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Thank you for your interest in my research. Below are some of my publications and working papers. You can download most of the papers by clicking on them (You may need Adobe reader).


- Transactions, Volume and Volatility: Evidence from an Emerging Markets (with W. Sackley), forthcoming, Applied Financial Economics Letters. Download

 - Information Asymmetry, Speculation and Foreign Trading Activity: Evidence from an Emerging Market (with A. Karagozoglu), forthcoming, International Review of Economcis and Finance. Download

 - A Further Look at NAFTA Equity Market Linkages (solea-authored), 2006, Quarterly Review of Economics and Finance 46, 338- 352. Download

 - Hedging and Speculation Derivatives Markets: The Case of Energy Futures Contracts (sole-authored), 2006,  Applied Financial Economics Letters 2, 189- 192. Download

 -What is so Special about KOSPI 200 Index Futures? An Analysis of Trading Volume and Liquidity (lead article, with A. Karagozoglu and W. S. Kim), 2006,  Review of Futures Markets 14, 327- 348. Download

- German dominance in the European Monetary System: A Reprise Using Robust Wald Tests (with G. Geoffrey Booth),  2005, Applied Economics Letters 12, 463- 466. Download

- Conducting Business in Eastern Europe: Risk- Return Perspective of Senior Financial Executives (with J. Welch), 2004, European Management Journal 22, 224- 230. Download

- The Predictive Power of Trading Volume: Testing for Small Firm Stocks, (sole-authored), 2003, The Journal of Entrepreneurial Finance & Business Ventures 8, 87- 102. Download

- The Stock Price-Volume Linkage on the Toronto Stock Exchange: Before and After Automation, (sole-authored), 2002, Review of Quantitative Finance and Accounting 10, 335-349. (Reprinted in ISE Finance Award Series, 2002, 4, 1-20) Download

- Information Content of Volume: An Investigation of Tokyo Commodity Futures Markets, (sole-authored), 2002, Pacific-Basin Finance Journal 10, 201-215. Download

- Energy Shocks and Financial Markets: Nonlinear Linkages (sole-authored), 2001, Studies in Nonlinear Dynamics and Econometrics 5, 203-212. Download

- The Dynamic Relationship between Nominal Interest Rates and Inflation: International Evidence (with G. G. Booth), 2001, Journal of Multinational Financial Management 11, 269-280. Download

- On the Long Run Relationship between Gold and Silver Prices (sole-authored), 2001, Global Finance Journal 12, 299-303. Download

- Linkages Among Agricultural Commodity Futures Prices: Evidence from Tokyo (with G. G. Booth), 2001, Applied Economics Letters 8, 311-313. Download

 - International Transmission of Information in Corn Futures (with G. G. Booth, lead article), 1997, Journal of Multinational Financial Management 7, 175-187. Download











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