Chen, Joseph, Harrison Hong, Ming Huang, and Jeffrey D. Kubik. Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization. American Economic Review, 2004, 94 (5): 1276-1302.

Li, Kai. Confidence in the Familiar: An International Perspective. Journal of Financial and Quantitative Analysis, 2004, 39 (1): 47-68.

Giammarino, Ronald, Robert Heinkel, Burton Hollifield, and Kai Li. Corporate Decisions, Information and Prices: Do Managers Move Prices or Do Prices Move Managers?. Statistics in Medicine, 2004, 33 (1): 83-110.

Harold H. Zhang. Comment on Household Portfolio Choices in Taxable and Tax-Deferred Accounts: Another Puzzle?. European Finance Review, 2004, 7 (3): 583-586.

Dammon, Robert M., Chester S. Spatt and Harold H. Zhang. Optimal Asset Location and Allocation with Taxable and Tax-Deferred Investing. Journal of Finance, 2004, 59 (3): 999-1037.

Cai, Fang, and Lu Zheng. Institutional Trading and Stock Returns. Finance Research Letters, 2004, 1 (3): 178-189.

Tu, Jun, and Guofu Zhou. Data-generating Process Uncertainty: What Difference Does It Make in Portfolio Decisions?. Journal of Financial Economics, 2004, 72 (2): 385-421.

Hirshleifer, David, Kewei Hou, Siew Hong Teoh, and Yinglei Zhang. Do Investors Overvalue Firms with Bloated Balance Sheets?. Journal of Accounting & Economics, 2004, 38 (1): 297-331.

Yuhang Xing. Default Risk in Equity Returns. Journal of Finance, 2004, 59 (2): 831-868.

Werner Antweiler and Murray Z. Frank. Is all That Talk Just Noise? The Information Content of Internet Stock Message Boards. Journal of Finance, 2004.