H. Chen, H. Zhang. Diffusion Approximations for Multiclass Re-entrant Lines Under a Firstbuffer- First-Served Discipline. Queueing Systems: Theory and Applications, 1996, 23 (1-4): 177-195.

Byun, Jongcook, and Son-Nan Chen. International Real interest Rate Parity with Error Correction Models. Global Finance Journal, 1996.

Epstein, Larry G., and Tan Wang. Beliefs about Beliefs' without Probabilities. Econometrica, 1996, 64 (6): 1343.

Wang, Jiang. The Term Structure of Interest Rates In A Pure Exchange Economy With Heterogeneous Investors. Journal of Financial Economics, 1996, 41 (1): 75-110.

Tauchen, George, Harold Zhang, and Ming Liu. Volume, Volatility, and Leverage: A Dynamic Analysis. Journal of Econometrics, 1996, 74 (1): 177-208.

Chao, Xiuli, and Michael Pinedo. An Assembly Network of Queues with Product Form Solution. Journal of Applied Probability, 1996, 33: 858-869.

Bardhan, Indrajit, and Xiuli Chao. Stochastic multi-agent equilibria in economies with jump-diffusion uncertainty. Journal of Economic Dynamics & Control, 1996, 20 (1-3): 361-384.

Bardhan, Indrajit, and Xiuli Chao. On Risk Neutral Measures for Economic Equilibrium Models with Random Crash in Stock Prices. Stochastic Processes and Their Applications, 1996, 63: 35-54.

Jagannathan,Ravi, and Zhenyu Wang. The Conditional CAPM and the Cross-section of Expected Returns. Journal of Finance, 1996, 51 (1): 3-53.

Yao, David D., and Shaohui Zheng. Coordinated production and inspection in a tandem system. Queueing Systems: Theory and Applications, 1996, 24 (1-4): 59-82.