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Geoffrey Poitras

Personal Details

First Name:Geoffrey
Middle Name:
Last Name:Poitras
Suffix:
RePEc Short-ID:ppo56
http://www.sfu.ca/~poitras
Faculty of Business Administration Simon Fraser University
604-291-4071

Affiliation

Faculty of Business Administration
Simon Fraser University

Burnaby, Canada
http://www.bus.sfu.ca/

: (778) 782-4068

8888 University Drive, Burnaby, BC, V5A 1S6
RePEc:edi:fbsfuca (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. Franck Jovanovic & Geoffrey Poitras, 2007. "The CAPM, the Modigliani-Miller Theorems and the Rise of Modern Finance," Post-Print halshs-00231899, HAL.

Articles

  1. Poitras, Geoffrey & Geranio, Manuela, 2016. "Trading of shares in the Societates Publicanorum?," Explorations in Economic History, Elsevier, vol. 61(C), pages 95-118.
  2. Poitras, Geoffrey & Zanotti, Giovanna, 2016. "Mortgage contract design and systemic risk immunization," International Review of Financial Analysis, Elsevier, vol. 45(C), pages 320-331.
  3. Geoffrey Poitras, 2013. "Partial Immunization Bounds And Non-Parallel Term Structure Shifts," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 8(02), pages 1-27.
  4. Geoffrey Poitras, 2013. "Richard Price, miracles and the origins of Bayesian decision theory," The European Journal of the History of Economic Thought, Taylor & Francis Journals, vol. 20(1), pages 29-57, February.
  5. Geoffrey Poitras & Lindsay Meredith, 2009. "Ethical Transparency and Economic Medicalization," Journal of Business Ethics, Springer, vol. 86(3), pages 313-325, May.
  6. Geoffrey Poitras & Chris Veld & Yuriy Zabolotnyuk, 2009. "European Put-Call Parity and the Early Exercise Premium for American Currency Options," Multinational Finance Journal, Multinational Finance Journal, vol. 13(1-2), pages 39-54, March-Jun.
  7. Geoffrey Poitras, 2009. "Business ethics, medical ethics and economic medicalization," International Journal of Business Governance and Ethics, Inderscience Enterprises Ltd, vol. 4(4), pages 372-389.
  8. Geoffrey Poitras & John Heaney, 2008. ""How Is The Stock Market Doing?" Using Absence Of Arbitrage To Measure Stock Market Performance," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 4(01), pages 1-27.
  9. Mehrling, Perry, 2008. "Poitras Geoffrey, ed. Pioneers of Financial Economics, Vol. I: Contributions Prior to Irving Fisher (Cheltenham, UK and Northampton, MA: Edward Elgar, 2006) pp. x, 274, $130. ISBN 978-1-84542-381-0.Po," Journal of the History of Economic Thought, Cambridge University Press, vol. 30(03), pages 422-425, September.
  10. Chris Bilson, 2007. "Security Analysis and Investment Strategy - by Geoffrey Poitras," The Economic Record, The Economic Society of Australia, vol. 83(261), pages 232-233, June.
  11. Geoffrey Poitras, 2007. "Accounting standards for employee stock option disclosure," International Journal of Business Governance and Ethics, Inderscience Enterprises Ltd, vol. 3(4), pages 473-487.
  12. Poitras, Geoffrey, 2006. "More on the correct use of omnibus tests for normality," Economics Letters, Elsevier, vol. 90(3), pages 304-309, March.
  13. Neal, Larry, 2002. "The Early History of Financial Economics, 1478 1776. By Geoffrey Poitras. Cheltenham and Northampton: Edward Elgar, 2000. Pp. x, 522," The Journal of Economic History, Cambridge University Press, vol. 62(01), pages 268-269, March.
  14. Geoffrey Poitras & Trevor Wilkins & Yoke Shang Kwan, 2002. "The Timing of Asset Sales: Evidence of Earnings Management?," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 29(7&8), pages 903-934.
  15. Poitras, Geoffrey, 2002. "Short sales restrictions, dilution and the pricing of rights issues on the Singapore Stock Exchange," Pacific-Basin Finance Journal, Elsevier, vol. 10(2), pages 141-162, April.
  16. Geoffrey Poitras, 2002. "The philosophy of investment: a Post Keynesian perspective," Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 25(1), pages 105-121.
  17. Geoffrey Poitras & John Heaney, 1999. "Skewness preference, mean-variance and the demand for put options," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 20(6), pages 327-342.
  18. Poitras, Geoffrey, 1998. "Robert Torrens and the Evolution of the Real Bills Doctrine," Journal of the History of Economic Thought, Cambridge University Press, vol. 20(04), pages 479-498, December.
  19. Geoffrey Poitras, 1998. "Spread options, exchange options, and arithmetic Brownian motion," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 18(5), pages 487-517, August.
  20. Poitras, Geoffrey, 1998. "TED Tandems: Arbitrage Restrictions and the US Treasury Bill/Eurodollar Futures Spread," International Review of Economics & Finance, Elsevier, vol. 7(3), pages 255-276.
  21. Heaney, John & Poitras, Geoffrey, 1994. "Securities Markets, Diffusion State Processes, and Arbitrage-Free Shadow Prices," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 29(02), pages 223-239, June.
  22. Dominic Rechner & Geoffrey Poitras, 1993. "Putting on the crush: Day trading the soybean complex spread," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 13(1), pages 61-75, February.
  23. Geoffrey Poitras, 1993. "Hedging and crop insurance," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 13(4), pages 373-388, June.
  24. John Heaney & Geoffrey Poitras, 1991. "Estimation of the optimal hedge ratio, expected utility, and ordinary least squares regression," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 11(5), pages 603-612, October.
  25. Geoffrey Poitras, 1991. "The When-Issued Market for Government of Canada Treasury Bills," Canadian Journal of Economics, Canadian Economics Association, vol. 24(3), pages 604-623, August.
  26. Geoffrey Poitras, 1990. "The distribution of gold futures spreads," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 10(6), pages 643-659, December.
  27. Geoff Poitras, 1989. "Optimal futures spread positions," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 9(2), pages 123-133, April.
  28. Geoff Poitras, 1989. "The Market Value of Government of Canada Debt: A Comment on the Importance of Correct Valuation of Non-marketable Debt," Canadian Journal of Economics, Canadian Economics Association, vol. 22(2), pages 395-405, May.
  29. Poitras, Geoffrey, 1988. "Arbitrage boundaries, treasury bills, and covered interest parity," Journal of International Money and Finance, Elsevier, vol. 7(4), pages 429-445.
  30. Geoffrey Poitras, 1987. "“Golden turtle tracks”: In search of unexploited profits in gold spreads," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 7(4), pages 397-412, August.
  31. G. Poitras, 1986. "Futures Hedging Policies for the South African Gold Mining Industry," South African Journal of Economics, Economic Society of South Africa, vol. 54(4), pages 249-255, December.

Chapters

  1. Geoffrey Poitras, 2012. "From the Renaissance Exchanges to Cyberspace: A History of Stock Market Globalization," Chapters,in: Handbook of Research on Stock Market Globalization, chapter 3 Edward Elgar Publishing.
  2. Geoffrey Poitras, 2012. "What Happened on 6 May 2010? Anatomy of the Flash Crash," Chapters,in: Handbook of Research on Stock Market Globalization, chapter 11 Edward Elgar Publishing.

Books

  1. Geoffrey Poitras (ed.), 2012. "Handbook of Research on Stock Market Globalization," Books, Edward Elgar Publishing, number 13048, April.
  2. Geoffrey Poitras, 2010. "VALUATION OF EQUITY SECURITIES:History, Theory and Application," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 7633.
  3. Geoffrey Poitras & Franck Jovanovic (ed.), 2007. "Pioneers of Financial Economics: Volume 2," Books, Edward Elgar Publishing, number 3823, April.
  4. Geoffrey Poitras (ed.), 2006. "Pioneers of Financial Economics: Volume 1," Books, Edward Elgar Publishing, number 3822, April.
  5. Poitras, Geoffrey, 2002. "Risk Management, Speculation, and Derivative Securities," Elsevier Monographs, Elsevier, edition 1, number 9780125588225.
  6. Geoffrey Poitras, 2000. "The Early History of Financial Economics, 1478–1776," Books, Edward Elgar Publishing, number 2151, April.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

RePEc Biblio mentions

As found on the RePEc Biblio, the curated bibliography of Economics:
  1. Geoffrey Poitras, 2009. "Business ethics, medical ethics and economic medicalization," International Journal of Business Governance and Ethics, Inderscience Enterprises Ltd, vol. 4(4), pages 372-389.

    Mentioned in:

    1. > Economics Profession > Ethics in Economics

Working papers

    Sorry, no citations of working papers recorded.

Articles

  1. Poitras, Geoffrey, 2006. "More on the correct use of omnibus tests for normality," Economics Letters, Elsevier, vol. 90(3), pages 304-309, March.

    Cited by:

    1. Kuosmanen, Timo & Fosgerau, Mogens, 2009. "Neoclassical versus frontier production models? Testing for the skewness of regression residuals," MPRA Paper 24208, University Library of Munich, Germany.
    2. Coin, Daniele, 2008. "A goodness-of-fit test for normality based on polynomial regression," Computational Statistics & Data Analysis, Elsevier, vol. 52(4), pages 2185-2198, January.
    3. Shalit, Haim, 2012. "Using OLS to test for normality," Statistics & Probability Letters, Elsevier, vol. 82(11), pages 2050-2058.
    4. Hui, Wallace & Gel, Yulia R. & Gastwirth, Joseph L., 2008. "lawstat: An R Package for Law, Public Policy and Biostatistics," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 28(i03).
    5. Saleem Shaik & Sanjoy Bhattacharjee, 2016. "Hierarchical crop yield linear model," Letters in Spatial and Resource Sciences, Springer, vol. 9(2), pages 219-231, July.
    6. Shigekazu Nakagawa & Hiroki Hashiguchi & Naoto Niki, 2012. "Improved omnibus test statistic for normality," Computational Statistics, Springer, vol. 27(2), pages 299-317, June.
    7. Aldo Goia & Ernesto Salinelli & Pascal Sarda, 2015. "A new powerful version of the BUS test of normality," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 24(3), pages 449-474, September.

  2. Geoffrey Poitras & Trevor Wilkins & Yoke Shang Kwan, 2002. "The Timing of Asset Sales: Evidence of Earnings Management?," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 29(7&8), pages 903-934.

    Cited by:

    1. Chih-Jen Huang, 2010. "The joint decision to manage earnings through discretionary accruals and asset sales around insider trading: Taiwan evidence," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 34(3), pages 308-325, July.
    2. Vikash Gautam, 2012. "Asset Sales by Manufacturing Firms in India," Journal of Quantitative Economics, The Indian Econometric Society, vol. 10(1), pages 136-155, January.
    3. Yves Mard, 2006. "Les cessions d'actifs : un moyen de gérer le résultat comptable ?," Post-Print halshs-00558227, HAL.
    4. Mohammad Reza Dalvi & Ebrahim Baghi, 2013. "Survey of Profit Smoothing through the Sale of Corporate Assets," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 3(4), pages 208-214, October.
    5. Chuan-San Wang & Samuel Tung & Lin Chen-Chang & Wang Lan-Fen & Lai Ching-Hui, 2010. "Earnings management using asset sales: Interesting issues for further study under unique institutional settings," International Journal of Accounting and Information Management, Emerald Group Publishing, vol. 18(3), pages 237-251, September.
    6. Linda Hughen, 2010. "When Do Accounting Earnings Matter More than Economic Earnings? Evidence from Hedge Accounting Restatements," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 37(9-10), pages 1027-1056, November/.

  3. Poitras, Geoffrey, 2002. "Short sales restrictions, dilution and the pricing of rights issues on the Singapore Stock Exchange," Pacific-Basin Finance Journal, Elsevier, vol. 10(2), pages 141-162, April.

    Cited by:

    1. Groen-Xu, Moqi & Massa, Massimo & Mataigne, Virginie & Vermaelen, Theo, 2017. "Choices in Equity Finance A Global Perspective," CEPR Discussion Papers 11987, C.E.P.R. Discussion Papers.
    2. Massimo Massa & Theo Vermaelen & Moqi Xu, 2013. "Rights offerings, trading, and regulation: A global perspective," FMG Discussion Papers dp727, Financial Markets Group.
    3. Au, Andrea S. & Doukas, John A. & Onayev, Zhan, 2009. "Daily short interest, idiosyncratic risk, and stock returns," Journal of Financial Markets, Elsevier, vol. 12(2), pages 290-316, May.
    4. Arturo Bris & William N. Goetzmann & Ning Zhu, 2003. "Efficiency and the Bear: Short Sales and Markets around the World," Yale School of Management Working Papers ysm321, Yale School of Management.

  4. Geoffrey Poitras, 2002. "The philosophy of investment: a Post Keynesian perspective," Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 25(1), pages 105-121.

    Cited by:

    1. Kemp-Benedict, Eric, 2014. "Shifting to a Green Economy: Lock-in, Path Dependence, and Policy Options," MPRA Paper 60175, University Library of Munich, Germany.
    2. Janette Rutterford, 2012. "Valuing Equities in the UK and the US: Fashions and Trends," Chapters,in: Handbook of Research on Stock Market Globalization, chapter 4 Edward Elgar Publishing.
    3. Nuttall, John, 2006. "Asset allocation approach to understanding stock market dynamics," MPRA Paper 2504, University Library of Munich, Germany.

  5. Geoffrey Poitras & John Heaney, 1999. "Skewness preference, mean-variance and the demand for put options," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 20(6), pages 327-342.

    Cited by:

    1. Donald Lien & Kit Pong Wong, 2006. "International tenders and futures hedging," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 27(7), pages 587-594.

  6. Geoffrey Poitras, 1998. "Spread options, exchange options, and arithmetic Brownian motion," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 18(5), pages 487-517, August.

    Cited by:

    1. Tomáš Václavík & Andrea Klimešová, 2016. "Gas Swing Options: Introduction and Pricing using Monte Carlo Methods," Acta Oeconomica Pragensia, University of Economics, Prague, vol. 2016(1), pages 15-32.
    2. Wobben, Magnus & Dieckmann, Birgit & Reichmann, Oleg, 2012. "Valuation of physical transmission rights—An analysis of electricity cross-border capacities between Germany and the Netherlands," Energy Policy, Elsevier, vol. 42(C), pages 174-180.
    3. Saługa Piotr W. & Kamiński Jacek, 2016. "Hard coal project valuation based on real options approach: multiplicative vs. arithmetic stochastic process," Gospodarka Surowcami Mineralnymi / Mineral Resources Management, De Gruyter Open, vol. 32(1), pages 25-40, March.
    4. Robert Brooks & Joshua A. Brooks, 2017. "An Option Valuation Framework Based On Arithmetic Brownian Motion: Justification And Implementation Issues," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 40(3), pages 401-427, September.
    5. Moser, Stefan & Mußhoff, Oliver, 2014. "Reward, punishment and probabilities in policy measurements: An extra laboratory experiment about effectiveness and efficiency of incentives in palm oil production," 54th Annual Conference, Goettingen, Germany, September 17-19, 2014 187432, German Association of Agricultural Economists (GEWISOLA).
    6. Stefan Moser & Oliver Mußhoff, 2016. "Ex-ante Evaluation of Policy Measures: Effects of Reward and Punishment for Fertiliser Reduction in Palm Oil Production," Journal of Agricultural Economics, Wiley Blackwell, vol. 67(1), pages 84-104, February.
    7. Schaefer, Matthew P., 2002. "Pricing And Hedging European Options On Futures Spreads Using The Bachelier Spread Option Model," 2002 Conference, April 22-23, 2002, St. Louis, Missouri 19055, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    8. Li, Minqiang, 2008. "Closed-Form Approximations for Spread Option Prices and Greeks," MPRA Paper 6994, University Library of Munich, Germany.
    9. Moser, Stefan & Mußhoff, Oliver, 2014. "A framed field experiment about policy measures: Testing the effectiveness of rewards or punishments with different probabilities as incentives in palm oil production," EFForTS Discussion Paper Series 5, University of Goettingen, Collaborative Research Centre 990 "EFForTS, Ecological and Socioeconomic Functions of Tropical Lowland Rainforest Transformation Systems (Sumatra, Indonesia)".
    10. Steffen Mahringer & Marcel Prokopczuk, 2010. "An Empirical Model Comparison for Valuing Crack Spread Options," ICMA Centre Discussion Papers in Finance icma-dp2010-01, Henley Business School, Reading University.

  7. Poitras, Geoffrey, 1998. "TED Tandems: Arbitrage Restrictions and the US Treasury Bill/Eurodollar Futures Spread," International Review of Economics & Finance, Elsevier, vol. 7(3), pages 255-276.

    Cited by:

    1. John B. Mitchell, 2010. "Soybean Futures Crush Spread Arbitrage: Trading Strategies and Market Efficiency," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 3(1), pages 1-34, December.

  8. Heaney, John & Poitras, Geoffrey, 1994. "Securities Markets, Diffusion State Processes, and Arbitrage-Free Shadow Prices," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 29(02), pages 223-239, June.

    Cited by:

    1. Lim, Terence & Lo, Andrew W. & Merton, Robert C. & Scholes, Myron S., 2006. "The Derivatives Sourcebook," Foundations and Trends(R) in Finance, now publishers, vol. 1(5–6), pages 365-572, April.

  9. Dominic Rechner & Geoffrey Poitras, 1993. "Putting on the crush: Day trading the soybean complex spread," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 13(1), pages 61-75, February.

    Cited by:

    1. Robert Daigler, 2007. "Spread volume for currency futures," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 31(1), pages 12-19, March.
    2. John B. Mitchell, 2010. "Soybean Futures Crush Spread Arbitrage: Trading Strategies and Market Efficiency," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 3(1), pages 1-34, December.
    3. John Anderson, 2003. "A Test of Weak-Form Market Efficiency in Australian Bank Bill Futures Calendar Spreads," School of Economics and Finance Discussion Papers and Working Papers Series 134, School of Economics and Finance, Queensland University of Technology.

  10. Geoffrey Poitras, 1993. "Hedging and crop insurance," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 13(4), pages 373-388, June.

    Cited by:

    1. Coble, Keith H. & Heifner, Richard G. & Zuniga, Manuel, 2000. "Implications Of Crop Yield And Revenue Insurance For Producer Hedging," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 25(02), December.
    2. Coble, Keith H. & Barnett, Barry J., 1999. "The Role Of Research In Producer Risk Management," Professional Papers 15803, Mississippi State University, Department of Agricultural Economics.
    3. Hanson, Steven D. & Black, J. Roy & Wang, H. Holly, 2000. "Can Revenue Insurance Substitute For Price And Yield Risk Management Instruments?," Staff Papers 11655, Michigan State University, Department of Agricultural, Food, and Resource Economics.
    4. Zhang, Rui (Carolyn) & Houston, Jack E. & Vedenov, Dmitry V. & Barnett, Barry J., 2008. "Impacts of government risk management policies on hedging in futures and options:LPM2 hedge model vs. EU hedge model," 2008 Conference, April 21-22, 2008, St. Louis, Missouri 37610, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.

  11. John Heaney & Geoffrey Poitras, 1991. "Estimation of the optimal hedge ratio, expected utility, and ordinary least squares regression," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 11(5), pages 603-612, October.

    Cited by:

    1. Wagner Oliveira Monteiro & Rodrigo De Losso da Silveira Bueno, 2011. "Dynamic Hedging inMarkov Regimes Switching," Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting] 136, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].

  12. Geoffrey Poitras, 1991. "The When-Issued Market for Government of Canada Treasury Bills," Canadian Journal of Economics, Canadian Economics Association, vol. 24(3), pages 604-623, August.

    Cited by:

    1. Poitras, Geoffrey, 1998. "TED Tandems: Arbitrage Restrictions and the US Treasury Bill/Eurodollar Futures Spread," International Review of Economics & Finance, Elsevier, vol. 7(3), pages 255-276.

  13. Geoffrey Poitras, 1990. "The distribution of gold futures spreads," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 10(6), pages 643-659, December.

    Cited by:

    1. Kim, MinKyoung & Leuthold, Raymond M., 2000. "The Distributional Behavior Of Futures Price Spreads," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 32(01), April.
    2. Seok, Juheon & Brorsen, B. Wade & Li, Weiping, 2013. "Calendar Spread Options for Storable Commodities," 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. 150294, Agricultural and Applied Economics Association.
    3. Epaminondas Panas & Vassilia Ninni, 2010. "The Distribution of London Metal Exchange Prices: A Test of the Fractal Market Hypothesis," European Research Studies Journal, European Research Studies Journal, vol. 0(2), pages 192-210.
    4. Min-Kyoung Kim & Raymond M. Leuthold & ., 1997. "The Distributional Behavior of Futures Price Spread Changes: Parametric and Nonparametric Tests for Gold, T-Bonds, Corn and Live Cattle," Finance 9711001, EconWPA.

  14. Geoff Poitras, 1989. "Optimal futures spread positions," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 9(2), pages 123-133, April.

    Cited by:

    1. Robert Daigler, 2007. "Spread volume for currency futures," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 31(1), pages 12-19, March.

  15. Poitras, Geoffrey, 1988. "Arbitrage boundaries, treasury bills, and covered interest parity," Journal of International Money and Finance, Elsevier, vol. 7(4), pages 429-445.

    Cited by:

    1. Louis, Henock & Blenman, Lloyd P & Thatcher, Janet S, 1999. "Interest Rate Parity and the Behavior of the Bid-Ask Spread," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 22(2), pages 189-206, Summer.
    2. Rosita P. Chang & Sang-Hyop Lee & Sean F. Reid & S. Ghon Rhee, 2002. "One-Way Arbitrage-Based Interest Parity," Tinbergen Institute Discussion Papers 02-115/2, Tinbergen Institute.
    3. Peter G. Szilagyi & Jonathan A. Batten, 2006. "Arbitrage, Covered Interest Parity and Long-Term Dependence between the US Dollar and the Yen," The Institute for International Integration Studies Discussion Paper Series iiisdp128, IIIS.
    4. Batten, Jonathan A. & Szilagyi, Peter G., 2007. "Covered interest parity arbitrage and temporal long-term dependence between the US dollar and the Yen," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 376(C), pages 409-421.

  16. Geoffrey Poitras, 1987. "“Golden turtle tracks”: In search of unexploited profits in gold spreads," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 7(4), pages 397-412, August.

    Cited by:

    1. John Anderson, 2003. "A Test of Weak-Form Market Efficiency in Australian Bank Bill Futures Calendar Spreads," School of Economics and Finance Discussion Papers and Working Papers Series 134, School of Economics and Finance, Queensland University of Technology.

Chapters

    Sorry, no citations of chapters recorded.

Books

  1. Geoffrey Poitras (ed.), 2012. "Handbook of Research on Stock Market Globalization," Books, Edward Elgar Publishing, number 13048, April.

    Cited by:

    1. Escobari, Diego & Garcia, Sergio & Mellado, Cristhian, 2017. "Identifying bubbles in Latin American equity markets: Phillips-Perron-based tests and linkages," Emerging Markets Review, Elsevier, vol. 33(C), pages 90-101.

  2. Poitras, Geoffrey, 2002. "Risk Management, Speculation, and Derivative Securities," Elsevier Monographs, Elsevier, edition 1, number 9780125588225.

    Cited by:

    1. Geoffrey Poitras, 2012. "What Happened on 6 May 2010? Anatomy of the Flash Crash," Chapters,in: Handbook of Research on Stock Market Globalization, chapter 11 Edward Elgar Publishing.
    2. Juan Pineiro-Chousa & Marcos Vizcaíno-González & María Ángeles López-Cabarcos & Noelia Romero-Castro, 2017. "Managing Reputational Risk through Environmental Management and Reporting: An Options Theory Approach," Sustainability, MDPI, Open Access Journal, vol. 9(3), pages 1-15, March.
    3. Pineiro-Chousa, Juan & Vizcaíno-González, Marcos, 2016. "A quantum derivation of a reputational risk premium," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 304-309.
    4. Geoffrey Poitras, 2012. "From the Renaissance Exchanges to Cyberspace: A History of Stock Market Globalization," Chapters,in: Handbook of Research on Stock Market Globalization, chapter 3 Edward Elgar Publishing.

  3. Geoffrey Poitras, 2000. "The Early History of Financial Economics, 1478–1776," Books, Edward Elgar Publishing, number 2151, April.

    Cited by:

    1. Gary R. Skoog & James E. Ciecka, 2012. "Interchangeability of the median operator with the present value operator," Applied Economics Letters, Taylor & Francis Journals, vol. 19(5), pages 477-481, March.
    2. Moshe A. Milevsky & Thomas S. Salisbury, 2016. "Optimal retirement income tontines," Papers 1610.10078, arXiv.org.
    3. Munro, John H., 2002. "The medieval origins of the 'Financial Revolution': usury, rentes, and negotiablity," MPRA Paper 10925, University Library of Munich, Germany, revised Sep 2002.
    4. Timothy Johnson, 2015. "Reciprocity as a Foundation of Financial Economics," Journal of Business Ethics, Springer, vol. 131(1), pages 43-67, September.
    5. William Goetzmann, 2003. "Fibonacci and the Financial Revolution," Yale School of Management Working Papers ysm432, Yale School of Management, revised 01 Mar 2004.
    6. Yuri Biondi, 2006. "The Double Emergence of the Modified Internal Rate of Return. The neglected Financial Work of Duvillard (1755-1832) in a Comparative Perspective," Post-Print halshs-00203373, HAL.
    7. Nir Naor, 2006. "Reporting on financial derivatives –A Law and Economics perspective," European Journal of Law and Economics, Springer, vol. 21(3), pages 285-314, May.
    8. Timothy C. Johnson, 2012. "Ethics and Finance: the role of mathematics," Papers 1210.5390, arXiv.org.
    9. Antonio Heras Martínez & David Teira & Pierre-Charles Pradier, 2016. "What was fair in actuarial fairness?," Documents de travail du Centre d'Economie de la Sorbonne 16073, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    10. Milevsky, Moshe A. & Salisbury, Thomas S., 2015. "Optimal retirement income tontines," Insurance: Mathematics and Economics, Elsevier, vol. 64(C), pages 91-105.
    11. Timothy C. Johnson, 2013. "Reciprocity as the foundation of Financial Economics," Papers 1310.2798, arXiv.org.
    12. Pierre-Charles Pradier, 2016. "The debt of the Hôtel-Dieu de Paris from 1660 to 1690: a testbed for sovereign default," Documents de travail du Centre d'Economie de la Sorbonne 16057, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    13. Geoffrey Poitras, 2013. "Richard Price, miracles and the origins of Bayesian decision theory," The European Journal of the History of Economic Thought, Taylor & Francis Journals, vol. 20(1), pages 29-57, February.
    14. Geoffrey Poitras, 2012. "From the Renaissance Exchanges to Cyberspace: A History of Stock Market Globalization," Chapters,in: Handbook of Research on Stock Market Globalization, chapter 3 Edward Elgar Publishing.
    15. Jiahua Che, 2012. "Comment on "Financial Strategies for Nation Building"," NBER Chapters,in: Capitalizing China, pages 333-335 National Bureau of Economic Research, Inc.

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