and the Dead. Journal of Financial and Quantitative Analysis, 2000, 5 (3): 309-326.

Liang, Bing. Portfolio Formation, Measurement Errors, and Beta Shifts: A Random Sampling Approach. Journal of Financial Research, 2000, 23 (3): 261-284.

Liang, Bing, Hemang Desai, and Ajai Singh. Do All-stars Shine? An Evaluation of Analysts’ Recommendations. Financial Analysts Journal, 2000, 56 (3): 20 -29.

Hong, Harrison, Terence Lim, and Jeremy C. Stein. Bad News Travels Slowly: Size, Analyst Coverage and the Profitability of Momentum Strategies. Journal of Finance, 2000, 55 (1): 265-295.