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.

Lamoureux, Christopher G., Guofu Zhou. Temporary Components of Stock Returns: What Do the Data Tell Us. The Review of Financial Studies, 1996, 9 (4): 1033-1059.

Wang, Jiang. A Model of Trading Volume with Tax-Induced Heterogeneous Valuation and Transaction Costs. Journal of Financial Intermediation, 1996, 5 (4): 340-371.

Connors, D.P., and D.D. Yao. Methods for job configuration in semiconductor manufacturing. Ieee Transactions on Semiconductor Manufacturing, 1996, 9 (3): 401-411.

Geweke, John, and Guofu Zhou. Measuring the Pricing Error of the Arbitrage Pricing Theory,. The Review of Financial Studies, 1996, 9 (2): 557-587.

Byun, Jongcook, and Son-Nan Chen. International Real interest Rate Parity with Error Correction Models. Global Finance Journal, 1996.

Wang, Jiang. The Term Structure of Interest Rates In A Pure Exchange Economy With Heterogeneous Investors. Journal of Financial Economics, 1996, 41 (1): 75-110.