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

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.

Li, Kai. Testing Symmetry and Proportionality in PPP: A Panel Data Approach. Journal of Business and Economic Statistics, 1999, 17 (4): 409-418.

Li, Kai. Exchange Rate Target Zone Models: A Bayesian Evaluation. Journal of Applied Econometrics, 1999, 14 (5): 461-490.

Li, Kai. Bayesian Analysis of Duration Models: An Application to Chapter 11 Bankruptcy,. Economics Letters, 1999, 63 (3): 305-312.

Harrison, Paul, and Harold H. Zhang. An Investigation of the Risk and Return Relation at Long Horizons. Review of Economics and Statistics, 1999, 81 (3): 399-408.

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