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• 1983A comparison of futures and forward prices164 cited
• 1992Is normal backwardation normal?161 cited
• 1991A cointegration test for market efficiency149 cited
• 1985The Valuation of Options on Futures Contracts143 cited
• 1987Tests of an American Option Pricing Model on the Foreign Currency Options Market131 cited
• 1985Chapter 19 Empirical studies of exchange rates: Price behavior, rate determination and market efficiency126 cited
• 1988Risk, Futures Pricing, and the Organization of Production in Commodity Markets100 cited
• 2000Estimating the Economic Impact of Political Party Competition in the 1992 British Election98 cited
• 1985Optimal international hedging in commodity and currency forward markets95 cited
• 1987The Sub-Gaussian Distribution of Currency Futures: Stable Paretian or Nonstationary?94 cited
• 1989The behavior of prices in the Nikkei spot and futures market92 cited
• 1984The quality option implicit in futures contracts92 cited
• 1995Stock Volatility and the Levels of the Basis and Open Interest in Futures Contracts88 cited
• 1990The Quality Delivery Option in Treasury Bond Futures Contracts86 cited