| "Rescission and Repricing of Executive Stock Options", with Willard Carleton | March | 2003 | |
| "Repricing Alternatives, Optimal Repricing Policy, and Early Exercise of Executive Stock Options" with Willard Carleton | July | 2003 | |
| "Valuation of Startups: Real Option Approach", with Jay W. Lin | July | 2004 | |
| "Corporate Governance and Credit Rating---Evidence from Taiwan Corporation" | July | 2004 | |
| Board of Directors and Renegotiations of Executives' Incentive Contracts: Theory and Empirical Study", with Willard Carleton | August | 2004 | |
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| "Nonparametric Approach to Estimating the Price Impact of a Trade" | WIP | 2005 | |
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| "Modelling Daily Trading Volume: Theory and Evidence" | WIP | 2005 | |
| "Intra-daily Stock Return Volatility Dynamics" | WIP | 2005 | |
| "Common Factors in Prices, Order Flows and No-trade Duration" | WIP | 2005 |