| Paper Name | Author | Notes |
| How Active is Your Fund Manager? A New Measure that Predicts Performance | |
| Optimal Contracts and Competitive Markets with Costly State Verification | |
| Price Formation and Market Quality When the Number and Presence of Insiders is Unknown | |
| Dynamic Competition, Innovation and Strategic Financing | |
| Can Managers Forecast Aggregate Market Returns? | |
| On Intraday Risk Premia | |
| A Comparison of Financial Recontracting in Distressed Exchanges and Chapter 11 Reorganizations | |
| Wealth Destruction on a Massive Scale? A Study of Acquiring-Firm Returns in the Recent Merger Wave | |
| Insiders, Outsiders, and Market Breakdowns | |
| The Manipulation of Closing Prices | |
| “The Role of IPO Underwriting Syndicates: Pricing, Information Production, and Underwriter Competition | |
| Information Linkages and Correlated Trading | |
| The Value of the Specialist: Empirical Evidence from the CBOE | |
| Loan Sales and the Cost of Corporate Borrowing | |
| The Myth of Diffuse Ownership in the United States | |
| Risk, Reputation, and IPO Price Support | |
| A Theory of the Distribution of Underpriced Initial Public Offers by Investment Banks | |
| Is Default Event Risk Priced in Corporate Bonds? | |
| Mutual Fund Risk and Market Share Adjusted Fund Flows | |
| Trading Volume, Information Asymmetry, and Timing Information | |
| The Components of the Bid-ask Spread: A General Approach | |
| Tunnel-Proofing the Executive Suite: Transparency, Temptation, and the Design of Executive Compensation | |
| Oligopoly and Financial Structure: The Limited Liability Effect | |
| Stock Price Volatility in a Mulitple Security Overlapping Generations Model | |
| Permanent vs Temporary Shocks: Explaining Corporate Financial Policies | |
| Optimal Design of Securities Under Asymmetric Information | |