Professor Alexander, Carol and PhD student Dimitriu, Anca, Common Trends, Mean Reversion and Herding: Sources of Abnormal Returns in Equity Markets, July 2003

Professor Alexander, Carol and Phd. student Lazar Emese, Symmetric Normal mixture GARCH, May 2003  

Professor Alexander, Carol and PhD student Dimitriu, Anca, Abnormal Returns in Equity Markets: Evidence from a Dynamic Indexing Strategy, April 2003,  

Professor Alexander, Carol and PhD student Dimitriu, Anca, The Cointegration Alpha: Enhanced Index Tracking and Long - Short Equity Market Neutral Strategies, April 2002, 

Professor Nolan, Charles and Phd. student Anamaria Nicolae, The Impact of Imperfect Credibility in a Transition to Price Stability, February 2004 

Bilbiie, Florin Ovidiu, Some Non-Ricardian Agents Overturn the Taylor Principle: Pre-Volcker FED policy may have been better than you think, October 2003,   

Bilbiie, Florin Ovidiu and David Stasavage, Incomplete Fiscal Rules with Imperfect Enforcement, June 2003  

Bilbiie, Florin Ovidiu, Inflation contracts, targets and strategic incentives for delegation in international monetary policy games, August 2000   

Bilbiie, Florin Ovidiu, Applications of ARCH modelling in financial time series: the case of Germany, May 2000   

Bilbiie, Florin Ovidiu, An attempt to identify monetary policy shocks in Romania: some time series stylised facts. Evidence from VAR and VEC models, March 2000 

Necula, Ciprian, Barrier Options and a Reflection Principle of the Fractional Brownian Motion, September 2003 

Necula, Ciprian, Option Pricing in a Fractional Brownian Motion Environment, February 2002  

Negrea, Bogdan, Evaluation des options par la transformée de Fourier, June 2001  .

Rosu, Ioanid, A Dynamic Model of the Limit Order Book, February 2004  

Rosu, Ioanid, What Makes A Good (Theoretical) Model in Economics and Finance, December 2006