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Publications

by members of

DeGroote School of Business
McMaster University
Hamilton, Canada

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institutions, not those affilated at the time of publication. List of registered members. Register yourself. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

2013

  1. Jensen, Mark J & Maheu, John M, 2013. "Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis," MPRA Paper 52132, University Library of Munich, Germany.

2012

  1. Balvers, Ronald & Du, Ding & Zhao, Xiaobing, 2012. "The Adverse Impact of Gradual Temperature Change on Capital Investment," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 124676, Agricultural and Applied Economics Association.
  2. Maheu, John & Song, Yong, 2012. "A new structural break model with application to Canadian inflation forecasting," MPRA Paper 36870, University Library of Munich, Germany.
  3. Mark J. Jensen & John M. Maheu, 2012. "Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture," Working Paper 2012-06, Federal Reserve Bank of Atlanta.
  4. Mark J Jensen & John M Maheu, 2012. "Bayesian semiparametric multivariate GARCH modeling," Working Papers tecipa-458, University of Toronto, Department of Economics.
  5. Martin Burda & John M. Maheu, 2012. "Bayesian Adaptively Updated Hamiltonian Monte Carlo with an Application to High-Dimensional BEKK GARCH Models," Working Paper Series 46_12, The Rimini Centre for Economic Analysis.
  6. John M. Maheu & Thomas H. McCurdy & Xiaofei Zhao, 2012. "Do Jumps Contribute to the Dynamics of the Equity Premium?," Working Paper Series 47_12, The Rimini Centre for Economic Analysis.

2011

  1. Martin Burda & John Maheu, 2011. "Bayesian Adaptive Hamiltonian Monte Carlo with an Application to High-Dimensional BEKK GARCH Models," Working Papers tecipa-438, University of Toronto, Department of Economics.
  2. John R. Graham & Si Li & Jiaping Qiu, 2011. "Managerial Attributes and Executive Compensation," NBER Working Papers 17368, National Bureau of Economic Research, Inc.

2010

  1. John M Maheu & Thomas H McCurdy & Yong Song, 2010. "Components of bull and bear markets: bull corrections and bear rallies," Working Papers tecipa-402, University of Toronto, Department of Economics.
  2. Chun Liu & John M Maheu, 2010. "Intraday Dynamics of Volatility and Duration: Evidence from the Chinese Stock Market," Working Papers tecipa-401, University of Toronto, Department of Economics.
  3. Xin Jin & John M Maheu, 2010. "Modelling Realized Covariances and Returns," Working Papers tecipa-408, University of Toronto, Department of Economics.

2009

  1. Ron Balvers & Ding Du & Xiaobing Zhao, 2009. "What Do Financial Markets Reveal about Global Warming?," Working Papers 09-04, Department of Economics, West Virginia University.
  2. John M Maheu & Thomas H McCurdy & Yong Song, 2009. "Extracting bull and bear markets from stock returns," Working Papers tecipa-369, University of Toronto, Department of Economics.
  3. Xin Jin & John M Maheu, 2009. "Modelling Realized Covariances," Working Papers tecipa-382, University of Toronto, Department of Economics.
  4. Luo, Guo Ying, 2009. "Natural Selection, Irrationality and Monopolistic Competition," MPRA Paper 15357, University Library of Munich, Germany.

2008

  1. Chun Liu & John M Maheu, 2008. "Forecasting Realized Volatility: A Bayesian Model Averaging Approach," Working Papers tecipa-313, University of Toronto, Department of Economics.
  2. Mark J Jensen & John M Maheu, 2008. "Bayesian semiparametric stochastic volatility modeling," Working Papers tecipa-314, University of Toronto, Department of Economics.
  3. Alonso Gomez & John M Maheu & Alex Maynard, 2008. "Improving Forecasts of Inflation using the Term Structure of Interest Rates," Working Papers tecipa-319, University of Toronto, Department of Economics.
  4. John M Maheu & Thomas H McCurdy, 2008. "Do high-frequency measures of volatility improve forecasts of return distributions?," Working Papers tecipa-324, University of Toronto, Department of Economics.
  5. Zhongfang He & John M Maheu, 2008. "Real Time Detection of Structural Breaks in GARCH Models," Working Papers tecipa-336, University of Toronto, Department of Economics.

2007

  1. John M Maheu & Thomas H McCurdy, 2007. "Modeling foreign exchange rates with jumps," Working Papers tecipa-279, University of Toronto, Department of Economics.
  2. John M Maheu & Thomas H McCurdy, 2007. "How useful are historical data for forecasting the long-run equity return distribution?," Working Papers tecipa-293, University of Toronto, Department of Economics.
  3. Chun Liu & John M Maheu, 2007. "Are there Structural Breaks in Realized Volatility?," Working Papers tecipa-304, University of Toronto, Department of Economics.
  4. John R. Graham & Si Li & Jiaping Qiu, 2007. "Corporate Misreporting and Bank Loan Contracting," NBER Working Papers 13708, National Bureau of Economic Research, Inc.

2005

  1. Ronald J. Balvers & Yangru Wu, 2005. "Optimal Transaction Filters Under Transitory Trading Opportunities: Theory and Empirical Illustration," Working Papers 022005, Hong Kong Institute for Monetary Research.
  2. Ronald J. Balvers & Douglas W. Mitchell, 2005. "Linear Riccati Dynamics, Constant Feedback, and Controllability in Linear Quadratic Control Problems," Working Papers 05-10 Classification- JEL, Department of Economics, West Virginia University.
  3. Ronald J. Balvers & Dayong Huang, 2005. "Evaluation Of Linear Asset Pricing Models By Implied Portfolio Performance," Working Papers 05-06 Classification- JEL, Department of Economics, West Virginia University.
  4. Ronald J. Balvers & Dayong Huang, 2005. "Productivity-Based Asset Pricing: Theory and Evidence," Working Papers 05-05 Classification- JEL, Department of Economics, West Virginia University.
  5. Richard Deaves & Erik Lüders & Guo Ying Luo, 2005. "An Experimental Test of the Impact of Overconfidence and Gender on Trading Activity," CoFE Discussion Paper 05-07, Center of Finance and Econometrics, University of Konstanz.

2004

  1. John M. Maheu & Stephen Gordon, 2004. "Learning, Forecasting and Structural Breaks," Cahiers de recherche 0422, CIRPEE.

2003

  1. John M. Maheu & Thomas H. McCurdy, 2003. "News Arrival, Jump Dynamics and Volatility Components for Individual Stock Returns," CIRANO Working Papers 2003s-38, CIRANO.

2002

  1. Ronald J. Balvers & Yangru Wu, 2002. "Stock Market Integration, Return Forecastability and Implications for Market Efficiency: A Panel Study," Working Papers 112002, Hong Kong Institute for Monetary Research.
  2. Frank T. Denton & Dean C. Mountain & Byron G. Spencer, 2002. "Age, Retirement and Expenditure Patterns: An Econometric Study of Older Canadian Households," Social and Economic Dimensions of an Aging Population Research Papers 82, McMaster University.
  3. Frank T. Denton & Dean C. Mountain, 2002. "Aggregation Effects on Price and Expenditure Elasticities in a Quadratic Almost Ideal Demand System," Quantitative Studies in Economics and Population Research Reports 374, McMaster University.

2001

  1. Ronald J. Balvers & Douglas W. Mitchell, 2001. "Reducing the Dimensionality of Linear Quadratic Control Problems," Tinbergen Institute Discussion Papers 01-043/2, Tinbergen Institute.
  2. John M. Maheu & Thomas H. McCurdy, 2001. "Nonlinear Features of Realized FX Volatility," CIRANO Working Papers 2001s-42, CIRANO.
  3. Guo Ying (Rosemary) Luo, 2001. "Evolution, Efficiency and Noise Traders in a One-Sided Auction Market," Computing in Economics and Finance 2001 49, Society for Computational Economics.
  4. Michael K. Berkowitz & Jiaping Qiu, 2001. "Ownership, Risk and Performance of Mutual Fund Management Companies," Working Papers berk-01-01, University of Toronto, Department of Economics.

2000

  1. John M. Maheu & Tom McCurdy, 2000. "Volatility Dynamics Under Duration-Dependent Mixing," Econometric Society World Congress 2000 Contributed Papers 1427, Econometric Society.
  2. Frank T. Denton & Dean C. Mountain & Byron G. Spencer, 2000. "A Model of Energy Demand in the U.S. Commercial Sector with Declining Rate Schedules," Quantitative Studies in Economics and Population Research Reports 346, McMaster University.
  3. Hirshleifer, David & Luo, Guo Ying, 2000. "On the Survival of Overconfident Traders in a Competitive Securities Market," MPRA Paper 15347, University Library of Munich, Germany.

1999

  1. Maheu, J.M. & McCurdy, T.H., 1999. "A Semi-Markov Approach to Modeling Volatility Dynamics," Rotman School of Management - Finance 99-004, Rotman School of Management, University of Toronto.
  2. M. W. Luke Chan & Dading Li & Dean C. Mountain, 1999. "A Bayesain Approach for Measuring Economies of Scale with Application to Large Scale Banks," Department of Economics Working Papers 1999-01, McMaster University.

1998

  1. M.W. Luke Chan & Dean C. Mountain & Dading Li, 1998. "A Bayesian Approach for Measuring Economies of Scale with Application to Large Canadian Banks," Quantitative Studies in Economics and Population Research Reports 338, McMaster University.

1997

  1. Frank T. Denton & Dean C. Mountain & Byron G. Spencer, 1997. "Errors of Approximation and Errors of Aggregation in an Almost Ideal Demand System," Quantitative Studies in Economics and Population Research Reports 330, McMaster University.
  2. Frank T. Denton & Dean C. Mountain, 1997. "On the Biases in Interpreting Macro Elasticities as Micro Elasticities, and Vice Versa, in an Almost Ideal Demand System," Quantitative Studies in Economics and Population Research Reports 331, McMaster University.
  3. Frank T. Denton & Dean C. Mountain & Byron G. Spencer, 1997. "Energy Use in the Commercial Sector: Estimated Intensities and Costs for Canada Based on US Survey Data," Quantitative Studies in Economics and Population Research Reports 337, McMaster University.

1996

  1. F.T. Denton & D.C. Mountain & B.G. Spencer, 1996. "A Quadratic Almost Ideal Demand System Estimated with Pooled regional Time Series: Approximates Aggregation with an Accounting for Age, Cohort, and Trend Effects," Quantitative Studies in Economics and Population Research Reports 315, McMaster University.

1994

  1. Hsiao, C. & Mountain, D.C. & Ho, C.F., 1994. "A Bayesian Integration of End-Use Metering and Conditional Demand Analysis," Papers 9411, Southern California - Department of Economics.

1993

  1. Hsiao, C. & Mountain, D.C., 1993. "A Framework for Regional Modeling and Impact Analysis - An Analysis of the Demand for Electricity by Large Municipalities in Ontario, Canada," Papers 9317, Southern California - Department of Economics.

1989

  1. Hsiao, C. & Mountain, D.C. & Tsui, K.Y. & Chan, M.W.L., 1989. "Modeling Ontario Regional Electricity System Demand Using A Mixed Fixed And Random Coefficients Approach," Papers m8906, Southern California - Department of Economics.

1988

  1. Mountain, D. & Hsiao, C., 1988. "A Combined Structural And Flexible Functional Approach For Modeling Energy Substitution," Papers m8815, Southern California - Department of Economics.

Journal articles

2014

  1. Balvers, Ronald J. & Klein, Alina F., 2014. "Currency risk premia and uncovered interest parity in the International CAPM," Journal of International Money and Finance, Elsevier, vol. 41(C), pages 214-230.

2013

  1. Jensen, Mark J. & Maheu, John M., 2013. "Bayesian semiparametric multivariate GARCH modeling," Journal of Econometrics, Elsevier, vol. 176(1), pages 3-17.
  2. Burda Martin & Maheu John M., 2013. "Bayesian adaptively updated Hamiltonian Monte Carlo with an application to high-dimensional BEKK GARCH models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(4), pages 345-372, September.
  3. Xin Jin & John M. Maheu, 2013. "Modeling Realized Covariances and Returns," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 11(2), pages 335-369, March.
  4. Maheu, John M. & McCurdy, Thomas H. & Zhao, Xiaofei, 2013. "Do jumps contribute to the dynamics of the equity premium?," Journal of Financial Economics, Elsevier, vol. 110(2), pages 457-477.

2012

  1. Ronald J. Balvers & Ou Hu & Dayong Huang, 2012. "Transitory Market States And The Joint Occurrence Of Momentum And Mean Reversion," Journal of Financial Research, Southern Finance Association & Southwestern Finance Association, vol. 35(4), pages 471-495, December.
  2. Liu, Chun & Maheu, John M., 2012. "Intraday dynamics of volatility and duration: Evidence from Chinese stocks," Pacific-Basin Finance Journal, Elsevier, vol. 20(3), pages 329-348.
  3. John M. Maheu & Thomas H. McCurdy & Yong Song, 2012. "Components of Bull and Bear Markets: Bull Corrections and Bear Rallies," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(3), pages 391-403, February.
  4. Anna Danielova & Scott Smart, 2012. "Stock Price Effects of Mandatory Exchangeable Debt," International Advances in Economic Research, Springer, vol. 18(1), pages 40-52, February.

2011

  1. Maheu, John M. & McCurdy, Thomas H., 2011. "Do high-frequency measures of volatility improve forecasts of return distributions?," Journal of Econometrics, Elsevier, vol. 160(1), pages 69-76, January.
  2. Shujing Li & Jiaping Qiu & Chi Wan, 2011. "Corporate globalization and bank lending," Journal of International Business Studies, Palgrave Macmillan, vol. 42(8), pages 1016-1042, October.
  3. Danielova, Anna & Sarkar, Sudipto, 2011. "The effect of leverage on the tax-cut versus investment-subsidy argument," Review of Financial Economics, Elsevier, vol. 20(4), pages 123-129.

2010

  1. Balvers, Ronald & Wu, Yangru, 2010. "Optimal transaction filters under transitory trading opportunities: Theory and empirical illustration," Journal of Financial Markets, Elsevier, vol. 13(1), pages 129-156, February.
  2. He, Zhongfang & Maheu, John M., 2010. "Real time detection of structural breaks in GARCH models," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2628-2640, November.
  3. Jensen, Mark J. & Maheu, John M., 2010. "Bayesian semiparametric stochastic volatility modeling," Journal of Econometrics, Elsevier, vol. 157(2), pages 306-316, August.
  4. Danielova, Anna N. & Smart, Scott B. & Boquist, John, 2010. "What motivates exchangeable debt offerings?," Journal of Corporate Finance, Elsevier, vol. 16(2), pages 159-169, April.

2009

  1. Balvers, Ronald J. & Huang, Dayong, 2009. "Money and the C-CAPM," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 44(02), pages 337-368, April.
  2. Balvers, Ronald J. & Huang, Dayong, 2009. "Evaluation of linear asset pricing models by implied portfolio performance," Journal of Banking & Finance, Elsevier, vol. 33(9), pages 1586-1596, September.
  3. Maheu, John M. & McCurdy, Thomas H., 2009. "How Useful are Historical Data for Forecasting the Long-Run Equity Return Distribution?," Journal of Business & Economic Statistics, American Statistical Association, vol. 27, pages 95-112.
  4. Chun Liu & John M. Maheu, 2009. "Forecasting realized volatility: a Bayesian model-averaging approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(5), pages 709-733.
  5. Luo, Guo Ying, 2009. "Irrationality and monopolistic competition: An evolutionary approach," European Economic Review, Elsevier, vol. 53(5), pages 512-526, July.
  6. Richard Deaves & Erik Lüders & Guo Ying Luo, 2009. "An Experimental Test of the Impact of Overconfidence and Gender on Trading Activity," Review of Finance, European Finance Association, vol. 13(3), pages 555-575.
  7. Qiu, Jiaping & Yu, Fan, 2009. "The market for corporate control and the cost of debt," Journal of Financial Economics, Elsevier, vol. 93(3), pages 505-524, September.

2008

  1. John M. Maheu & Stephen Gordon, 2008. "Learning, forecasting and structural breaks," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(5), pages 553-583.
  2. Chun Liu & John M. Maheu, 2008. "Are There Structural Breaks in Realized Volatility?," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 6(3), pages 326-360, Summer.
  3. Graham, John R. & Li, Si & Qiu, Jiaping, 2008. "Corporate misreporting and bank loan contracting," Journal of Financial Economics, Elsevier, vol. 89(1), pages 44-61, July.
  4. Anna N. Danielova, 2008. "Tracking Stock or Spin-Off? Determinants of Choice," Financial Management, Financial Management Association International, vol. 37(1), pages 125-139, 03.

2007

  1. Balvers, Ronald J. & Mitchell, Douglas W., 2007. "Reducing the dimensionality of linear quadratic control problems," Journal of Economic Dynamics and Control, Elsevier, vol. 31(1), pages 141-159, January.
  2. Balvers, Ronald J. & Huang, Dayong, 2007. "Productivity-based asset pricing: Theory and evidence," Journal of Financial Economics, Elsevier, vol. 86(2), pages 405-445, November.
  3. John M. Maheu & Thomas H. McCurdy, 2007. "Components of Market Risk and Return," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 5(4), pages 560-590, Fall.
  4. Han, Seungjin & Qiu, Jiaping, 2007. "Corporate precautionary cash holdings," Journal of Corporate Finance, Elsevier, vol. 13(1), pages 43-57, March.
  5. Ge, Ying & Qiu, Jiaping, 2007. "Financial development, bank discrimination and trade credit," Journal of Banking & Finance, Elsevier, vol. 31(2), pages 513-530, February.

2006

  1. Balvers, Ronald J. & Wu, Yangru, 2006. "Momentum and mean reversion across national equity markets," Journal of Empirical Finance, Elsevier, vol. 13(1), pages 24-48, January.
  2. Frank Denton & Dean Mountain & Byron Spencer, 2006. "Age, Retirement, and Expenditure Patterns: An Econometric Study of Older Households," Atlantic Economic Journal, International Atlantic Economic Society, vol. 34(4), pages 421-434, December.
  3. Frank T. Denton & Dean C. Mountain & Byron G Spencer, 2006. "Errors of aggregation and errors of specification in a consumer demand model: a theoretical note," Canadian Journal of Economics, Canadian Economics Association, vol. 39(4), pages 1398-1407, November.
  4. Berkowitz, Michael K. & Qiu, Jiaping, 2006. "A further look at household portfolio choice and health status," Journal of Banking & Finance, Elsevier, vol. 30(4), pages 1201-1217, April.

2005

  1. Maheu John, 2005. "Can GARCH Models Capture Long-Range Dependence?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 9(4), pages 1-43, December.
  2. Aivazian, Varouj A. & Ge, Ying & Qiu, Jiaping, 2005. "Corporate governance and manager turnover: An unusual social experiment," Journal of Banking & Finance, Elsevier, vol. 29(6), pages 1459-1481, June.
  3. Aivazian, Varouj A. & Ge, Ying & Qiu, Jiaping, 2005. "The impact of leverage on firm investment: Canadian evidence," Journal of Corporate Finance, Elsevier, vol. 11(1-2), pages 277-291, March.
  4. Aivazian, Varouj A. & Ge, Ying & Qiu, Jiaping, 2005. "Can corporatization improve the performance of state-owned enterprises even without privatization?," Journal of Corporate Finance, Elsevier, vol. 11(5), pages 791-808, October.
  5. Varouj A. Aivazian & Ying Ge & Jiaping Qiu, 2005. "Debt Maturity Structure and Firm Investment," Financial Management, Financial Management Association, vol. 34(4), Winter.

2004

  1. Arnab K. Acharya & Ronald J. Balvers, 2004. "Time Preference and Life Cycle Consumption with Endogenous Survival," Economic Inquiry, Western Economic Association International, vol. 42(4), pages 667-678, October.
  2. John M. Maheu & Thomas H. McCurdy, 2004. "News Arrival, Jump Dynamics, and Volatility Components for Individual Stock Returns," Journal of Finance, American Finance Association, vol. 59(2), pages 755-793, 04.
  3. Frank Denton & Dean Mountain, 2004. "Aggregation effects on price and expenditure elasticities in a quadratic almost ideal demand system," Canadian Journal of Economics, Canadian Economics Association, vol. 37(3), pages 613-628, August.

2003

  1. Luo, Guo Ying, 2003. "Evolution, efficiency and noise traders in a one-sided auction market," Journal of Financial Markets, Elsevier, vol. 6(2), pages 163-197, April.
  2. Berkowitz, Michael K. & Qiu, Jiaping, 2003. "Ownership, risk and performance of mutual fund management companies," Journal of Economics and Business, Elsevier, vol. 55(2), pages 109-134.

2002

  1. Balvers, Ronald J. & Bergstrand, Jeffrey H., 2002. "Government expenditure and equilibrium real exchange rates," Journal of International Money and Finance, Elsevier, vol. 21(5), pages 667-692, October.
  2. John M. Maheu & Thomas H. McCurdy, 2002. "Nonlinear Features of Realized FX Volatility," The Review of Economics and Statistics, MIT Press, vol. 84(4), pages 668-681, November.
  3. Chan, Wing H & Maheu, John M, 2002. "Conditional Jump Dynamics in Stock Market Returns," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(3), pages 377-89, July.
  4. Luo, Guo Ying, 2002. "Mutual Find Fee-Setting, Market Structure and Mark-Ups," Economica, London School of Economics and Political Science, vol. 69(274), pages 245-71, May.
  5. Luo, Guo Ying, 2002. "Collective Decision-Making and Heterogeneity in Tastes," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(2), pages 213-26, April.
  6. Luo, Guo Ying & Brick, Ivan & Frierman, Michael, 2002. " Strategic Decision Making of the Firm under Asymmetric Information," Review of Quantitative Finance and Accounting, Springer, vol. 19(2), pages 215-37, September.

2001

  1. Denton, Frank T. & Mountain, Dean C., 2001. "Income distribution and aggregation/disaggregation biases in the measurement of consumer demand elasticities," Economics Letters, Elsevier, vol. 73(1), pages 21-28, October.
  2. Hirshleifer, David & Luo, Guo Ying, 2001. "On the survival of overconfident traders in a competitive securities market," Journal of Financial Markets, Elsevier, vol. 4(1), pages 73-84, January.

2000

  1. Balvers, Ronald J & Szerb, Laszlo, 2000. "Precaution and Liquidity in the Demand for Housing," Economic Inquiry, Western Economic Association International, vol. 38(2), pages 289-303, April.
  2. Balvers, Ronald J. & Mitchell, Douglas W., 2000. "Efficient gradualism in intertemporal portfolios," Journal of Economic Dynamics and Control, Elsevier, vol. 24(1), pages 21-38, January.
  3. Ronald Balvers & Yangru Wu & Erik Gilliland, 2000. "Mean Reversion across National Stock Markets and Parametric Contrarian Investment Strategies," Journal of Finance, American Finance Association, vol. 55(2), pages 745-772, 04.
  4. Jimmy Ran & Ronald Balvers, 2000. "Exchange Rate Shocks and the Speed of Trade Price Adjustment," Southern Economic Journal, Southern Economic Association, vol. 67(1), pages 200-211, July.
  5. Maheu, John M & McCurdy, Thomas H, 2000. "Identifying Bull and Bear Markets in Stock Returns," Journal of Business & Economic Statistics, American Statistical Association, vol. 18(1), pages 100-112, January.
  6. Maheu, John M. & McCurdy, Thomas H., 2000. "Volatility dynamics under duration-dependent mixing," Journal of Empirical Finance, Elsevier, vol. 7(3-4), pages 345-372, November.

1999

  1. Mountain, Dean C. & Thomas, Hugh, 1999. "Factor price misspecification in bank cost function estimation," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 9(2), pages 163-182, April.
  2. Denton, Frank T & Mountain, Dean C & Spencer, Byron G, 1999. "Age, Trend, and Cohort Effects in a Macro Model of Canadian Expenditure Patterns," Journal of Business & Economic Statistics, American Statistical Association, vol. 17(4), pages 430-43, October.

1998

  1. Luo, Guo Ying, 1998. "Market Efficiency and Natural Selection in a Commodity Futures Market," Review of Financial Studies, Society for Financial Studies, vol. 11(3), pages 647-74.
  2. Luo, Guo Ying, 1998. "The evolution of money as a medium of exchange," Journal of Economic Dynamics and Control, Elsevier, vol. 23(3), pages 415-458, November.

1997

  1. Balvers, Ronald J. & H. Bergstrand, Jeffrey, 1997. "Equilibrium real exchange rates: closed-form theoretical solutions and some empirical evidence," Journal of International Money and Finance, Elsevier, vol. 16(3), pages 345-366, June.
  2. Ronald J. Balvers & Douglas W. Mitchell, 1997. "Autocorrelated Returns and Optimal Intertemporal Portfolio Choice," Management Science, INFORMS, vol. 43(11), pages 1537-1551, November.

1996

  1. Balvers, Ronald & Szerb, Lazlo, 1996. "Location in the Hotelling duopoly model with demand uncertainty," European Economic Review, Elsevier, vol. 40(7), pages 1453-1461, August.
  2. A. Leslie Robb & Dean C. Mountain & Christine H. Feaver & Frank T. Denton & Byron G. Spencer, 1996. "Industry-region load profiles: econometric estimation based on marginal totals," The Annals of Regional Science, Springer, vol. 30(2), pages 223-246.

1995

  1. Mountain, Dean C. & Lawson, Evelyn L., 1995. "Some initial evidence of Canadian responsiveness to time-of-use electricity rates: Detailed daily and monthly analysis," Resource and Energy Economics, Elsevier, vol. 17(2), pages 189-212, August.
  2. Hsiao, Cheng & Mountain, Dean C & Illman, Kathleen Ho, 1995. "A Bayesian Integration of End-Use Metering and Conditional-Demand Analysis," Journal of Business & Economic Statistics, American Statistical Association, vol. 13(3), pages 315-26, July.
  3. Luo Guo Ying, 1995. "Evolution and Market Competition," Journal of Economic Theory, Elsevier, vol. 67(1), pages 223-250, October.

1994

  1. Balvers, Ronald J & Cosimano, Thomas F, 1994. "Inflation Variability and Gradualist Monetary Policy," Review of Economic Studies, Wiley Blackwell, vol. 61(4), pages 721-38, October.

1993

  1. Balvers, Ronald J. & Cosimano, Thomas F., 1993. "Periodic learning about a hidden state variable," Journal of Economic Dynamics and Control, Elsevier, vol. 17(5-6), pages 805-827.

1992

  1. Balvers, Ronald J & Miller, Norman C, 1992. "Profits under Conditions of Uncertainty," Australian Economic Papers, Wiley Blackwell, vol. 31(59), pages 245-59, December.
  2. Balvers, Ronald J & Miller, Norman C, 1992. "Factor Demand under Conditions of Product Demand and Supply Uncertainty," Economic Inquiry, Western Economic Association International, vol. 30(3), pages 544-55, July.
  3. Ronald Balvers, 1992. "A Keynesian general equilibrium model with competitive firms and rational expectations," Journal of Economics, Springer, vol. 56(1), pages 23-38, February.
  4. Mountain, Dean C & Lawson, Evelyn L, 1992. "A Disaggregated Nonhomothetic Modeling of Responsiveness to Residential Time-of-Use Electricity Rates," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 33(1), pages 181-207, February.

1990

  1. Balvers, Ronald J & Cosimano, Thomas F, 1990. "Actively Learning about Demand and the Dynamics of Price Adjustment," Economic Journal, Royal Economic Society, vol. 100(402), pages 882-98, September.
  2. Balvers, Ronald J, 1990. "Variability and the Duration of Search," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 31(3), pages 747-51, August.
  3. Balvers, Ronald J & Cosimano, Thomas F & McDonald, Bill, 1990. " Predicting Stock Returns in an Efficient Market," Journal of Finance, American Finance Association, vol. 45(4), pages 1109-28, September.

1989

  1. Hsiao, Cheng & Mountain, Dean C. & Chan, M. W. Luke & Tsui, Kai Y., 1989. "Modeling Ontario regional electricity system demand using a mixed fixed and random coefficients approach," Regional Science and Urban Economics, Elsevier, vol. 19(4), pages 565-587, December.
  2. Mountain, Dean C., 1989. "A quadratic quasi Cobb-Douglas extension of the multi-input CES formulation," European Economic Review, Elsevier, vol. 33(1), pages 143-158, January.

1988

  1. Balvers, Ronald J, 1988. "Money Supply Variability in a Macro Model of Monopolistic Competition," Economic Inquiry, Western Economic Association International, vol. 26(4), pages 661-85, October.
  2. Balvers, Ronald J, 1988. "Monopoly Power and Downward Price Rigidity under Costly Price Adjustment," Bulletin of Economic Research, Wiley Blackwell, vol. 40(2), pages 115-31, April.
  3. Chan, M W Luke & Mountain, Dean C, 1988. "The Interactive and Causal Relationships Involving Precious Metal," Journal of Business & Economic Statistics, American Statistical Association, vol. 6(1), pages 69-77, January.
  4. Mountain, Dean C, 1988. "The Rotterdam Model: An Approximation in Variable Space," Econometrica, Econometric Society, vol. 56(2), pages 477-84, March.

1987

  1. Hsio, Cheng & Chan, M. W. Luke & Mountain, Dean C. & Tsui, Kai Y., 1987. "An integrated monthly and hourly regional electricity model for Ontario, Canada," Resources and Energy, Elsevier, vol. 9(3), pages 275-299, October.
  2. Denton, Frank T. & Jefferies, Kevan L. & Mountain, Dean C. & Robb, A. Leslie & Spencer, Byron G., 1987. "The response of an industrial firm to alternative electricity rate structures : An optimization model for simulation applications," Resources and Energy, Elsevier, vol. 9(4), pages 327-346, December.
  3. Chan, M. W. Luke & Mountain, D. C., 1987. "Technological change and economies of scale in Canadian financial institutions: A selection from competing hypotheses," Journal of Economics and Business, Elsevier, vol. 39(1), pages 57-66, February.

1986

  1. Chan, M W Luke & Mountain, Dean C, 1986. "Measuring Returns to Scale and Technological Change in Co-operative Banks: A Provincial Analysis of Canadian Credit Unions and Caisses Populaires," Empirical Economics, Springer, vol. 11(4), pages 207-22.
  2. Mountain, Dean C, 1986. "Economies of Scale versus Technological Change: An Aggregate Production Function for Switzerland," The Review of Economics and Statistics, MIT Press, vol. 68(4), pages 707-11, November.
  3. Mountain, Dean C., 1986. "Impact of higher energy prices on wage rates, return to capital, energy intensity and productivity : A regional profit specification," Energy Economics, Elsevier, vol. 8(3), pages 171-176, July.

1985

  1. Mountain, Dean C., 1985. "Productivity and energy price differentials," Regional Science and Urban Economics, Elsevier, vol. 15(3), pages 477-489, August.
  2. Mountain, Dean C, 1985. "The Contribution of Changing Energy and Import Prices to Changing Average Labor Productivity: A Profit Formulation for Canada," The Quarterly Journal of Economics, MIT Press, vol. 100(3), pages 651-75, August.

1983

  1. Chan, M W Luke & Mountain, Dean C, 1983. "Economies of Scale and the Tornqvist Discrete Measure of Productivity Growth," The Review of Economics and Statistics, MIT Press, vol. 65(4), pages 663-67, November.

1982

  1. Mountain, Dean, 1982. "The interdependence of electricity export markets an econometric examination of Quebec in a monopolistic setting," Resources and Energy, Elsevier, vol. 4(4), pages 329-349, December.