Lüders, Erik und Bertram Düring (2005), Option Prices Under Generalized Pricing Kernels, Review of Derivatives Research.

Lüders, Erik, Narat Charupat und Richard Deaves (2005), Knowledge vs. Knowledge Perception: Implications for Financial Professionals, Journal of Personal Finance.

Lüders, Erik, Inge Lüders-Amann und Michael Schröder (2004), The Power Law and Dividend Yields, Finance Letters 2 (4), 1-8.

Lüders, Erik und Bernhard Peisl (2001), How do investors' expectations drive asset prices?, The Financial Review 36 (4), 75-98.

Meitner, Matthias, Felix Hüfner, Volker Kleff, Erik E. Lehmann und Erik Lüders (2002), Bilanzskandale und Börsencrash: Neue Herausforderungen an die Aktienanalyse, Finanz-Betrieb 09/2002 , 537-540.

Hess, Dieter, Erik E. Lehmann und Erik Lüders (2002), Bewertungsrelevante Kennzahlen zur Analyse von Unternehmen am Neuen Markt, KoR - Kaptialmarktorientierte Rechnungslegung , 142-146.

Lüders, Erik und Dieter Hess (2001), Mitarbeiteroptionen steigern den ausgewiesenen Gewinn: Eine Studie der NASDAQ 100, Finanz-Betrieb 1 , 12-17.

Lüders, Erik (2004), A Foundation of Information Processes, in: Bernhard Peisl ASAC Conference Proceedings,

Heinemann, Friedrich, David Lahl, Erik Lüders, Matthias Meitner, Tereza Tykvova, Michael Schröder und Peter Westerheide (2003), Gateway to Euroland, Frankfurt am Main.

Heinemann, Friedrich, Felix Hüfner, Jens Köke, Erik Lüders, Michael Schröder, Tereza Tykvova und Peter Westerheide (2001), Gateway to Euroland. The Finanzplatz Guides for Investors, Issuers, and Financial Service Providers, Frankfurt.

Deaves, Richard, Erik Lüders und Michael Schröder (2005), The Dynamics of Overconfidence: Evidence from Stock Market Forecasters, ZEW Discussion Paper No. 05-83, Mannheim

Lüders, Erik, Inge Lüders-Amann und Michael Schröder (2004), The Power Law and Dividend Yields, ZEW Discussion Paper No. 04-51, Mannheim

Lüders, Erik und Michael Schröder (2004), Modeling Asset Returns: A Comparison of Theoretical and Empirical Models, ZEW Discussion Paper No. 04-19, Mannheim

Lüders, Erik, Jan Beran, Yuanhua Feng und Günter Franke (2002), Simultaneous Modeling of Trend, Non-Stationarity and Long-Range Dependence in Exchange Rates, Konstanz.

Lüders, Erik (2002), Why Do Financial Ratios Predict Asset Returns?, Konstanz.

Lüders, Erik (2002), Why Are Asset Returns Predictable?, ZEW Discussion Paper No. 02-48, Mannheim

Lüders, Erik (2002), Asset Prices and Alternative Characterizations of the Pricing Kernel, ZEW Discussion Paper No. 02-10, Mannheim

Lüders, Erik und Dieter Hess (2001), Accounting for Stock-Based Compensation: An Extended Clean Surplus Relation, ZEW Discussion Paper No. 01-42, Mannheim

Lüders, Erik und Bernhard Peisl (2001), How Do Investors' Expectations Drive Asset Prices?, ZEW Discussion Paper No. 01-15, Mannheim

Lüders, Erik und Bernhard Peisl (2000), On the Relationship of Information Processes and Asset Price Processes, Konstanz.

Lüders, Erik und Dieter Hess (2000), Do Companies Exploit Accounting Rules For Broad-Based Stock Option Plans? A Case Study, Konstanz.

Hess, Dieter und Erik Lüders (2000), New Economy Accounting: Why Are Broad-Based Stock Option Plans So Attractive?, ZEW Discussion Paper No. 00-39, Mannheim

Stock Option Watch Dezember 2006

Stock Option Watch Dezember 2004

Stock Option Watch Juni 2003

ZEW-Finanzmarktreport September 2001