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Publications

by alumni of

Ohio State University → Fisher College of Business → Department of Finance

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles | Books | Chapters |

Working papers

2026

  1. Celso Brunetti & Jeffrey H. Harris & Ioannis Spyridopoulos, 2026, "Does Banking Consolidation Harm Households?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2026-027, May, DOI: 10.17016/FEDS.2026.027.

2024

  1. Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac, 2024, "Nonstandard errors," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123002, Jun.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy , 2024, "Nonstandard Errors," Journal of Finance, American Finance Association, volume 79, issue 3, pages 2339-2390, June, DOI: 10.1111/jofi.13337.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,, 2023, "Non-Standard Errors," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2023002, Jan.
    • Utz Weitzel & Michael Razen & Sebastian Neussüs & Michael Kirchler & Magnus Johannesson & Juergen Huber & Felix Holzmeister & Anna Dreber & Albert J. Menkveld & Javier Gil-Bazo, 2021, "Non-Standard Errors," Working Papers, Barcelona School of Economics, number 1303, Dec.
    • Gerardo Ferrara & Simon Jurkatis, 2021, "Non-standard errors," Bank of England Staff Working Paper series, Bank of England, number 955, Dec.
    • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021, "Non-Standard Errors," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2182, Nov.
    • Albert J. et al. Menkveld, 2021, "Non-Standard Errors," CESifo Working Paper Series, CESifo, number 9453.
    • Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022, "Non-Standard Errors," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-09, Jan.
    • Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-Standard Errors," CEPR Discussion Papers, Centre for Economic Policy Research, number 16751, Nov.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03500882, Nov.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-04676112, Apr, DOI: 10.1111/jofi.13337.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Post-Print, HAL, number halshs-03500882, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021, "Non-Standard Errors," Working Papers, Lund University, Department of Economics, number 2021:17, Nov.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Dí­az & Menachem Abudy & Tobi, 2021, "Non-Standard Errors," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2021-31.
    • Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021, "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 21033, Nov.
    • Ciril Bosch-Rosa & Bernhard Kassner, 2023, "Non-Standard Errors," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 385, Feb.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neus ss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Fr mmel & et al, 2021, "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 21/1032, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Declerck, Fany & Moinas, Sophie, 2023, "Non-Standard Errors," TSE Working Papers, Toulouse School of Economics (TSE), number 23-1451, Jun.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021, "Non-standard errors," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1807, Dec.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 11/2021.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 327, DOI: 10.2139/ssrn.3961574.
  2. Stefan Jacewitz & Jonathan Pogach & Haluk Unal & Chengjun Wu, 2024, "Explaining the Life Cycle of Bank-Sponsored Money Market Funds: An Application of the Regulatory Dialectic," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 24-01, Feb, revised 13 Aug 2024, DOI: 10.18651/RWP2024-01.

2021

  1. Celso Brunetti & Jeffrey H. Harris & Shawn Mankad, 2021, "Liquidity Networks, Interconnectedness, and Interbank Information Asymmetry," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2021-017, Mar, DOI: 10.17016/FEDS.2021.017.
  2. Stefan Jacewitz & Haluk Unal & Chengjun Wu, 2021, "Shadow Insurance? Money Market Fund Investors and Bank Sponsorship," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 21-07, Aug, DOI: 10.18651/RWP2021-07.

2018

  1. Celso Brunetti & Jeffrey H. Harris & Shawn Mankad, 2018, "Bank Holdings and Systemic Risk," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2018-063, Sep, DOI: 10.17016/FEDS.2018.063.

2017

  1. Jorge Cruz Lopez & Jeffrey Harris & Christophe Hurlin & Christophe Pérignon, 2017, "CoMargin," Post-Print, HAL, number hal-03579309, Oct, DOI: 10.1017/S0022109017000709.
    • Cruz Lopez, Jorge A. & Harris, Jeffrey H. & Hurlin, Christophe & Pérignon, Christophe, 2017, "CoMargin," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 52, issue 5, pages 2183-2215, October.
    • Jorge A. Cruz Lopez & Jeffrey H. Harris & Christophe Hurlin & Christophe Pérignon, 2015, "CoMargin," Working Papers, HAL, number halshs-00979440, Dec, DOI: 10.2139/ssrn.1943562.

2015

  1. Celso Brunetti & Bahattin Buyuksahin & Jeffrey H. Harris, 2015, "Speculators, Prices and Market Volatility," Staff Working Papers, Bank of Canada, number 15-42, DOI: 10.34989/swp-2015-42.
  2. Celso Brunetti & Jeffrey H. Harris & Shawn Mankad & George Michailidis, 2015, "Interconnectedness in the Interbank Market," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2015-90, Sep, DOI: 10.17016/FEDS.2015.090.

2011

  1. Christophe Pérignon & J.-A. Cruz Lopez & J. H. Harris, 2011, "Clearing house, margin requirements, and systemic risk," Post-Print, HAL, number hal-00578316, Feb.

2008

  1. Harris, Jeffrey H. & Panchapagesan, Venkatesh & Werner, Ingrid, 2008, "Off but Not Gone: A Study of Nasdaq Delistings," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2008-6, Apr.

2005

  1. Wenying Jiangli & Haluk Unal & Chiwon Yom, 2005, "Relationship lending and credit availability during the Asian financial crisis," Proceedings, Federal Reserve Bank of Chicago, number 999.

2004

  1. Angel, James J. & Harris, Jeffrey H. & Panchapagesan, Venkatesh & Werner, Ingrid, 2004, "From Pink Slips to Pink Sheets: Liquidity and Shareholder Wealth Consequences of Nasdaq Delistings," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2004-22, Nov.

2003

  1. John M. Griffin & Jeffrey H. Harris & Selim Topaloglu, 2003, "Investor Behavior over the Rise and Fall of Nasdaq," Yale School of Management Working Papers, Yale School of Management, number ysm431, Oct.

2002

  1. James T. Moser, 2002, "The immediacy implications of exchange organization," Working Paper Series, Federal Reserve Bank of Chicago, number WP-02-09.

2001

  1. Herbert L. Baer & Virginia G. France & James T. Moser, 2001, "Opportunity cost and prudentiality: an analysis of collateral decisions in bilateral and multilateral settings," Working Paper Series, Federal Reserve Bank of Chicago, number WP-01-26.
  2. Haluk Unal & Dilip Madan & Levent Guntay, 2001, "A Simple Approach to Estimate Recovery Rates with APR Violation from Debt Spreads," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 01-07, Feb.
  3. Haluk Unal & Dilip Madan & Levent Güntay, 2001, "Pricing the Risk of Recovery in Default with APR Violation," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 02-21, Aug.

1999

  1. Haluk Unal & Miguel Navarro, 1999, "The Technical Process of Bank Privatization in Mexico," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 97-42, May.
  2. Dilip Madan & Haluk Unal, 1999, "A Two-Factor Hazard-Rate Model for Pricing Risky Debt and the Term Structure of Credit Spreads," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 99-32, Jun.

1998

  1. James T. Moser, 1998, "Contracting innovations and the evolution of clearing and settlement methods at futures exchanges," Working Paper Series, Federal Reserve Bank of Chicago, number WP-98-26.
  2. Moser, James T, 1998, "Contracting Innovations and the Evolution of Exchange Clearinghouses," MPRA Paper, University Library of Munich, Germany, number 35202.
  3. Dilip B. Madan & Haluk Unal, 1998, "Risky debt prices and term-structure of credit spreads," Proceedings, Federal Reserve Bank of Chicago, number 593.

1996

  1. William James Adams & Elijah Brewer & James T. Moser, 1996, "Alligators in the swamp: the impact of derivatives on the financial performance of depository institutions," Working Paper Series, Issues in Financial Regulation, Federal Reserve Bank of Chicago, number WP-96-6.
  2. Elijah Brewer & Bernadette A. Minton & James T. Moser, 1996, "Interest-rate derivatives and bank lending," Working Paper Series, Macroeconomic Issues, Federal Reserve Bank of Chicago, number WP-96-13.
  3. William J. Hanley & Karen McCann & James T. Moser, 1996, "Reconsidering regulatory standards for clearing and settlement systems," Proceedings, Federal Reserve Bank of Chicago, number 517.
  4. Dilip Madan & Haluk Unal, 1996, "Pricing the Risks of Default," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 94-16, Oct.

1995

  1. Paul Kofman & James T. Moser, 1995, "Spreads, information flows and transparency across trading systems," Working Paper Series, Issues in Financial Regulation, Federal Reserve Bank of Chicago, number 95-1.
  2. William J. Hanley & Karen McCann & James T. Moser, 1995, "Public benefits and public concerns: an economic analysis of regulatory standards for clearing facilities," Working Paper Series, Issues in Financial Regulation, Federal Reserve Bank of Chicago, number 95-12.
  3. Herbert L. Baer & Virginia G. France & James T. Moser, 1995, "Determination of collateral deposits by bilateral parties and clearinghouses," Proceedings, Federal Reserve Bank of Chicago, number 473.
  4. Haluk Unal, 1995, "Regulatory Misconceptions in Pricing Thrift Conversions: A Closer Look at the Appraisal Process," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 95-15, Apr.
  5. Catherine M. Schrand & Haluk Unal, 1995, "Hedging and Coordinated Risk Management: Evidence from Thrift Conversions," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 96-05, Dec.

1994

  1. James T. Moser, 1994, "Origins of the modern exchange clearinghouse: a history of early clearing and settlement methods at futures exchanges," Working Paper Series, Issues in Financial Regulation, Federal Reserve Bank of Chicago, number 94-3.
  2. Elijah Brewer & Bernadette A. Minton & James T. Moser, 1994, "The effect of bank-held derivatives on credit accessibility," Working Paper Series, Issues in Financial Regulation, Federal Reserve Bank of Chicago, number 94-5.
  3. Baer, Herbert L. & France, Virginia G. & Moser, James T., 1994, "Opportunity cost and prudentiality : an analysis of futures clearinghouse behavior," Policy Research Working Paper Series, The World Bank, number 1340, Aug.

1993

  1. Herbert L. Baer & Virginia G. France & James T. Moser, 1993, "Opportunity cost and prudentiality: a representative-agent model of futures clearinghouse behavior," Working Paper Series, Issues in Financial Regulation, Federal Reserve Bank of Chicago, number 93-18.

1992

  1. James T. Moser, 1992, "Trading activity, program trading, and the volatility of stock returns," Working Paper Series, Issues in Financial Regulation, Federal Reserve Bank of Chicago, number 92-16.
  2. James T. Moser & Jacky C. So, 1992, "An investigation of returns conditional on trading performance," Working Paper Series, Issues in Financial Regulation, Federal Reserve Bank of Chicago, number 92-24.
  3. Unal, Haluk & Demirguc-Kunt, Asli & Kwok-Wai Leung, 1992, "The Brady Plan, the 1989 Mexican debt reduction agreement, and bank stock returns in the United States and Japan," Policy Research Working Paper Series, The World Bank, number 1012, Nov.

1990

  1. Ramon P. DeGennaro & James T. Moser, 1990, "Failed delivery and daily Treasury bill returns," Working Papers (Old Series), Federal Reserve Bank of Cleveland, number 9003.
  2. James T. Moser, 1990, "Evidence on the impact of futures margin specifications on the performance of futures and cash markets," Working Paper Series, Issues in Financial Regulation, Federal Reserve Bank of Chicago, number 90-20.
  3. Asli Demirgüč-Kunt & Edward J. Kane & Haluk Unal, 1990, "Capital positions of Japanese banks," Proceedings, Federal Reserve Bank of Chicago, number 293.

1989

  1. Ramon P. DeGennaro & James T. Moser, 1989, "Variability and stationarity of term premia," Working Paper Series, Issues in Financial Regulation, Federal Reserve Bank of Chicago, number 89-16.

1988

  1. Edward J. Kane & Haluk Unal, 1988, "Parameter variability, event studies, and the two-index model," Proceedings, Federal Reserve Bank of Chicago, number 197.
  2. Edward J. Kane & Haluk Unal, 1988, "Change in Market Assessments of Deposit-Institution Riskiness," NBER Working Papers, National Bureau of Economic Research, Inc, number 2530, Mar.
  3. Edward J. Kane & Haluk Unal, 1988, "Modeling Structural and Temporal Variation in the Market's Valuation of Banking Firms," NBER Working Papers, National Bureau of Economic Research, Inc, number 2693, Aug.

1987

  1. Edward J. Kane & Haluk Unal, 1987, "Off-balance-sheet items and the changing market and interest-rate sensitivity of deposit-institution equity returns," Proceedings, Federal Reserve Bank of Chicago, number 171.

Undated

  1. Kofman, Paul & Moser, James T., undated, "Stock Margins and the Conditional Probability of Price Reversals," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267625, DOI: 10.22004/ag.econ.267625.
  2. Kofman, Paul & Bouwman, Tony & Moser, James T., undated, "Is There Life(F)E After DTB?: Competitive Aspects of Cross Listed Futures Contracts on Synchronous Markets," Department of Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 267626, DOI: 10.22004/ag.econ.267626.
  3. Levent Güntay & N. R. Prabhala & Haluk Unal, undated, "Callable Bonds and Hedging," Center for Financial Institutions Working Papers, Wharton School Center for Financial Institutions, University of Pennsylvania, number 02-13.

Journal articles

2026

  1. Peppe, Matthew & Unal, Haluk, 2026, "Do municipalities pay more to issue unrated bonds?," Journal of Financial Stability, Elsevier, volume 82, issue C, DOI: 10.1016/j.jfs.2025.101482.

2025

  1. Jacewitz, Stefan & Pogach, Jonathan & Unal, Haluk & Wu, Chengjun, 2025, "The regulatory dialectic in bank-sponsored money market funds," Journal of Financial Stability, Elsevier, volume 80, issue C, DOI: 10.1016/j.jfs.2025.101454.

2024

  1. Amy K Edwards & Adam V Reed & Pedro A C Saffi, 2024, "A Survey of Short-Selling Regulations," The Review of Asset Pricing Studies, Society for Financial Studies, volume 14, issue 4, pages 613-639.
  2. Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad‐Díaz & Menachem (Meni) Abudy , 2024, "Nonstandard Errors," Journal of Finance, American Finance Association, volume 79, issue 3, pages 2339-2390, June, DOI: 10.1111/jofi.13337.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Hasse, Jean-Baptiste & e.a.,, 2023, "Non-Standard Errors," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2023002, Jan.
    • Utz Weitzel & Michael Razen & Sebastian Neussüs & Michael Kirchler & Magnus Johannesson & Juergen Huber & Felix Holzmeister & Anna Dreber & Albert J. Menkveld & Javier Gil-Bazo, 2021, "Non-Standard Errors," Working Papers, Barcelona School of Economics, number 1303, Dec.
    • Gerardo Ferrara & Simon Jurkatis, 2021, "Non-standard errors," Bank of England Staff Working Paper series, Bank of England, number 955, Dec.
    • Menkveld, A. & Dreber, A. & Holzmeister, F. & Huber, J. & Johannesson, M. & Kirchler, M. & Neusüss, S. & Razen, M. & Neusüss, S. & Neusüss, S., 2021, "Non-Standard Errors," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2182, Nov.
    • Albert J. et al. Menkveld, 2021, "Non-Standard Errors," CESifo Working Paper Series, CESifo, number 9453.
    • Francesco Franzoni & Roxana Mihet & Markus Leippold & Per Ostberg & Olivier Scaillet & Norman Schürhoff & Oksana Bashchenko & Nicola Mano & Michele Pelli, 2022, "Non-Standard Errors," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-09, Jan.
    • Wolff, Christian & Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüess, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-Standard Errors," CEPR Discussion Papers, Centre for Economic Policy Research, number 16751, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüß, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Menac, 2024, "Nonstandard errors," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 123002, Jun.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL, number halshs-03500882, Nov.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-04676112, Apr, DOI: 10.1111/jofi.13337.
    • Albert Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüß & Michael Razen & Utz Weitzel & David Abad-Díaz & Tobias Adrian & Yacine Ai, 2024, "Nonstandard Errors," Post-Print, HAL, number hal-05077550, Apr, DOI: 10.1111/jofi.13337.
    • Albert J Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard & David Abad-Dí, 2021, "Non-Standard Errors," Post-Print, HAL, number halshs-03500882, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Juergen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz & Abad-Díaz, David & Abudy, Mena, 2021, "Non-Standard Errors," Working Papers, Lund University, Department of Economics, number 2021:17, Nov.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Jürgen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & David Abad-Dí­az & Menachem Abudy & Tobi, 2021, "Non-Standard Errors," Working Papers, Faculty of Economics and Statistics, Universität Innsbruck, number 2021-31.
    • Albert J. Menkveld & Anna Dreber & Félix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neusüss & Michael Razen & Utz Weitzel & Gunther Capelle-Blancard, 2021, "Non-Standard Errors," Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne, number 21033, Nov.
    • Ciril Bosch-Rosa & Bernhard Kassner, 2023, "Non-Standard Errors," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 385, Feb.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neus ss & Michael Razen & Utz Weitzel & Edwin Baidoo & Michael Fr mmel & et al, 2021, "Non-Standard Errors," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium, Ghent University, Faculty of Economics and Business Administration, number 21/1032, Nov.
    • Menkveld, Albert J. & Dreber, Anna & Declerck, Fany & Moinas, Sophie, 2023, "Non-Standard Errors," TSE Working Papers, Toulouse School of Economics (TSE), number 23-1451, Jun.
    • Albert J. Menkveld & Anna Dreber & Felix Holzmeister & Juergen Huber & Magnus Johannesson & Michael Kirchler & Sebastian Neussüs & Michael Razen & Utz Weitzel & Christian T. Brownlees & Javier Gil-Baz, 2021, "Non-standard errors," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1807, Dec.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," IWH Discussion Papers, Halle Institute for Economic Research (IWH), number 11/2021.
    • Menkveld, Albert J. & Dreber, Anna & Holzmeister, Felix & Huber, Jürgen & Johannesson, Magnus & Kirchler, Michael & Neusüss, Sebastian & Razen, Michael & Weitzel, Utz, 2021, "Non-standard errors," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 327, DOI: 10.2139/ssrn.3961574.
  3. Celso Brunetti & Jeffrey H. Harris & Bahattin Büyükşahin, 2024, "Crude Oil Price Movements and Institutional Traders," Commodities, MDPI, volume 3, issue 1, pages 1-23, February.

2023

  1. Brunetti, Celso & Harris, Jeffrey H. & Mankad, Shawn, 2023, "Networks, interconnectedness, and interbank information asymmetry," Journal of Financial Stability, Elsevier, volume 67, issue C, DOI: 10.1016/j.jfs.2023.101163.

2022

  1. Brunetti, Celso & Harris, Jeffrey H. & Mankad, Shawn, 2022, "The urgency to borrow in the interbank market," Economics Letters, Elsevier, volume 221, issue C, DOI: 10.1016/j.econlet.2022.110900.
  2. Brunetti, Celso & Harris, Jeffrey H. & Mankad, Shawn, 2022, "Sidedness in the interbank market," Journal of Financial Markets, Elsevier, volume 59, issue PA, DOI: 10.1016/j.finmar.2021.100663.
  3. Stefan Jacewitz & Haluk Unal & Chengjun Wu, 2022, "Shadow Insurance? Money Market Fund Investors and Bank Sponsorship
    [Do global banks spread global imbalances? Asset-backed commercial paper during the financial crisis of 2007–09]    ," The Review of Corporate Finance Studies, Society for Financial Studies, volume 11, issue 2, pages 414-456.

2019

  1. Brunetti, Celso & Harris, Jeffrey H. & Mankad, Shawn & Michailidis, George, 2019, "Interconnectedness in the interbank market," Journal of Financial Economics, Elsevier, volume 133, issue 2, pages 520-538, DOI: 10.1016/j.jfineco.2019.02.006.

2018

  1. Boyd, Naomi E. & Harris, Jeffrey H. & Li, Bingxin, 2018, "An update on speculation and financialization in commodity markets," Journal of Commodity Markets, Elsevier, volume 10, issue C, pages 91-104, DOI: 10.1016/j.jcomm.2018.05.005.

2017

  1. Cruz Lopez, Jorge A. & Harris, Jeffrey H. & Hurlin, Christophe & Pérignon, Christophe, 2017, "CoMargin," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 52, issue 5, pages 2183-2215, October.
    • Jorge Cruz Lopez & Jeffrey Harris & Christophe Hurlin & Christophe Pérignon, 2017, "CoMargin," Post-Print, HAL, number hal-03579309, Oct, DOI: 10.1017/S0022109017000709.
    • Jorge A. Cruz Lopez & Jeffrey H. Harris & Christophe Hurlin & Christophe Pérignon, 2015, "CoMargin," Working Papers, HAL, number halshs-00979440, Dec, DOI: 10.2139/ssrn.1943562.
  2. Lada Adamic & Celso Brunetti & Jeffrey H. Harris & Andrei Kirilenko, 2017, "Trading networks," Econometrics Journal, Royal Economic Society, volume 20, issue 3, pages 126-149, October.
  3. Fang Zhao & James Moser, 2017, "Bank Lending and Interest- Rate Derivatives," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, volume 8, issue 4, pages 23-37, October, DOI: 10.5430/ijfr.v8n4p23.

2016

  1. Brunetti, Celso & Büyükşahin, Bahattin & Harris, Jeffrey H., 2016, "Speculators, Prices, and Market Volatility," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 51, issue 5, pages 1545-1574, October.
  2. Naomi E. Boyd & Bahattin Büyükşahin & Michael S. Haigh & Jeffrey H. Harris, 2016, "The Prevalence, Sources, and Effects of Herding," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 36, issue 7, pages 671-694, July.

2015

  1. Charlie X. Cai & Jeffrey H. Harris & Robert S. Hudson & Kevin Keasey, 2015, "Informed Trading and Market Structure," European Financial Management, European Financial Management Association, volume 21, issue 1, pages 148-177, January, DOI: 10.1111/eufm.12003.
  2. Bennett, Rosalind L. & Güntay, Levent & Unal, Haluk, 2015, "Inside debt, bank default risk, and performance during the crisis," Journal of Financial Intermediation, Elsevier, volume 24, issue 4, pages 487-513, DOI: 10.1016/j.jfi.2014.11.006.
  3. Rosalind L. Bennett & Haluk Unal, 2015, "Understanding the Components of Bank Failure Resolution Costs," Financial Markets, Institutions & Instruments, John Wiley & Sons, volume 24, issue 5, pages 349-389, December, DOI: 10.1111/fmii.12031.

2014

  1. Michael Goldstein & Jeffrey H. Harris & Mohsen Saad, 2014, "The Sound of Silence," The Financial Review, Eastern Finance Association, volume 49, issue 2, pages 203-230, May.
  2. Bennett, Rosalind L. & Unal, Haluk, 2014, "The effects of resolution methods and industry stress on the loss on assets from bank failures," Journal of Financial Stability, Elsevier, volume 15, issue C, pages 18-31, DOI: 10.1016/j.jfs.2014.06.007.
  3. Haluk Unal, 2014, "Editorial," Journal of Financial Services Research, Springer;Western Finance Association, volume 45, issue 1, pages 1-3, February, DOI: 10.1007/s10693-014-0191-9.

2013

  1. Celso Brunetti & Bahattin Bykahin & Jeffrey H. Harris, 2013, "Herding and Speculation in the Crude Oil Market," The Energy Journal, , volume 34, issue 3, pages 83-104, July, DOI: 10.5547/01956574.34.3.5.
  2. Bahattin Büyük şahin & Thomas K. Lee & James T. Moser & Michel A. Robe, 2013, "Physical Markets, Paper Markets and the WTI-Brent Spread," The Energy Journal, , volume 34, issue 3, pages 129-152, July, DOI: 10.5547/01956574.34.3.7.

2012

  1. Paul Kupiec & Haluk Unal, 2012, "Editors’ Note on the Special Issue of the 10th FDIC/JFSR Bank Research Conference," Journal of Financial Services Research, Springer;Western Finance Association, volume 42, issue 1, pages 1-3, October, DOI: 10.1007/s10693-012-0143-1.

2011

  1. John M. Griffin & Jeffrey H. Harris & Tao Shu & Selim Topaloglu, 2011, "Who Drove and Burst the Tech Bubble?," Journal of Finance, American Finance Association, volume 66, issue 4, pages 1251-1290, August.
  2. Celso Brunetti & Mario di Filippo & Jeffrey H. Harris, 2011, "Effects of Central Bank Intervention on the Interbank Market During the Subprime Crisis," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 6, pages 2053-2083.
  3. Bahattin Büyükşahin & Jeffrey H. Harris, 2011, "Do Speculators Drive Crude Oil Futures Prices?," The Energy Journal, , volume 32, issue 2, pages 167-202, April, DOI: 10.5547/ISSN0195-6574-EJ-Vol32-No2-.
  4. Nicole M. Aulerich & Raymond P. H. Fishe & Jeffrey H. Harris, 2011, "Why do expiring futures and cash prices diverge for grain markets?," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 31, issue 6, pages 503-533, June.
  5. Kristina Minnick & Haluk Unal & Liu Yang, 2011, "Pay for Performance? CEO Compensation and Acquirer Returns in BHCs," The Review of Financial Studies, Society for Financial Studies, volume 24, issue 2, pages 439-472.

2010

  1. Edwards, Amy K. & Hanley, Kathleen Weiss, 2010, "Short selling in initial public offerings," Journal of Financial Economics, Elsevier, volume 98, issue 1, pages 21-39, October.

2009

  1. Paul Kofman & David Michayluk & James T. Moser, 2009, "Reversing the lead, or a series of unfortunate events? NYMEX, ICE, and Amaranth," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 29, issue 12, pages 1130-1160, December.

2008

  1. Haluk Ünal, 2008, "Editorial," Journal of Financial Services Research, Springer;Western Finance Association, volume 33, issue 1, pages 1-3, February, DOI: 10.1007/s10693-007-0024-1.
  2. Douglas Evanoff & Haluk Unal, 2008, "Introduction to the Special Issue: The Bank Structure Conference through the years," Journal of Financial Services Research, Springer;Western Finance Association, volume 34, issue 2, pages 93-97, December, DOI: 10.1007/s10693-008-0045-4.
  3. Wenying Jiangli & Haluk Unal & Chiwon Yom, 2008, "Relationship Lending, Accounting Disclosure, and Credit Availability during the Asian Financial Crisis," Journal of Money, Credit and Banking, Blackwell Publishing, volume 40, issue 1, pages 25-55, February.
  4. Dilip B. Madan & Haluk Ünal, 2008, "Pricing Reinsurance Contracts on FDIC Losses," Financial Markets, Institutions & Instruments, John Wiley & Sons, volume 17, issue 3, pages 225-247, August, DOI: 10.1111/j.1468-0416.2008.00140.x.

2007

  1. Amy K. Edwards & Lawrence E. Harris & Michael S. Piwowar, 2007, "Corporate Bond Market Transaction Costs and Transparency," Journal of Finance, American Finance Association, volume 62, issue 3, pages 1421-1451, June, DOI: 10.1111/j.1540-6261.2007.01240.x.
  2. Griffin, John M. & Harris, Jeffrey H. & Topaloglu, Selim, 2007, "Why are IPO investors net buyers through lead underwriters?," Journal of Financial Economics, Elsevier, volume 85, issue 2, pages 518-551, August.

2004

  1. Penas, Maria Fabiana & Unal, Haluk, 2004, "Gains in bank mergers: Evidence from the bond markets," Journal of Financial Economics, Elsevier, volume 74, issue 1, pages 149-179, October.

2003

  1. Edwards, Amy K., 2003, "Discussion of "Competition among markets: The repeal of Rule 390" by Kam, Panchapagesan and Weaver," Journal of Banking & Finance, Elsevier, volume 27, issue 9, pages 1737-1741, September.
  2. John M. Griffin & Jeffrey H. Harris & Selim Topaloglu, 2003, "The Dynamics of Institutional and Individual Trading," Journal of Finance, American Finance Association, volume 58, issue 6, pages 2285-2320, December, DOI: 10.1046/j.1540-6261.2003.00606.x.
  3. Patrick De Fontnouvelle & Raymond P. H. Fishe & Jeffrey H. Harris, 2003, "The Behavior of Bid‐Ask Spreads and Volume in Options Markets during the Competition for Listings in 1999," Journal of Finance, American Finance Association, volume 58, issue 6, pages 2437-2463, December, DOI: 10.1046/j.1540-6261.2003.00611.x.
  4. Unal, Haluk & Madan, Dilip & Guntay, Levent, 2003, "Pricing the risk of recovery in default with absolute priority rule violation," Journal of Banking & Finance, Elsevier, volume 27, issue 6, pages 1001-1025, June.

2002

  1. William G. Christie & Shane A. Corwin & Jeffrey H. Harris, 2002, "Nasdaq Trading Halts: The Impact of Market Mechanisms on Prices, Trading Activity, and Execution Costs," Journal of Finance, American Finance Association, volume 57, issue 3, pages 1443-1478, June, DOI: 10.1111/1540-6261.00466.

2001

  1. Shane A. Corwin & Jeffrey H. Harris, 2001, "The Initial Listing Decisions of Firms that Go Public," Financial Management, Financial Management Association, volume 30, issue 1, Spring.
  2. Paul Kofman & James T. Moser, 2001, "Stock margins and the condition probability of price reversals," Economic Perspectives, Federal Reserve Bank of Chicago, volume 25, issue Q III, pages 2-12.
  3. Elijah Brewer & William E. Jackson & James T. Moser, 2001, "The value of using interest rate derivatives to manage risk of U.S. banking organizations," Economic Perspectives, Federal Reserve Bank of Chicago, volume 25, issue Q III, pages 49-66.
  4. James T. Moser, 2001, "Fostering mainstream financial access: www.chicagofed.org/unbanked/," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue Feb.
  5. Julapa Jagtiani & James T. Moser, 2001, "Do markets react to regulatory information?," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue Jun.
  6. Linda Allen & Julapa Jagtiani & James Moser, 2001, "Further Evidence on the Information Content of Bank Examination Ratings: A Study of BHC-to-FHC Conversion Applications," Journal of Financial Services Research, Springer;Western Finance Association, volume 20, issue 2, pages 213-232, October, DOI: 10.1023/A:1012468209157.
  7. H. Wilhelm & D. Jaccard & R. Duprat & C. Bourbonnais & D. Jérome & J. Moser & C. Carcel & J.M. Fabre, 2001, "The case for universality of the phase diagram of the Fabre and Bechgaard salts," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, volume 21, issue 2, pages 175-183, May, DOI: 10.1007/PL00011120.

2000

  1. Alexander, Gordon J. & Edwards, Amy K. & Ferri, Michael G., 2000, "The determinants of trading volume of high-yield corporate bonds," Journal of Financial Markets, Elsevier, volume 3, issue 2, pages 177-204, May.
  2. Gordon J. Alexander & Amy K. Edwards & Michael G. Ferri, 2000, "What Does Nasdaq's High Yield Bond Market Reveal about Bondholder-Shareholder Conflict?," Financial Management, Financial Management Association, volume 29, issue 1, Spring.
  3. Brewer III, Elijah & Minton, Bernadette A. & Moser, James T., 2000, "Interest-rate derivatives and bank lending," Journal of Banking & Finance, Elsevier, volume 24, issue 3, pages 353-379, March.
  4. Linda Allen & Julapa Jagtiani & James T. Moser, 2000, "Do market react to bank examination ratings? evidence of indirect disclosure of management quality through BHCs' application to convert to FHC," Emerging Issues, Federal Reserve Bank of Chicago, issue Oct.
  5. James T. Moser, 2000, "A modest proposal: securitizing multinational LDC debt," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue Sep.
  6. Madan, Dilip & Unal, Haluk, 2000, "A Two-Factor Hazard Rate Model for Pricing Risky Debt and the Term Structure of Credit Spreads," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 35, issue 1, pages 43-65, March.

1999

  1. Michael J. Barclay & William G. Christie & Jeffrey H. Harris & Eugene Kandel & Paul H. Schultz, 1999, "Effects of Market Reform on the Trading Costs and Depths of Nasdaq Stocks," Journal of Finance, American Finance Association, volume 54, issue 1, pages 1-34, February, DOI: 10.1111/0022-1082.00097.
  2. Haluk Unal & Miguel Navarro, 1999, "POLICY PAPER: The Technical Process of Bank Privatization in Mexico," Journal of Financial Services Research, Springer;Western Finance Association, volume 16, issue 1, pages 61-83, September, DOI: 10.1023/A:1008162832710.

1998

  1. Harris, Jeffrey H. & Schultz, Paul H., 1998, "The trading profits of SOES bandits," Journal of Financial Economics, Elsevier, volume 50, issue 1, pages 39-62, October.
  2. James T. Moser, 1998, "Credit derivatives: just-in-time provisioning for loan losses," Economic Perspectives, Federal Reserve Bank of Chicago, volume 22, issue Q IV, pages 2-11.
  3. James T. Moser, 1998, "Credit derivatives: the latest new thing," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue Jun.

1997

  1. Harris, Jeffrey H. & Schultz, Paul H., 1997, "The importance of firm quotes and rapid executions: Evidence from the January 1994 SOES rules change," Journal of Financial Economics, Elsevier, volume 45, issue 1, pages 135-166, July.
  2. Paul Kofman & James Moser, 1997, "Spreads, information flows and transparency across trading systems," Applied Financial Economics, Taylor & Francis Journals, volume 7, issue 3, pages 281-294, DOI: 10.1080/096031097333646.
  3. Haluk Unal, 1997, "Regulatory Misconceptions in Pricing Thrift Conversions: A Closer Look at the Appraisal Process," Journal of Financial Services Research, Springer;Western Finance Association, volume 11, issue 3, pages 239-254, June, DOI: 10.1023/A:1007942725098.

1996

  1. Elijah Brewer & William E. Jackson & James T. Moser, 1996, "Alligators in the swamp: the impact of derivatives on the financial performance of depository institutions," Proceedings, Federal Reserve Bank of Cleveland, issue Aug, pages 482-501.
  2. William J. Hanley & Karen McCann & James T. Moser, 1996, "Improving regulatory standards for clearing facilities," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue Jan.
  3. James T. Moser & Subu Venkataraman, 1996, "The economics of disclosure requirements for derivatives," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue Oct.

1994

  1. Christie, William G & Harris, Jeffrey H & Schultz, Paul H, 1994, "Why Did NASDAQ Market Makers Stop Avoiding Odd-Eighth Quotes?," Journal of Finance, American Finance Association, volume 49, issue 5, pages 1841-1860, December.
  2. James T. Moser, 1994, "Does program trading cause stock prices to overreact?," Economic Perspectives, Federal Reserve Bank of Chicago, volume 18, issue Jul, pages 19-24.
  3. Virginia G. France & Laura E. Kodres & James T. Moser, 1994, "A review of regulatory mechanisms to control the volatility of prices," Economic Perspectives, Federal Reserve Bank of Chicago, volume 18, issue Nov, pages 15-28.
  4. James T. Moser, 1994, "What is multilateral clearing and who cares?," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue Nov.
  5. James T. Moser, 1994, "A note on the crash and participation in stock index futures," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 14, issue 1, pages 117-119, February.

1993

  1. Maksimovic, Vojislav & Unal, Haluk, 1993, "Issue Size Choice and "Underpricing" in Thrift Mutual-to-Stock Conversions," Journal of Finance, American Finance Association, volume 48, issue 5, pages 1659-1692, December.
  2. Unal, Haluk & Demirguc-Kunt, Asli & Leung, Kwok-Wai, 1993, "The Brady Plan, 1989 Mexican Debt-Reduction Agreement, and Bank Stock Returns in United States and Japan," Journal of Money, Credit and Banking, Blackwell Publishing, volume 25, issue 3, pages 410-429, August.

1992

  1. James T. Moser, 1992, "Determining margin for futures contracts: the role of private interests and the relevance of excess volatility," Economic Perspectives, Federal Reserve Bank of Chicago, volume 16, issue Mar, pages 2-18.

1991

  1. James T. Moser, 1991, "Futures margin and excess volatility," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue Jun.

1990

  1. James T. Moser, 1990, "Circuit breakers," Economic Perspectives, Federal Reserve Bank of Chicago, volume 14, issue Sep, pages 2-13.
  2. James T. Moser & Billy Helms, 1990, "An examination of basis risk due to estimation," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 10, issue 5, pages 457-467, October.
  3. James T. Moser, 1990, "Public policy intervention through futures market operations," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 10, issue 6, pages 567-571, December.
  4. Kane, Edward J & Unal, Haluk, 1990, "Modeling Structural and Temporal Variation in the Market's Valuation of Banking Firms," Journal of Finance, American Finance Association, volume 45, issue 1, pages 113-136, March.

1989

  1. Moser, James T & Lindley, James T, 1989, "A Simple Formula for Duration: An Extension," The Financial Review, Eastern Finance Association, volume 24, issue 4, pages 611-615, November.
  2. James T. Moser, 1989, "A good hedge keeps dogs off the yard," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue Nov.
  3. Unal, Haluk, 1989, "Impact of Deposit-Rate Ceiling Changes on Bank Stock Returns," Journal of Money, Credit and Banking, Blackwell Publishing, volume 21, issue 2, pages 206-220, May.

1988

  1. Born, Jeffery A & Moser, James T, 1988, "An Investigation into the Role of the Market Portfolio in the Arbitrage Pricing Theory," The Financial Review, Eastern Finance Association, volume 23, issue 3, pages 287-299, August.
  2. Sanders, Anthony B. & Unal, Haluk, 1988, "On the Intertemporal Behavior of the Short-Term Rate of Interest," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 23, issue 4, pages 417-423, December.

Books

2024

  1. H. Kent Baker & Jeffrey H. Harris & Ghiyath F. Nakshbendi (ed.), 2024, "The Palgrave Handbook of Sovereign Wealth Funds," Springer Books, Springer, number 978-3-031-50821-9, ISBN: ARRAY(0x707f7410), DOI: 10.1007/978-3-031-50821-9.

Chapters

2024

  1. Jeffrey H. Harris & Timothy J. Timura, 2024, "The SWF Portfolio: Next-Generation Challenges and Opportunities," Springer Books, Springer, chapter 0, in: H. Kent Baker & Jeffrey H. Harris & Ghiyath F. Nakshbendi, "The Palgrave Handbook of Sovereign Wealth Funds", DOI: 10.1007/978-3-031-50821-9_22.
  2. H. Kent Baker & Jeffrey H. Harris & Ghiyath F. Nakshbendi, 2024, "Correction to: The Palgrave Handbook of Sovereign Wealth Funds," Springer Books, Springer, chapter 34, in: H. Kent Baker & Jeffrey H. Harris & Ghiyath F. Nakshbendi, "The Palgrave Handbook of Sovereign Wealth Funds", DOI: 10.1007/978-3-031-50821-9_34.

2006

  1. Amy K Edwards, 2006, "Corporate bond market microstructure and transparency - the US experience," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Developing corporate bond markets in Asia".

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