Narasimhan, Chakravarthi, Chuan He, Eric Anderson, Lyle Brenner, Preyas Desai, Dmitri Kuksov, Paul Messinger, Sridhar Moorthy, Joseph Nunes, Yuval Rottenstreich, Rick Staelin, George Wu, and Z. John Zhang. Incorporating Behavioral Anomalies in Strategic Models. Marketing Letters, 2005, 16 (3): 361-373.

Chen, Hong, and Yat-wah Wan. Capacity Competition of Make-to-Order Firms. Operations Research Letters, 2005 (33): 187-194.

Cheng, Joseph, and Son-Nan Chen . An Alternative Test of The After-tax CAPM. Advances in Financial Planning and Forecasting, 2005.

Bakshi, Gurdip, and Nengjiu Ju. A Refinement to AitSahalia's "Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach". Journal of Business, 2005, 78 (5): 2037-2052.

Liu, Jun, Jun Pan, and Tan Wang. An Equilibrium Model of Rare-Event Premia and Its Implication for Option Smirks. The Review of Financial Studies, 2005, 18 (1): 131-164.

Cao, H. Henry, Tan Wang, and Harold H. Zhang. Model Uncertainty, Limited Market Participation and Asset Prices. The Review of Financial Studies, 2005, 18 (4): 1219-1251.

Hong, Harrison, and Ming Huang. Talking up Liquidity: Insider Trading and Investor Relations. Journal of Financial Intermediation, 2005, 14 (1): 1-31.

Hong, Harrison, Jeffrey D. Kubik, and Jeremy C. Stein. Thy Neighbor's Portfolio: Word-of-Mouth Effects in the Holdings and Trades of Money Managers. Journal of Finance, 2005, 60 (6): 2801-2824.

Liu, Hong, and Jiongmin Yong. Option pricing with an illiquid underlying asset market. Journal of Economic Dynamics & Control, 2005, 29 (12): 2125-2156.

Yao, Rui, and Harold H. Zhang. Optimal Consumption and Portfolio Choices with Risky Housing and Borrowing Constraints. The Review of Economic Studies, 2005, 18 (1): 197-239.