Optimal Auctions
Trading Mechanisms, Speculative Behavior of Investors, and the Volatility of Prices
The Cost and Benefits of Dual Trading
Implicit Cost Alloction [sic] and Bidding for Contracts
The Costs and Benefits of Dual Trading
Hedging in the Portfolio Theory Framework
Hedging Mortgage Interest Rate Risk with Treasury Futures
Hansen in Retrospect
The Risk-return Relation for Commodity Futures
The Effect of Multiple Listing Services on Residential Real Estate Broker Behavior
Managerial Compensation and the Characteristics of Firms
Do stock index futures prices overreact?, an event study
A Theoretical and Empirical Investigation of Forward Prices and Future Prices
The Premiums of SCOREs and PRIMEs
Systematic Relations Between Futures and Expected Prices
Trading Mechanisms, Speculative Behavior of Investors, and the Volatility of Prices
Heterogeneous Information, Market Efficiency and the Volatility of Equilibrium Stock Prices
A Note on REITs
The costs and benefits of endogenous marketmaking, the case of dual trading