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Wang, Tan. Valuation of New Securities in an Incomplete Market: the Catch 22 of Derivative Pricing. Mathematical Finance, 2001.

Guojun Wu. The Determinants of Asymmetric Volatility. The Review of Financial Studies, 2001, 14 (3): 837-859.

Liang, Bing. Hedge Fund Performance: 1990-1999. Financial Analysts Journal, 2001, 57 (1): 11-18.

Chen, Joseph, Jeremy C. Stein, and Harrison Hong. Forecasting Crashes: Trading Volume, Past Returns and Conditional Skewness Harrison Hong 4 of 6 7/6/11 in Stock Prices. Journal of Financial Economics, 2001, 61 (3): 345-381.

Koop, Gary , and Kai Li. The Valuation of IPO and SEO Firms. Journal of Empirical Finance, 2001, 8 (4): 375-401.

H. Liu, Jiongman Yong. Optimal Investment and Consumption with Fixed and Proportional Transaction Costs. Mathematical Finance, 2001.

Dammon, Robert M., Chester S. Spatt and Harold H. Zhang. Optimal Consumption and Investment with Capital Gains Taxes. The Review of Financial Studies, 2001, 14 (3): 583-616.

Hodrick, Robert J., and Xiaoyan Zhang. Evaluating the Specification Errors of Asset Pricing Models. Journal of Financial Economics, 2001, 62 (2): 327-376.

Wang, Zhenyu. The equity premium and structural breaks - Discussion. Journal of Finance, 2001, 56 (4): 1240-1245.