A bias in the volatility smile von Chance, Don M., Hanson, Thomas A., Li, Weiping, Muthuswamy, Jayaram

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Momentum returns in Australian equities: The influences of size, risk, liquidity and return computation von Demir, Isabelle, Muthuswamy, Jay, Walter, Terry

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Mean Reversion of Standard & Poor's 500 Index Basis Changes: Arbitrage-induced or Statistical Illusion? von MILLER, MERTON H., MUTHUSWAMY, JAYARAM, WHALEY, ROBERT E.

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Market microstructure effects on volatility at the TAIFEX von Webb, Robert I., Muthuswamy, Jayaram, Segara, Reuben

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The Correlation Structure of Unexpected Returns in U.S. Equities von Balyeat, R. Brian, Muthuswamy, Jayaram

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Multiperiod hedging with futures contracts von Low, Aaron, Muthuswamy, Jayaram, Sakar, Sudipto, Terry, Eric

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Time variation in the correlation structure of exchange rates: high-frequency analyses von Muthuswamy, Jayaram, Sarkar, Sudipto, Low, Aaron, Terry, Eric

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Risk management von Bali, Turan G, Genberg, Hans, Neftci, Salih N, Balyeat, R Brian, Low, Aaron, Muthuswamy, Jayaram, Sakar, Sudipto, Terry, Eric, Haigh, Michael S, Holt, Matthew T

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Mean Reversion of Standard & Poor's 500 Index Basis Changes: Arbitrage-Induced or Statistical Illusion? von Miller, Merton H., Muthuswamy, Jayaram, Whaley, Robert E.

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Arbitrage, cointegration, and the joint dynamics of prices across discrete commodity futures auctions von Low, Aaron H. W., Muthuswamy, Jayaram, Webb, Robert I.

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