Kaniel, Ron, Shuming Liu, Gideon Saar, and Sheridan Titman. Individual Investor Trading and Return Patterns around Earnings Announcements. Journal of Finance, 2012, 67 (2): 639-680.

Jiang, Wei, Kai Li, and Wei Wang,. Hedge Funds and Chapter 11. Journal of Finance, 2012, 67 (2): 513-560.

Ju, Nengjiu, and Xuhu Wan. Optimal Compensation and Pay-Performance Sensitivity in a Continuous-Time Principal-Agent Model. Management Science, 2012, 58 (3): 641-657.

Chang, Jui-Jane, Son-Nan Chen, and Ting-Pin Wu. A Note to Enhance the BPW Model for the Pricing of Basket and Spread Options. Journal of Derivatives, 2012, 19 (3): 77-82.

Ju, Nengjiu, and Jianjun Miao. Ambiguity, Learning, and Asset Returns. Econometrica, 2012, 80 (2): 559-591.

Hirshleifer, David, Kewei Hou, and Siew Hong Teoh. The Accrual Anomaly: Risk or Mispricing?. Management Science, 2012, 58 (2): 320-335.

Boyle, Phelim, Lorenzo Garlappi, Raman Uppal, and Tan Wang. Keynes Meets Markowitz: The Tradeoff Between Familiarity and Diversification. Management Science, 2012, 58 (2): 460.

Chang, Eric C., Joseph W. Cheng, J. Michael Pinegar and Yinghui Yu. Short-Sales Constraints: Reductions in Costs of Capital or Overvaluation? Evidence from Hong Kong. Pacific-Basin Finance Journal, 2012, 20 (3): 506-520.

Liu, Xiaolong, and Peng Liu. The Composition of Market Proxy in REITs Risk Premium Estimation. Journal of Real Estate Portfolio Management, 2012, 18 (1): 79-98.

Zhang, Jin E., Huimin Zhao, and Eric C. Chang. Equilibrium Asset and Option Pricing Under Jump Diffusion. Mathematical Finance, 2012, 22 (3): 538-568.