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Ieuan G. Morgan · Study

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Ieuan G. Morgan

11 works· latest 2002· 2 institutionscluster: provisional

h-index11

i1011

Citations605

Works here11

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Most cited in this library

Tests of the martingale hypothesis for foreign currency futures with time-varying volatility1987 · 119 citations
Testing the martingale hypothesis in deutsche mark futures with models specifying the form of heteroscedasticity1988 · 109 citations
Stock Prices and Heteroscedasticity1976 · 104 citations
Tests for a Systematic Risk Component in Deviations from Uncovered Interest Rate Parity1991 · 62 citations
Dividends and Capital Asset Prices1982 · 53 citations

Works

11 shown

Does tick size influence price discovery? Evidence from the Toronto Stock Exchange

Journal of Futures Markets·2002·3 authors

25citations

Limit Moves as Censored Observations of Equilibrium Futures Price in GARCH Processes

Journal of Business and Economic Statistics·1999·2 authors

21citations

Evidence of Risk Premiums in Foreign Currency Futures Markets

Review of Financial Studies·1992·2 authors·Open access

52citations

Tests for a Systematic Risk Component in Deviations from Uncovered Interest Rate Parity

The Review of Economic Studies·1991·2 authors·Open access

62citations

Evidence of risk Premia in Foreign Currency Futures Markets

RePEc: Research Papers in Economics·1989·2 authors·preprint

17citations

Testing the martingale hypothesis in deutsche mark futures with models specifying the form of heteroscedasticity

Journal of Applied Econometrics·1988·2 authors

109citations

Tests of the martingale hypothesis for foreign currency futures with time-varying volatility

International Journal of Forecasting·1987·2 authors·Open access

119citations

Testing the Martingale Hypothesis in Deutsche Mark Futures with Models Specifying the Form of Heteroskedasticity

SSRN Electronic Journal·1986·2 authors·preprint·Open access

30citations

Dividends and Capital Asset Prices

The Journal of Finance·1982·1 author

53citations

Dividend and Investment Decisions of Canadian Firms

Canadian Journal of Economics/Revue canadienne d économique·1978·2 authors

13citations

Stock Prices and Heteroscedasticity

The Journal of Business·1976·1 author

104citations