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Daniel, Kent, and Sheridan Titman. Market Efficiency in an Irrational World . Financial Analysts Journal, 1999, 55 (6): 28-40.

Velu, Raja, and Guofu Zhou. Testing Multi-beta Pricing Models. Journal of Empirical Finance, 1999, 6 (3): 219-241.

Kan, Raymond, and Guofu Zhou. A Critique of the Stochastic Discount Factor Methodology. Journal of Finance, 1999, 54 (4): 1221-1248.

Chang, Chun. Capital Structure as Optimal Contracts. North American Journal of Economics and Finance, 1999, 10 (2): 363-385.

Chen, Son-Nan, and Kisuk Jeon. The Mean-Gini International Asset Pricing Model Under Investment Barriers. Advanced in Investment Analysis and Portfolio Management, 1999.

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Liang, Bing. On the Performance of Hedge Funds. Financial Analysts Journal, 1999, 55 (4): 72-85.

Liang, Bing. Price Pressure: Evidence from the ‘Dartboard’ Column. Journal of Banking & Finance, 1999, 72 (1): 119-134.

Hong, Harrison, and Jeremy C. Stein. A Unified Theory of Underreaction, Momentum Trading and Overreaction in Asset Markets. Journal of Finance, 1999, 54 (6): 2143-2184.