Ju, Nengjiu, and Rui Zhong. An Approximate Formula for Pricing American Options. Journal of Derivatives, 1999, 7 (2): 31-40.

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.

Zheng, Lu. Is Money Smart? – A Study of Mutual Fund Investors’ Fund Selection Ability. Journal of Finance, 1999, 54 (3): 901-933.

G.Zhou. Security Factors as Linear Combinations of Economic Variables. Journal of Financial Markets, 1999, 2 (4): 403-432.

Jagannathan,Ravi,Shaker Srinivasan. Does Product Market Competion Reduce Agency Costs?. Special Finance Issue of the North American the Journal of Finance, 1999.

Li, David X.. The Valuation of Basket Credit Derivatives. CreditMetrics Monitor, 1999.

Chang, Eric C., Grant R. McQueen, and J. Michael Pinegar. Cross-autocorrelation in Asian Stock Markets. Pacific-Basin Finance Journal, 1999, 7 (5): 471-493.

Chang, Eric C., Joseph W. Cheng, and J. Michael Pinegar. Does futures trading increase stock market volatility? The case of the Nikkei stock index futures markets. Journal of Banking & Finance, 1999, 23 (5): 727-753.