publication venue for
- A comment on “Determinants of Nikkei futures mispricing in international markets: Dividend clustering, currency risk, and transaction costs”. 41:2079-2082. 2021
- Natural Selection and Market Efficiency in a Futures Market with Random Shocks. 21:489-516. 2001
- Time variation in the correlation structure of exchange rates: high-frequency analyses. 21:127-144. 2001
- Do futures prices for commodities embody risk premiums?. 15:637-648. 1995
- The behavior of oil futures returns around OPEC conferences. 12:563-574. 1992
- Hedging canadian corporate debt: A comment and extensions. 10:197-200. 1990
- The hedging effectiveness of options and futures: A mean‐gini approach. 10:61-73. 1990