Wang, Tan. Equilibrium with New Investment Opportunities. Journal of Economic Dynamics & Control, 2000, 25 (11): 1751-1773.

Dumas, Bernard, Raman Uppal, and Tan Wang. Efficient Intertemporal Allocations with Recursive Utility Dumas. Journal of Economic Theory, 2000, 93 (2): 240-259.

Lo, Andrew W, and Jiang Wang. Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory. The Review of Financial Studies, 2000, 13 (2): 257-300.

Guojun Wu, Geert Bekaert. Asymmetric Volatility and Risk in Equity Markets . The Review of Financial Studies, 2000, 13 (1): 1-42.

Liang, Bing. Hedge Funds: The Living and the Dead. Journal of Financial and Quantitative Analysis, 2000, 5 (3): 309-326.

Liang, Bing. Portfolio Formation, Measurement Errors, and Beta Shifts: A Random Sampling Approach. Journal of Financial Research, 2000, 23 (3): 261-284.

Liang, Bing, Hemang Desai, and Ajai Singh. Do All-stars Shine? An Evaluation of Analysts’ Recommendations. Financial Analysts Journal, 2000, 56 (3): 20 -29.

Hong, Harrison, Terence Lim, and Jeremy C. Stein. Bad News Travels Slowly: Size, Analyst Coverage and the Profitability of Momentum Strategies. Journal of Finance, 2000, 55 (1): 265-295.

Hong, Harrison. A Model of Returns and Trading in Futures Markets. Journal of Finance, 2000, 55 (2): 959-988.

Hong, Harrison, Jeffrey D. Kubik, and Amit Solomon. Security Analysts’ Career Concerns and Herding of Earnings Forecasts. Rand Journal of Economics, 2000, 31 (1): 121-144.