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.

Duffie, Darrell, Jun Pan, and Kenneth Singleton. Transform Analysis and Asset Pricing for Affine Jump-Diffusions. Econometrica, 2000, 68 (6): 1343-1376.

Zhang, Harold H.. Explaining Bond Returns in Heterogeneous Agents Models: The Importance of Higher Order Moments. Journal of Economic Dynamics & Control, 2000, 24 (10): 1381-1404.

Yaron, Amir, and Harold H. Zhang. Fixed Costs and Asset Market Participation. Revista De Analisis Economico, 2000, 15 (1): 89-109.

Chou, Pin-Huang, Yuan-Lin Hsu. Investment Horizon and the Cross Section of Expected Returns: Evidence from the Tokyo Stock Exchange. Annals of Economics and Finance, 2000, 1 (5): 79-100.

Heston, Steve, and Guofu Zhou. On Rate of Convergence of Discrete-time Contingent Claims. Mathematical Finance, 2000, 10 (1): 53-75.