Guojun Wu, Zhijie Xiao. An Analysis of Risk Measures. Journal of Risk, 2002, 4 (4): 53-75.

Wu, Guojun, and Zhijie Xiao. A Generalized Partially Linear Model of Asymmetric Volatility. Journal of Empirical Finance, 2002, 9 (3): 287-319.

Hong, Harrison, and Sven Rady. Strategic Trading and Learning about Liquidity. Journal of Financial Markets, 2002, 5 (4): 419-450.

Chen, Joseph, Harrison Hong, and Jeremy C. Stein. Breadth of Ownership and Stock Returns. Journal of Financial Economics, 2002, 66 (2-3): 171-205.

Li, Kai. What explains the growth of global equity markets?: the winner of the second annual Barclays Global Investors Canada Research Award asks why equity markets in some countries grow faster than others. Canadian Investment Review, 2002, 15 (3): 23.

Sarkar, Asani, and Kai Li. Should U.S. Investors Hold Foreign Stocks?. Economic Policy Review (federal Reserve Bank of New York), 2002, 8 (3): 1-6.

Liu, Hong, and Jiongmin Yong. Contingent Claims in an Illiquid Market. Mathematical Finance, 2002.

Pan, Jun. The Jump-Risk Premia Implicit in Options: Evidence from an Integrated Time-Series Study. Journal of Financial Economics, 2002, 63.

Sloan, Frank A., Harold H. Zhang, and Jingshu Wang. Upstream Intergenerational Transfers. Southern Economic Journal, 2002, 69 (2): 363-380.

G.Zhou, Campbell Harvey and Bruno Solnik. What Determines Expected International Asset Returns. Annals of Economics and Finance, 2002.