Selected Publications

Articles In Academic Journals

Year Title
1987 Unit Root Tests: Evidence from the Foreign Exchange Futures MarketsJournal of Financial and Quantitative Analysis. 101-108.
1986 Foreign Currency Futures and Monetary Policy Announcements: An Intervention AnalysisJournal of Futures Markets. 343-373.
1986 Stable Distributions, Futures Prices, and the Measurement of Trading Performance: A CommentJournal of Futures Markets. 505-506.