selected scholarly activity
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books
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chapters
- The uneasy case for real estate investments. Research in Finance. 113-148. 2014
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conferences
- TESTS OF THE VALUE LINE RANKING SYSTEM - SOME INTERNATIONAL EVIDENCE. ASAC 92, VOL 13, NO 3, 1992. 21-29. 1992
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journal articles
- Correlation Behavior of Emerging Markets. Research in Finance. 27:283-310. 2011
- Diversification benefits of commodity futures. Journal of International Financial Markets, Institutions and Money. 20:451-474. 2010
- On the nature of mean-variance spanning. Finance Research Letters. 6:106-113. 2009
- A mean-Gini approach to asset allocation involving hedge funds. Research in Finance. 24:197-212. 2008
- Correlation Behavior of Emerging Markets. SSRN Electronic Journal. 2008
- The pricing of exchange rate risk and stock market segmentation: The Canadian case. Review of Quantitative Finance and Accounting. 5:393-402. 1995
- TESTS OF THE VALUE LINE RANKING SYSTEM: SOME INTERNATIONAL EVIDENCE. Journal of Business Finance & Accounting. 22:575-585. 1995
- Disclosure environment and listing on foreign stock exchanges. Journal of Banking & Finance. 19:347-362. 1995
- INFORMATION ASYMMETRY AND THE UNDERPRICING OF INITIAL PUBLIC OFFERINGS: FURTHER EMPIRICAL EVIDENCE. Journal of Business Finance & Accounting. 21:739-747. 1994
- OPTIONS LISTING, MARKET LIQUIDITY AND STOCK BEHAVIOUR: SOME CANADIAN EVIDENCE. Journal of Business Finance & Accounting. 20:687-698. 1993
- An Empirical Investigation of the Random Character of Annual Earnings. Journal of Accounting, Auditing and Finance. 8:151-162. 1993
- INTEGRATION vs SEGMENTATION IN THE KOREAN STOCK MARKET. Journal of Business Finance & Accounting. 20:267-273. 1993
- A note on the transmission of public informtion across inetrnational stock markets. Journal of Banking & Finance. 16:831-837. 1992
- Volume-Price Change Relations and the Costly Short Sales Hypothesis: Some Empirical Tests. Canadian Journal of Administrative Sciences. 8:175-178. 1991
- Optimal Portfolio Selection Using the General Multi‐Index Model: A Stable Paretian Framework*. Decision Sciences. 21:563-571. 1990
- Performance of Value Line's Recommendations: The Canadian Case. Journal of International Financial Management & Accounting. 2:171-180. 1990
- International investment and currency risk. Journal of Economics and Business. 42:141-152. 1990
- The hedging effectiveness of options and futures: A mean‐gini approach. Journal of Futures Markets, The. 10:61-73. 1990
- CONTROLLING OPPORTUNISTIC BEHAVIOR IN CORPORATE GOVERNANCE - THE ROLE OF DISPROPORTIONATE VOTING SHARES AND COATTAIL PROVISIONS. Journal of Institutional and Theoretical Economics. 145:438-450. 1989
- Expiration-Day Effects of Index Futures and Options: Some Canadian Evidence. Financial Analysts Journal. 45:67-71. 1989
- On the derivation of reinsurance premiums. Insurance, Mathematics & Economics. 8:137-144. 1989
- A Note on Simple Criteria for Optimal Portfolio Selection. Journal of Finance. 43:241-245. 1988
- OPTIMAL PORTFOLIO SELECTION OF BONDS AND STOCKS*. Decision Sciences. 19:119-137. 1988
- Day of the Week Patterns in Stock Returns: the Canadian Evidence. Canadian Journal of Administrative Sciences. 5:38-42. 1988
- Optimal Mix of Investment and Insurance Activities of Property-Liability Insurance Companies. Canadian Journal of Administrative Sciences. 4:169-185. 1987
- A NOTE ON OPTIMAL PORTFOLIO SELECTION UNDER STABLE PARETIAN DISTRIBUTIONS*. Decision Sciences. 16:435-441. 1985
- THE CAPITAL ASSET PRICING MODEL, OPTION PRICING, AND THE VALUE OF LIMITED LIABILITY PROTECTION. Financial Review. 19:21-21. 1984
- Home ownership decision in personal finance: some empirical evidence. Financial Services Review. 24:51-76.
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other
- The uneasy case for real estate investments. Research in Finance. 113-148. 2014
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preprints