Ju, Nengjiu, and Hui Ou-Yang. Capital Structure, Debt Maturity, and Stochastic Interest Rates. Journal of Business, 2006, 79 (5): 2469-2502.

Hou, Kewei, and David Robinson. Industry Concentration and Average Stock Returns. Journal of Finance, 2006, 61 (4): 1927-1956.

Kaniel, Ron, and Hong Liu. So What Orders Do Informed Traders Use?. Journal of Business Research, 2006, 79 (4): 1867-1913.

Chao, Xiuli, and Ayyar Rahman. Analysis and Computational Algorithm for Queues with State-Dependent Vacations I: G/M(n)/1/K. Journal of Systems Science & Complexity, 2006, 19 (2): 191-210.

Piwowar, Michael, and Wei Li. The sensitivity of Effective Spread Estimates to Trade-quote Matching Algorithm. Electronic Markets, 2006, 16 (2): 112-129.

Chao, Xiuli, and Sean X. Zhou. Joint inventory-and-pricing strategy for a stochastic continuous-review system. Iie Transactions, 2006, 38 (5): 401-408.

Chen, Andrew, Sumon Mazumdar, Avinash Verma, and Nengjiu Ju . Correlated Default Risks and Bank Regulations. Journal of Money, Credit and Banking, 2006, 38 (2): 375-398.

Kan, Raymond, and Guofu Zhou. A New Variance Bound On the Stochastic Discount Factor. Journal of Business Research, 2006, 79 (2): 941-961.

Chou, Pin-Huang, Wen-Shen Lia , Guofu Zhou. Portfolio Optimization Under Asset Pricing Anomalies. Japan and the World Economy, 2006, 18 (2): 121-142.

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