A No-Arbitrage Analysis of Macroeconomic Determinants of the Credit Spread Term Structure. - Liuren Wu; Frank Xiaoling Zhang (Manag. Sci., 2008)

The Behavior of Risk and Market Prices of Risk Over the Nasdaq Bubble Period. - Gurdip Bakshi; Liuren Wu (Manag. Sci., 2010)

Variance swaps on time-changed Lévy processes. - Peter Carr 002; Roger Lee; Liuren Wu (Finance Stochastics, 2012)

Targets, Predictability, and Performance. - Francisco Peñaranda; Liuren Wu (Manag. Sci., 2022)

Cross-Sectional Variation of Option-Implied Volatility Skew. - Liuren Wu; Meng Tian (Manag. Sci., 2024)