Monographs

On the Potential Effects of Changing the Expiration Cycle on the Hang Seng Index Derivatives (with N.P.B. Bollen), Catalyst Institute report, 1998.

Settling the Australian Share Price Index Futures: Alternatives and Recommendations (with H.R. Stoll), Catalyst Institute report, 1997.

Review of the CFTC Study, “Economic Analysis of Dual Trading on Commodity Exchanges” (with T. Smith), Futures and Options Research Center monograph, 1990.

Expiration Day Effects Revisited (with H.R.Stoll), Report prepared for the Chicago Board Options Exchange and the American Stock Exchange, February 1990.

Expiration Day Effects of Index Options and Futures (with H.R. Stoll), Monograph Series in Finance and Economics, Monograph No. 1986-3, Graduate School of Business Administration, New York University, March 1987.

Taxes, Financial Policy and Firm Size (with T.E. Day and H.R. Stoll), Small Business Administration Report, 1984.

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