selected scholarly activity
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books
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journal articles
- Behavior of Canadian life annuity prices. Journal of Pension Economics & Finance. 23:202-223. 2024
- Understanding leveraged ETFs’ compounding effect. Managerial Finance. 49:163-186. 2023
- The Sluggish and Asymmetric Reaction of Life Annuity Prices to Changes in Interest Rates. Journal of Risk and Insurance. 83:519-555. 2016
- A New Method to Measure the Performance of Leveraged Exchange‐Traded Funds. Financial Review. 49:735-763. 2014
- Emotional balance and probability weighting. Theory and Decision. 75:17-41. 2013
- THE PRICING EFFICIENCY OF LEVERAGED EXCHANGE‐TRADED FUNDS: EVIDENCE FROM THE U.S. MARKETS. Journal of Financial Research. 36:253-278. 2013
- Introduction to the Special Issue on Exchange-Traded Funds. Managerial Finance. 39:424-427. 2013
- Recent developments in exchange‐traded fund literature. Managerial Finance. 39:427-443. 2013
- Recent developments in exchange-traded fund literature Pricing efficiency, tracking ability, and effects on underlying securities. Managerial Finance. 39:427-+. 2013
- The pricing and performance of leveraged exchange-traded funds. Journal of Banking & Finance. 35:966-977. 2011
- Probability Judgment Error and Speculation in Laboratory Asset Market Bubbles. Journal of Financial and Quantitative Analysis. 44:719-744. 2009
- Probability Judgment Error and Speculation in Laboratory Asset Market Bubbles. Journal of Financial and Quantitative Analysis. 44:719-744. 2009
- Margin, Short Selling, and Lotteries in Experimental Asset Markets. Southern Economic Journal. 73:419-436. 2006
- Margin, Short Selling, and Lotteries in Experimental Asset Markets. Southern Economic Journal. 73:419-419. 2006
- The Effect of Derivative Trading on the Underlying Markets: Evidence from Canadian Instalment Receipts Trading. SSRN Electronic Journal. 15:276-293. 2006
- The effect of derivative trading on the underlying markets: Evidence from Canadian instalment receipts trading. International Review of Economics and Finance. 15:276-293. 2006
- An essay on financial innovation: The case of instalment receipts. Journal of Banking & Finance. 28:129-156. 2004
- An Experimental Examination of the House Money Effect in a Multi-Period Setting. SSRN Electronic Journal. 2003
- Optimal asset allocation in life annuities: a note. Insurance, Mathematics & Economics. 30:199-209. 2002
- Mortality Swaps and Tax Arbitrage in the Canadian Insurance and Annuity Markets. Journal of Risk and Insurance. 68:277-277. 2001
- Financial Innovations and Arbitrage Pricing in Economies with Frictions: Revisited. Journal of Economic Theory. 74:435-447. 1997
- Backwardation in Energy Future Markets: Metallgesellschaft Revisited. Energy Studies Review. 12.
- Probability Judgment Error and Speculation in Laboratory Asset Market Bubbles. Journal of Financial and Quantitative Analysis. 1-1.
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preprints
- The Annuity Duration Puzzle 2012
- Leveraged Exchange-Traded Funds: Their Pricing and Tracking Ability 2011
- The Origins of Bubbles in Laboratory Asset Markets 2006
- An Essay on Financial Innovations: The Case of Instalment Receipts 2002
- Bubbles in Experimental Asset Markets: Irrational Exuberance No More 2001
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scholarly editions
- An experimental examination of the house money effect in a multi-period setting. Experimental Economics. 5-16. 2006
- The origins of bubbles in laboratory asset markets 2006
- Backwardation and Normal Backwardation in Energy Futures Markets: With an Application to Metallgesellschaft's Short-Dated Rollover Hedging of Long-Term Contracts 2002