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Publications

by alumni of

Department of Finance
Fisher College of Business
Ohio State University
Columbus, Ohio (United States)

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 |

Working papers

Undated material is listed at the end

2018

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

2015

  1. Jorge Cruz Lopez & Jeffrey Harris & Christophe Hurlin & Christophe Pérignon, 2015. "CoMargin," Working Papers halshs-00979440, HAL.
  2. Celso Brunetti & Jeffrey H. Harris & Shawn Mankad & George Michailidis, 2015. "Interconnectedness in the Interbank Market," Finance and Economics Discussion Series 2015-90, Board of Governors of the Federal Reserve System (U.S.).
  3. Celso Brunetti & Bahattin Buyuksahin & Jeffrey H. Harris, 2015. "Speculators, Prices and Market Volatility," Staff Working Papers 15-42, Bank of Canada.

2011

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

2008

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

2005

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

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 2004-22, Ohio State University, Charles A. Dice Center for Research in Financial Economics.

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 ysm431, Yale School of Management.

2002

  1. James T. Moser, 2002. "The Immediacy Implications of Exchange Orgzanization," Center for Financial Institutions Working Papers 02-11, Wharton School Center for Financial Institutions, University of Pennsylvania.

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 WP-01-26, Federal Reserve Bank of Chicago.
  2. Haluk Unal & Dilip Madan & Levent Güntay, 2001. "Pricing the Risk of Recovery in Default with APR Violation," Center for Financial Institutions Working Papers 02-21, Wharton School Center for Financial Institutions, University of Pennsylvania.
  3. 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 01-07, Wharton School Center for Financial Institutions, University of Pennsylvania.

1999

  1. Haluk Unal & Miguel Navarro, 1999. "The Technical Process of Bank Privatization in Mexico," Center for Financial Institutions Working Papers 97-42, Wharton School Center for Financial Institutions, University of Pennsylvania.
  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 99-32, Wharton School Center for Financial Institutions, University of Pennsylvania.

1998

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

1996

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

1995

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

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 94-3, Federal Reserve Bank of Chicago.
  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 94-5, Federal Reserve Bank of Chicago.
  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 1340, The World Bank.

1993

  1. Tony Bouwman & Paul Kofman & James T. Moser, 1993. "Is there Lif(f)e after DTB?: competitive aspects of cross listed futures contracts on synchronous markets," Working Paper Series, Issues in Financial Regulation 93-11, Federal Reserve Bank of Chicago.
  2. 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 93-18, Federal Reserve Bank of Chicago.
  3. Paul Kofman & James T. Moser, 1993. "Stock margins and the conditional probability of price reversals," Working Paper Series, Issues in Financial Regulation 93-5, Federal Reserve Bank of Chicago.

1992

  1. James T. Moser, 1992. "Trading activity, program trading, and the volatility of stock returns," Working Paper Series, Issues in Financial Regulation 92-16, Federal Reserve Bank of Chicago.
  2. James T. Moser & Jacky C. So, 1992. "An investigation of returns conditional on trading performance," Working Paper Series, Issues in Financial Regulation 92-24, Federal Reserve Bank of Chicago.
  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 1012, The World Bank.

1991

  1. Kane, Edward J. & Unal, Haluk & Demirguc-Kunt, Asli, 1991. "Capital positions of Japanese banks," Policy Research Working Paper Series 572, The World Bank.

1990

  1. Ramon P. DeGennaro & James T. Moser, 1990. "Failed delivery and daily Treasury bill returns," Working Papers (Old Series) 9003, Federal Reserve Bank of Cleveland.
  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 90-20, Federal Reserve Bank of Chicago.

1989

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

1988

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

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 171, Federal Reserve Bank of Chicago.

Undated

  1. Levent Güntay & N. R. Prabhala & Haluk Unal, "undated". "Callable Bonds and Hedging," Center for Financial Institutions Working Papers 02-13, Wharton School Center for Financial Institutions, University of Pennsylvania.

Journal articles

2019

  1. Brunetti, Celso & Harris, Jeffrey H. & Mankad, Shawn & Michailidis, George, 2019. "Interconnectedness in the interbank market," Journal of Financial Economics, Elsevier, vol. 133(2), pages 520-538.

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, vol. 10(C), pages 91-104.

2017

  1. Cruz Lopez, Jorge A. & Harris, Jeffrey H. & Hurlin, Christophe & Pérignon, Christophe, 2017. "CoMargin," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 52(5), pages 2183-2215, October.
    • Jorge Cruz Lopez & Jeffrey Harris & Christophe Hurlin & Christophe Pérignon, 2015. "CoMargin," Working Papers halshs-00979440, HAL.
  2. Lada Adamic & Celso Brunetti & Jeffrey H. Harris & Andrei Kirilenko, 2017. "Trading networks," Econometrics Journal, Royal Economic Society, vol. 20(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, vol. 8(4), pages 23-37, October.

2016

  1. 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., vol. 36(7), pages 671-694, July.
  2. Brunetti, Celso & Büyükşahin, Bahattin & Harris, Jeffrey H., 2016. "Speculators, Prices, and Market Volatility," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(5), pages 1545-1574, October.

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, vol. 21(1), pages 148-177, January.
  2. Bennett, Rosalind L. & Güntay, Levent & Unal, Haluk, 2015. "Inside debt, bank default risk, and performance during the crisis," Journal of Financial Intermediation, Elsevier, vol. 24(4), pages 487-513.

2014

  1. Michael Goldstein & Jeffrey H. Harris & Mohsen Saad, 2014. "The Sound of Silence," The Financial Review, Eastern Finance Association, vol. 49(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, vol. 15(C), pages 18-31.
  3. Haluk Unal, 2014. "Editorial," Journal of Financial Services Research, Springer;Western Finance Association, vol. 45(1), pages 1-3, February.

2013

  1. Celso Brunetti, Bahattin Buyuksahin, and Jeffrey H. Harris, 2013. "Herding and Speculation in the Crude Oil Market," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3).
  2. Bahattin Buyuksahin, Thomas K. Lee, James T. Moser, and Michel A. Robe, 2013. "Physical Markets, Paper Markets and the WTI-Brent Spread," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3).

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, vol. 42(1), pages 1-3, October.

2011

  1. Bahattin Buyuksahin & Jeffrey H. Harris, 2011. "Do Speculators Drive Crude Oil Futures Prices?," The Energy Journal, International Association for Energy Economics, vol. 0(Number 2), pages 167-202.
  2. John M. Griffin & Jeffrey H. Harris & Tao Shu & Selim Topaloglu, 2011. "Who Drove and Burst the Tech Bubble?," Journal of Finance, American Finance Association, vol. 66(4), pages 1251-1290, August.
  3. Celso Brunetti & Mario di Filippo & Jeffrey H. Harris, 2011. "Effects of Central Bank Intervention on the Interbank Market During the Subprime Crisis," Review of Financial Studies, Society for Financial Studies, vol. 24(6), pages 2053-2083.
  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., vol. 31(6), pages 503-533, June.
  5. Kristina Minnick & Haluk Unal & Liu Yang, 2011. "Pay for Performance? CEO Compensation and Acquirer Returns in BHCs," Review of Financial Studies, Society for Financial Studies, vol. 24(2), pages 439-472.

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., vol. 29(12), pages 1130-1160, December.

2008

  1. 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, vol. 40(1), pages 25-55, February.
  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, vol. 34(2), pages 93-97, December.

2007

  1. Griffin, John M. & Harris, Jeffrey H. & Topaloglu, Selim, 2007. "Why are IPO investors net buyers through lead underwriters?," Journal of Financial Economics, Elsevier, vol. 85(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, vol. 74(1), pages 149-179, October.

2003

  1. John M. Griffin & Jeffrey H. Harris & Selim Topaloglu, 2003. "The Dynamics of Institutional and Individual Trading," Journal of Finance, American Finance Association, vol. 58(6), pages 2285-2320, December.
  2. 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, vol. 58(6), pages 2437-2463, December.
  3. Unal, Haluk & Madan, Dilip & Guntay, Levent, 2003. "Pricing the risk of recovery in default with absolute priority rule violation," Journal of Banking & Finance, Elsevier, vol. 27(6), pages 1001-1025, June.

2001

  1. Shane A. Corwin & Jeffrey H. Harris, 2001. "The Initial Listing Decisions of Firms that Go Public," Financial Management, Financial Management Association, vol. 30(1), Spring.
  2. James T. Moser, 2001. "Fostering mainstream financial access: www.chicagofed.org/unbanked/," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue Feb.
  3. Julapa Jagtiani & James T. Moser, 2001. "Do markets react to regulatory information?," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue Jun.
  4. 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, vol. 20(2), pages 213-232, October.
  5. 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, vol. 25(Q III), pages 49-66.
  6. Paul Kofman & James T. Moser, 2001. "Stock margins and the condition probability of price reversals," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 25(Q III), pages 2-12.
  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, vol. 21(2), pages 175-183, May.

2000

  1. 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.
  2. Brewer III, Elijah & Minton, Bernadette A. & Moser, James T., 2000. "Interest-rate derivatives and bank lending," Journal of Banking & Finance, Elsevier, vol. 24(3), pages 353-379, March.
  3. James T. Moser, 2000. "A modest proposal: securitizing multinational LDC debt," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue Sep.
  4. 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, vol. 35(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, vol. 54(1), pages 1-34, February.
  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, vol. 16(1), pages 61-83, September.

1998

  1. Harris, Jeffrey H. & Schultz, Paul H., 1998. "The trading profits of SOES bandits," Journal of Financial Economics, Elsevier, vol. 50(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, vol. 22(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, vol. 45(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, vol. 7(3), pages 281-294.
  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, vol. 11(3), pages 239-254, June.

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. James T. Moser & Subu Venkataraman, 1996. "The economics of disclosure requirements for derivatives," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue Oct.
  3. 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.

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, vol. 49(5), pages 1841-1860, December.
  2. James T. Moser, 1994. "What is multilateral clearing and who cares?," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue Nov.
  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, vol. 18(Nov), pages 15-28.
  4. James T. Moser, 1994. "Does program trading cause stock prices to overreact?," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 18(Jul), pages 19-24.
  5. James T. Moser, 1994. "A note on the crash and participation in stock index futures," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 14(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, vol. 48(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, vol. 25(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, vol. 16(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, vol. 14(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., vol. 10(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., vol. 10(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, vol. 45(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, vol. 24(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, vol. 21(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, vol. 23(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, vol. 23(4), pages 417-423, December.

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