selected scholarly activity
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journal articles
- Behavior when the chips are down: An experimental study of wealth effects and exchange media. Journal of Behavioral and Experimental Finance. 27:100323-100323. 2020
- Are Time Preference and Risk Preference Associated with Cognitive Intelligence and Emotional Intelligence?. Journal of Behavioral Finance. 21:136-156. 2020
- An exploratory experimental analysis of path-dependent investment behaviors. Journal of Economic Psychology. 67:47-65. 2018
- Emotional balance and probability weighting. Theory and Decision. 75:17-41. 2013
- Book Review. Journal of Economic Psychology. 33:921-923. 2012
- The dynamics of overconfidence: Evidence from stock market forecasters 2010
- 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
- Corrigendum to “Debiasing investors with decision support systems: An experimental investigation” [Decision Support Systems Volume (46/1) 399–410]. Decision Support Systems. 47:74-74. 2009
- An Experimental Test of the Impact of Overconfidence and Gender on Trading Activity. Review of Finance. 13:555-575. 2009
- Misinformed and informed asset allocation decisions of self-directed retirement plan members. Journal of Economic Psychology. 29:473-490. 2008
- Canadian stock market multiples and their predictive content. International Review of Economics and Finance. 17:457-466. 2008
- Debiasing investors with decision support systems: An experimental investigation. Decision Support Systems. 46:399-410. 2008
- Refining momentum strategies by conditioning on prior long‐term returns: Canadian evidence. Canadian Journal of Administrative Sciences. 24:135-145. 2007
- 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 Demographics of Overconfidence. Journal of Behavioral Finance. 7:5-11. 2006
- The Comparative Performance of Load and No‐Load Mutual Funds in Canada. Canadian Journal of Administrative Sciences. 21:326-333. 2004
- Data-conditioning biases, performance, persistence and flows: The case of Canadian equity funds. Journal of Banking & Finance. 28:673-694. 2004
- An Experimental Examination of the House Money Effect in a Multi-Period Setting. SSRN Electronic Journal. 2003
- Emotion and financial markets 2003
- A generalized bootstrap method to determine the yield curve. Applied Mathematical Finance. 7:257-270. 2000
- A Simple Timing Strategy for Canadian Fixed Income Portfolios. Canadian Journal of Administrative Sciences. 16:28-37. 1999
- Term Premium Determinants, Return Enhancement and Interest Rate Predictability. Journal of Business Finance & Accounting. 25:485-499. 1998
- New tools for investment decision-making: real options analysis 1997
- Forecasting Canadian Short-Term Interest Rates. Canadian Journal of Economics, The. 29:615-615. 1996
- Do futures prices for commodities embody risk premiums?. Journal of Futures Markets, The. 15:637-648. 1995
- A POSSIBLE RECONCILIATION OF SOME OF THE CONFLICTING FINDINGS ON CLOSED‐END FUND DISCOUNTS: A NOTE. Journal of Business Finance & Accounting. 21:1047-1057. 1994
- Naive Versus Conditional Hedging Strategies: The Case of Canadian Stock Index Futures. Canadian Journal of Administrative Sciences. 11:264-270. 1994
- A note on speculative versus arbitrage opportunities from index futures mispricing: Some Canadian evidence. International Review of Economics and Finance. 3:319-325. 1994
- Should the Use of Hedging by Canadian Natural Gas Distributors Be Encouraged by Regulators?. Energy Studies Review. 5:14-27. 1993
- The behavior of oil futures returns around OPEC conferences. Journal of Futures Markets, The. 12:563-574. 1992
- An analysis of money and output in the industrial sector in China. Journal of Asian Economics. 3:271-280. 1992
- Risk Premiums and Efficiency in the Market for Crude Oil Futures. Energy Journal. 13:93-117. 1992
- Risk Premiums and Efficiency in the Market for Crude Oil Futures 1992
- THE IMPACT OF UNANTICIPATED UNITED-STATES WEEKLY MONEY ON THE PATH OF THE DOLLAR. The Quarterly review of economics and business. 31:94-106. 1991
- Canadian Weekly Money Supply Announcements and Financial Market Reactions in the First Years of Targeting: A View of Market Perceptions of Bank of Canada Policy. Canadian Journal of Economics, The. 24:282-282. 1991
- Money demand in china revisited: Some new empirical evidence. Journal of Asian Economics. 2:137-144. 1991
- Money Supply Announcements and Market Reactions in an Open Economy. Journal of Money, Credit and Banking. 22:154-154. 1990
- Hedging canadian corporate debt: A comment and extensions. Journal of Futures Markets, The. 10:197-200. 1990
- North American money surprises and financial market reactions:. Economics Letters. 31:155-158. 1989
- The response of interest rates to the Federal Reserve's weekly money announcements. Journal of Monetary Economics. 19:393-404. 1987
- Market reactions to U.S. weekly money supply announcements after the introduction of contemporaneous reserve requirements an empirical note. Economics Letters. 24:69-72. 1987
- Backwardation in Energy Future Markets: Metallgesellschaft Revisited. Energy Studies Review. 12.
- Costs and Benefits of Using NYMEX Crude Oil Futures. Energy Studies Review. 3.
- DO ECONOMIC FORECASTERS BELIEVE THE STOCK MARKET IS EFFICIENT? EVIDENCE FROM GERMANY. Applied Finance Letters. 10:40-47.
- Probability Judgment Error and Speculation in Laboratory Asset Market Bubbles. Journal of Financial and Quantitative Analysis. 1-1.
- Term Premium Determinants, Return Enhancement and Interest Rate Predictability. Journal of Business Finance & Accounting. 25:485-499.
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preprints
- Look behind the Curtain: The Direct and Indirect Impact of Non-cognitive Skills on Stock Market Participation 2022
- Forecaster Overconfidence and Market Survey Performance 2015
- The Origins of Bubbles in Laboratory Asset Markets 2006
- The Dynamics of Overconfidence: Evidence from Stock Market Forecasters 2005
- An Experimental Test of the Impact of Overconfidence and Gender on Trading Activity 2003
- Bubbles in Experimental Asset Markets: Irrational Exuberance No More 2001
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scholarly editions
- Forecaster Overconfidence and Market Survey Performance. Journal of Behavioral Finance. 173-194. 2019
- Forecaster overconfidence and market survey performance 2015
- Forecaster overconfidence and market survey performance 2015
- The dynamics of overconfidence: Evidence from stock market forecasters. Journal of Economic Behavior and Organization. 402-412. 2010
- The Dynamics of Overconfidence: Evidence from Stock Market Forecasters 2010
- 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
- The dynamics of overconfidence: Evidence from stock market forecasters 2005
- Backwardation and Normal Backwardation in Energy Futures Markets: With an Application to Metallgesellschaft's Short-Dated Rollover Hedging of Long-Term Contracts 2002
- Bubbles in experimental asset markets: Irrational exuberance no more 2002
- An Experimental Test of the Impact of Overconfidence and Gender on Trading Activity