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

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

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

Lüders, Erik and 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 and Erik Lüders (2002), Bilanzskandale und Börsencrash: Neue Herausforderungen an die Aktienanalyse, Finanz-Betrieb 09/2002 , 537-540.

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

Lüders, Erik and 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

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

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

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

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

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

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

Lüders, Erik, Jan Beran, Yuanhua Feng and Günter Franke (2002), Simultaneous Modeling of Trend, Non-Stationarity and Long-Range Dependence in Exchange Rates, 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 and Dieter Hess (2001), Accounting for Stock-Based Compensation: An Extended Clean Surplus Relation, ZEW Discussion Paper No. 01-42, Mannheim

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

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

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

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