Hong, Harrison. A Model of Returns and Trading in Futures Markets. Journal of Finance, 2000, 55 (2): 959-988.

Duffie, Darrell, Jun Pan, and Kenneth Singleton. Transform Analysis and Asset Pricing for Affine Jump-Diffusions. Econometrica, 2000, 68 (6): 1343-1376.

Zhang, Harold H.. Explaining Bond Returns in Heterogeneous Agents Models: The Importance of Higher Order Moments. Journal of Economic Dynamics & Control, 2000, 24 (10): 1381-1404.

Yaron, Amir, and Harold H. Zhang. Fixed Costs and Asset Market Participation. Revista De Analisis Economico, 2000, 15 (1): 89-109.

Chou, Pin-Huang, Yuan-Lin Hsu. Investment Horizon and the Cross Section of Expected Returns: Evidence from the Tokyo Stock Exchange. Annals of Economics and Finance, 2000, 1 (5): 79-100.

Heston, Steve, and Guofu Zhou. On Rate of Convergence of Discrete-time Contingent Claims. Mathematical Finance, 2000, 10 (1): 53-75.

Jagannathan, Ravi, Ellen R. McGrattan, and Anna Scherbina. The Declining U.S. Equity Premium. Federal Reserve Bank of Minneapolis Quarterly Review, 2000, 24 (4): 3.

Song, Jing-Sheng. A Note on Assemble-to-order Systems with Batch Ordering. Management Science, 2000, 46 (5): 739-743.

Chang, Eric C., Joseph W. Cheng, and Ajay Khorana. An examination of Herd Behavior in Equity Markets: An International Perspective. Journal of Banking & Finance, 2000, 24 (10): 1651-1679.

Chang, Eric C., Ray Y. Chou, and Edward F. Nelling. Market Volatility and the Demand for Hedging in Stock Index Futures. Journal of Futures Markets, 2000, 20 (2): 105-125.