Daniel, Kent, and Sheridan Titman. Evidence on the Characteristics of Cross Sectional Variation in Stock Returns. Journal of Finance, 1997, 52 (1): 1-33.

Opler, Tim C., Michael Saron, and Sheridan Titman. Designing Capital Structure to Create Shareholder Value. Journal of Applied Corporate Finance, 1997, 10 (2): 21-32.

Chen, Son-Nan, and Jongcook Byun. On A Firm’s Financing and Investment Decisions Under investment Barriers. Review of Quantitative Finance and Accounting, 1997.

Huang, Jennifer, Jiang Wang. Market Structure, Security Prices and Informational E_x000E_ciency. Macroeconomic Dynamics, 1997, 1 (1): 169-205.

Duffie, Darrell, and Jun Pan. An Overview of Value at Risk. Journal of Derivatives, 1997, 4.

Zhang, Harold H.. Endogenous Borrowing Constraints with Incomplete Markets. Journal of Finance, 1997, 52 (5): 2187-2209.

Zhang, Harold H.. Endogenous Short-Sale Constraint, Stock Prices and Output Cycles. Macroeconomic Dynamics, 1997, 1 (1): 228-254.

Zhou, Guofu, David Beaglehole, and Philip Dybvig. Going to Extremes: Correcting Simulation Bias in Exotic Option Valuation. Financial Analysts Journal, 1997, 53 (1): 62-68.

Lars Peter Hansen,Ravi Jagannathan. Assessing Specification Errors in Stochastic Discount Factor Models. Journal of Finance, 1997, 52 (2): 557-590.

Chang, Eric C., J. Michael Pinegar and Barry Schachter. Interday Variations in Volume, Variance and Participation of Large Speculators. Journal of Banking & Finance, 1997, 21 (6): 797-810.