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.

Li, Kai, and D.J. Poirier. Using the National Longitudinal Survey of Youth in the United States to Study the Birth Process: A Bayesian Approach. Social Science Electronic Publishing, 2001, 4 (1): 127-150.

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

Duffie, Darrell, and Jun Pan. An Overview of Value at Risk. Journal of Derivatives, 2001, 4 (3): 7-49.

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.

Chao, Xiuli, W Henderson, and P. G. Taylor. State-Dependent Coupling in General Networks. Queueing Systems: Theory and Applications, 2001, 39 (4): 337-348.

Huang, Kevin X.D, and Zheng Liu. Production Chains and General Equilibrium Aggregate Dynamics. Journal of Monetary Economics, 2001, 48 (2): 437-462.