Nengjiu Ju, Jianjun Miao (2012), Ambiguity, Learning, and Asset Returns, Econometrica.
Nengjiu Ju, Xuhu Wan (2012), Optimal Compensation and Pay-Performance Sensitivity in a Continuous-Time Principal-Agent Model, Management Science.
Nengjiu Ju, Rui Zhong (2006), Fourier Transformation and the Pricing of Average-Rate Derivatives, Review of Derivatives Research.
Nengjiu Ju, Gurdip Bakshi, Hui Ou-Yang (2006), Estimation of Continuous-Time Models with an Application to Equity Volatility Dynamics, Journal of Financial Economics.
Nengjiu Ju, Hui Ou-Yang (2006), Capital Structure, Debt Maturity, and Stochastic Interest Rates, Journal of Business.
Nengjiu Ju, Andrew Chen, Sumon Mazumdar, Avinash Verma (2006), Correlated Default Risks and Bank Regulations, Journal of Money, Credit and Banking.
Nengjiu Ju, Gurdip Bakshi (2005), A Refinement to AitSahalia's (2003) `` Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach, Journal of Business.
Robert Parrino, Allen Poteshman, Michael Weisback, Nengjiu Ju (2005), Horses and Rabbits? Trade-Off Theory and Optimal Capital Structure, Journal of Financial and Quantitative Analysis.
Nengjiu Ju (2002), Pricing Asian and Basket Options Via Taylor Expansion, Journal of Computational Finance.
Nengjiu Ju, Robert Goldstein, Hayne Leland (2001), EBIT-based Dynamic Capital Structure, Journal of Business.
Nengjiu Ju, Rui Zhong (1999), An Approximate Formula for Pricing American Options, Journal of Derivative.
Nengjiu Ju (1998), Pricing an American Option by Approximating Its Early Exercise Boundary As a Multi-Piece Exponential Function,Review of Financial Studies.