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Geoffrey Poitras

Personal Details

First Name:Geoffrey
Middle Name:
Last Name:Poitras
Suffix:
RePEc Short-ID:ppo56
[This author has chosen not to make the email address public]
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/
RePEc:edi:fbsfuca (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. Poitras, Geoffrey, 2024. "More on the Origin of Financial Economics: Early Contributions to Joint Life Annuity Valuation," SocArXiv ak6gu, Center for Open Science.
  2. Poitras, Geoffrey, 2022. "Cobweb Theory, Market Stability and Price Expectations," OSF Preprints xsemj, Center for Open Science.
  3. Geoffrey Poitras, 2020. "The Luddite Trials: Radical Suppression and the Administration of Criminal Justice," Post-Print hal-03680379, HAL.
  4. Geoffrey Poitras, 2018. "The prescription opioid epidemic: an update," Post-Print hal-03680383, HAL.
  5. Geoffrey Poitras & John Heaney, 2015. "Classical Ergodicity and Modern Portfolio Theory," Post-Print hal-03680380, HAL.
  6. Geoffrey Poitras, 2012. "OxyContin, prescription opioid abuse and economic medicalization," Post-Print hal-03680382, HAL.
  7. Poitras, Geoffrey & Jovanovic, Franck, 2010. "Pioneers of Financial Economics: Das Adam Smith Irrelevanzproblem?," MPRA Paper 113220, University Library of Munich, Germany.
  8. Poitras, Geoffrey & Heaney, John, 2008. "‘How is the Stock Market Doing?’ Using Absence of Arbitrage to Measure Stock Market Performance," MPRA Paper 114056, University Library of Munich, Germany.
  9. Franck Jovanovic & Geoffrey Poitras, 2007. "The CAPM, the Modigliani-Miller Theorems and the Rise of Modern Finance," Post-Print halshs-00231899, HAL.
  10. Franck Jovanovic & Geoffrey Poitras, 2006. "Economic Instruments and Theory in the Construction of Henri Lefèvre's "Science of the Stock Market"," Post-Print halshs-00232053, HAL.
  11. Franck Jovanovic & Geoffrey Poitras, 2006. "A 19th Century Random Walk: Jules Regnault and the Origins of Scientific Financial Economics," Post-Print halshs-00231959, HAL.
  12. Poitras, Geoffrey & Tongzen, Jose & Li, Hongyu, 1996. "Measuring Port Efficiency: An Application of Data Envelopment Analysis," MPRA Paper 113953, University Library of Munich, Germany.
  13. Poitras, Geoffrey, 1994. "Shareholder wealth maximization, business ethics and social responsibility," MPRA Paper 113221, University Library of Munich, Germany.

Articles

  1. Poitras, Geoffrey, 2023. "Cobweb Theory, Market Stability, And Price Expectations," Journal of the History of Economic Thought, Cambridge University Press, vol. 45(1), pages 137-161, March.
  2. Geoffrey Poitras, 2021. "Phenomenology and heterodox economics," Review of Social Economy, Taylor & Francis Journals, vol. 79(2), pages 333-356, April.
  3. Poitras, Geoffrey, 2021. "Rhetoric, epistemology and climate change economics," Ecological Economics, Elsevier, vol. 184(C).
  4. Geoffrey Poitras & Frederick Willeboordse, 2021. "The societas publicanorum and corporate personality in roman private law," Business History, Taylor & Francis Journals, vol. 63(7), pages 1055-1078, September.
  5. Poitras, Geoffrey, 2021. "Origins of arbitrage," Financial History Review, Cambridge University Press, vol. 28(1), pages 96-123, April.
  6. Poitras, Geoffrey, 2018. "The pre-history of econophysics and the history of economics: Boltzmann versus the marginalists," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 507(C), pages 89-98.
  7. Geoffrey Poitras & Giovanna Zanotti, 2018. "Housing Market Bubbles and Mortgage Contract Design: Implications for Mortgage Lenders and Households," JRFM, MDPI, vol. 11(3), pages 1-18, July.
  8. Poitras, Geoffrey & Zanotti, Giovanna, 2016. "Mortgage contract design and systemic risk immunization," International Review of Financial Analysis, Elsevier, vol. 45(C), pages 320-331.
  9. Poitras, Geoffrey & Geranio, Manuela, 2016. "Trading of shares in the Societates Publicanorum?," Explorations in Economic History, Elsevier, vol. 61(C), pages 95-118.
  10. 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.
  11. 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.
  12. Geoffrey Poitras & Franck Jovanovic, 2010. "Pioneers of Financial Economics: Das Adam Smith Irrelevanzproblem?," History of Economics Review, Taylor & Francis Journals, vol. 51(1), pages 43-64, January.
  13. 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.
  14. 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.
  15. Geoffrey Poitras & Lindsay Meredith, 2009. "Ethical Transparency and Economic Medicalization," Journal of Business Ethics, Springer, vol. 86(3), pages 313-325, May.
  16. 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.
  17. 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. -," Journal of the History of Economic Thought, Cambridge University Press, vol. 30(3), pages 422-425, September.
  18. 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.
  19. 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.
  20. Poitras, Geoffrey, 2006. "More on the correct use of omnibus tests for normality," Economics Letters, Elsevier, vol. 90(3), pages 304-309, March.
  21. 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.
  22. 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(1), pages 268-269, March.
  23. 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.
  24. 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.
  25. 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.
  26. 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(4), pages 479-498, December.
  27. 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.
  28. 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.
  29. 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(2), pages 223-239, June.
  30. Geoffrey Poitras, 1993. "Hedging and crop insurance," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 13(4), pages 373-388, June.
  31. 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.
  32. 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.
  33. 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.
  34. Geoffrey Poitras, 1990. "The distribution of gold futures spreads," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 10(6), pages 643-659, December.
  35. Geoff Poitras, 1989. "Optimal futures spread positions," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 9(2), pages 123-133, April.
  36. 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.
  37. Poitras, Geoffrey, 1988. "Arbitrage boundaries, treasury bills, and covered interest parity," Journal of International Money and Finance, Elsevier, vol. 7(4), pages 429-445.
  38. 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.
  39. G. Poitras, 1986. "Futures Hedging Policies for the South African Gold Mining Industry1," 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: Geoffrey Poitras (ed.), 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: Geoffrey Poitras (ed.), Handbook of Research on Stock Market Globalization, chapter 11, Edward Elgar Publishing.
  3. Geoffrey Poitras, 2009. "The Early History of Option Contracts," Springer Books, in: Wolfgang Hafner & Heinz Zimmermann (ed.), Vinzenz Bronzin’s Option Pricing Models, chapter 18, pages 487-518, Springer.

Books

  1. Geoffrey Poitras, 2020. "Rethinking Wealth and Taxes," Books, Edward Elgar Publishing, number 19717.
  2. Geoffrey Poitras (ed.), 2012. "Handbook of Research on Stock Market Globalization," Books, Edward Elgar Publishing, number 13048.
  3. Geoffrey Poitras & Franck Jovanovic (ed.), 2007. "Pioneers of Financial Economics: Volume 2," Books, Edward Elgar Publishing, number 3823.
  4. Geoffrey Poitras (ed.), 2006. "Pioneers of Financial Economics: Volume 1," Books, Edward Elgar Publishing, number 3822.
  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.

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

  1. Poitras, Geoffrey, 2022. "Cobweb Theory, Market Stability and Price Expectations," OSF Preprints xsemj, Center for Open Science.

    Cited by:

    1. Jianru Fu & Ruiyuan Shen & Chao Huang, 2023. "How does price insurance alleviate the fluctuation of agricultural product market? A dynamic analysis based on cobweb model," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 69(5), pages 202-211.

  2. Geoffrey Poitras, 2018. "The prescription opioid epidemic: an update," Post-Print hal-03680383, HAL.

    Cited by:

    1. Olga Scrivner & Elizabeth McAvoy & Thuy Nguyen & Tenzin Choeden & Kosali Simon & Katy Borner, 2021. "Interactive Network Visualization of Opioid Crisis Related Data- Policy, Pharmaceutical, Training, and More," Papers 2102.05596, arXiv.org.

  3. Geoffrey Poitras & John Heaney, 2015. "Classical Ergodicity and Modern Portfolio Theory," Post-Print hal-03680380, HAL.

    Cited by:

    1. Filip Dariusz & Rogala Tomasz, 2021. "Analysis of Polish mutual funds performance: a Markovian approach," Statistics in Transition New Series, Statistics Poland, vol. 22(1), pages 115-130, March.
    2. Poitras, Geoffrey, 2018. "The pre-history of econophysics and the history of economics: Boltzmann versus the marginalists," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 507(C), pages 89-98.
    3. Jovanovic, Franck & Mantegna, Rosario N. & Schinckus, Christophe, 2019. "When financial economics influences physics: The role of Econophysics," International Review of Financial Analysis, Elsevier, vol. 65(C).

  4. Geoffrey Poitras, 2012. "OxyContin, prescription opioid abuse and economic medicalization," Post-Print hal-03680382, HAL.

    Cited by:

    1. Perry, Teresa & Bernasek, Alexandra, 2024. "Profits over care? An analysis of the relationship between corporate capitalism in the healthcare industry and cancer mortality in the United States," Social Science & Medicine, Elsevier, vol. 349(C).

  5. Poitras, Geoffrey & Jovanovic, Franck, 2010. "Pioneers of Financial Economics: Das Adam Smith Irrelevanzproblem?," MPRA Paper 113220, University Library of Munich, Germany.

    Cited by:

    1. Turner, Grant, 2018. "Establishing a comprehensive census of undergraduate economics curricula:Foundational and special requirements for major programs in the U.S," MPRA Paper 103235, University Library of Munich, Germany.

  6. Franck Jovanovic & Geoffrey Poitras, 2006. "Economic Instruments and Theory in the Construction of Henri Lefèvre's "Science of the Stock Market"," Post-Print halshs-00232053, HAL.

    Cited by:

    1. Jovanovic, Franck & Schinckus, Christophe, 2016. "Breaking down the barriers between econophysics and financial economics," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 256-266.
    2. Janette Rutterford & Dimitris P. Sotiropoulos, 2016. "Financial diversification before modern portfolio theory: UK financial advice documents in the late nineteenth and the beginning of the twentieth century," The European Journal of the History of Economic Thought, Taylor & Francis Journals, vol. 23(6), pages 919-945, November.
    3. Jovanovic, Franck & Schinckus, Christophe, 2017. "Econophysics and Financial Economics: An Emerging Dialogue," OUP Catalogue, Oxford University Press, number 9780190205034.

  7. Franck Jovanovic & Geoffrey Poitras, 2006. "A 19th Century Random Walk: Jules Regnault and the Origins of Scientific Financial Economics," Post-Print halshs-00231959, HAL.

    Cited by:

    1. Jovanovic, Franck & Schinckus, Christophe, 2016. "Breaking down the barriers between econophysics and financial economics," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 256-266.
    2. Jovanovic, Franck & Schinckus, Christophe, 2017. "Econophysics and Financial Economics: An Emerging Dialogue," OUP Catalogue, Oxford University Press, number 9780190205034.
    3. Geoffrey Poitras, 2012. "From the Renaissance Exchanges to Cyberspace: A History of Stock Market Globalization," Chapters, in: Geoffrey Poitras (ed.), Handbook of Research on Stock Market Globalization, chapter 3, Edward Elgar Publishing.

  8. Poitras, Geoffrey & Tongzen, Jose & Li, Hongyu, 1996. "Measuring Port Efficiency: An Application of Data Envelopment Analysis," MPRA Paper 113953, University Library of Munich, Germany.

    Cited by:

    1. Photis M. Panayides & Christos N. Maxoulis & Teng‐Fei Wang & Koi Yu Adolf Ng, 2008. "A Critical Analysis of DEA Applications to Seaport Economic Efficiency Measurement," Transport Reviews, Taylor & Francis Journals, vol. 29(2), pages 183-206, June.
    2. Caldeirinha, Vitor R. & Felicio, J. Augusto, 2011. "A influência dos factores de caracterização dos portos no desempenho, medido por indicadores operacionais, financeiros e de eficiência [The influence of factors characterizing the performance of po," MPRA Paper 30009, University Library of Munich, Germany.
    3. Michaelides, Panayotis G. & Belegri-Roboli, Athena & Marinos, Theocharis & Kavouridis, Kostas, 2009. "Are Trolley Buses in Athens and Piraeus technically efficient?," MPRA Paper 74463, University Library of Munich, Germany.

  9. Poitras, Geoffrey, 1994. "Shareholder wealth maximization, business ethics and social responsibility," MPRA Paper 113221, University Library of Munich, Germany.

    Cited by:

    1. Inci, A. Can, 2012. "Insider trading activity, tenure length, and managerial compensation," Global Finance Journal, Elsevier, vol. 23(3), pages 151-166.
    2. Borochin, Paul, 2020. "The information content of real operating performance measures from the airline industry," Journal of Financial Markets, Elsevier, vol. 50(C).

Articles

  1. Poitras, Geoffrey, 2023. "Cobweb Theory, Market Stability, And Price Expectations," Journal of the History of Economic Thought, Cambridge University Press, vol. 45(1), pages 137-161, March.
    See citations under working paper version above.
  2. Poitras, Geoffrey, 2021. "Rhetoric, epistemology and climate change economics," Ecological Economics, Elsevier, vol. 184(C).

    Cited by:

    1. Junichi Hirose & Koji Kotani & Yoshinori Nakagawa, 2019. "Human-induced or nature-induced climate change? Impact of the perception gap on the cooperation," Working Papers SDES-2019-15, Kochi University of Technology, School of Economics and Management, revised Dec 2019.
    2. Natalia Iwaszczuk & Jacek Wolak & Aleksander Iwaszczuk, 2021. "Turkmenistan’s Gas Sector Development Scenarios Based on Econometric and SWOT Analysis," Energies, MDPI, vol. 14(10), pages 1-18, May.
    3. Chen, Fu & Zhang, Wanyue & Chen, Run & Jiang, Feifei & Ma, Jing & Zhu, Xinhua, 2024. "Adapting carbon neutrality: Tailoring advanced emission strategies for developing countries," Applied Energy, Elsevier, vol. 361(C).

  3. Poitras, Geoffrey, 2021. "Origins of arbitrage," Financial History Review, Cambridge University Press, vol. 28(1), pages 96-123, April.

    Cited by:

    1. Waterson, Michael, 2023. "Platforms as arbitrageurs and facilitators of arbitrage- a simple analysis," The Warwick Economics Research Paper Series (TWERPS) 1481, University of Warwick, Department of Economics.

  4. Poitras, Geoffrey & Zanotti, Giovanna, 2016. "Mortgage contract design and systemic risk immunization," International Review of Financial Analysis, Elsevier, vol. 45(C), pages 320-331.

    Cited by:

    1. Simlai, Prodosh, 2019. "Subprime credit, idiosyncratic risk, and foreclosures," The Quarterly Review of Economics and Finance, Elsevier, vol. 74(C), pages 175-189.
    2. Geoffrey Poitras & Giovanna Zanotti, 2018. "Housing Market Bubbles and Mortgage Contract Design: Implications for Mortgage Lenders and Households," JRFM, MDPI, vol. 11(3), pages 1-18, July.

  5. Poitras, Geoffrey & Geranio, Manuela, 2016. "Trading of shares in the Societates Publicanorum?," Explorations in Economic History, Elsevier, vol. 61(C), pages 95-118.

    Cited by:

    1. Óscar Gutiérrez & Marco Martínez-Esteller, 2022. "Tax collection in the Roman Empire: a new institutional economics approach," Constitutional Political Economy, Springer, vol. 33(3), pages 378-401, September.

  6. 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.

    Cited by:

    1. Cláudia Simões & Luís Oliveira & Jorge M. Bravo, 2021. "Immunization Strategies for Funding Multiple Inflation-Linked Retirement Income Benefits," Risks, MDPI, vol. 9(4), pages 1-28, March.
    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.

  7. Geoffrey Poitras & Franck Jovanovic, 2010. "Pioneers of Financial Economics: Das Adam Smith Irrelevanzproblem?," History of Economics Review, Taylor & Francis Journals, vol. 51(1), pages 43-64, January.
    See citations under working paper version above.
  8. 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.

    Cited by:

    1. Shuaiqiang Liu & 'Alvaro Leitao & Anastasia Borovykh & Cornelis W. Oosterlee, 2020. "On Calibration Neural Networks for extracting implied information from American options," Papers 2001.11786, arXiv.org.

  9. Geoffrey Poitras & Lindsay Meredith, 2009. "Ethical Transparency and Economic Medicalization," Journal of Business Ethics, Springer, vol. 86(3), pages 313-325, May.

    Cited by:

    1. A. Rebecca Reuber & Anna Morgan-Thomas, 2019. "Communicating Moral Legitimacy in Controversial Industries: The Trade in Human Tissue," Journal of Business Ethics, Springer, vol. 154(1), pages 49-63, January.

  10. 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.

    Cited by:

    1. Shiwakoti, Radha K. & Rutherford, Brian A., 2010. "Expensing of share-based payments and its impact on large UK companies," The British Accounting Review, Elsevier, vol. 42(4), pages 269-279.

  11. 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. Maxwell King & Xibin Zhang & Muhammad Akram, 2019. "Hypothesis Testing Based on a Vector of Statistics," Monash Econometrics and Business Statistics Working Papers 30/19, Monash University, Department of Econometrics and Business Statistics.
    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.

  12. 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. K.V. Peasnell & P.F. Pope & S. Young, 2005. "Board Monitoring and Earnings Management: Do Outside Directors Influence Abnormal Accruals?," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 32(7‐8), pages 1311-1346, September.

  13. 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. Massa, Massimo & Mataigne, Virginie & Vermaelen, Theo & Xu, Moqi, 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.
    5. Arturo Bris & William Goetzmann & Ning Zhu, 2004. "Efficiency and the Bear: Short Sales and Markets around the World," Yale School of Management Working Papers ysm327, Yale School of Management, revised 01 Feb 2005.

  14. 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. Hans D. G. Hyun, 2023. "A financial frontier model with bankers' susceptibility under uncertainty," Metroeconomica, Wiley Blackwell, vol. 74(1), pages 94-118, February.
    2. Koray Yıldırım & Neşe Algan & Harun Bal, 2024. "Investment Hysteresis: An Empirical Essay Turkish Case," Evaluation Review, , vol. 48(1), pages 143-176, February.
    3. Kemp-Benedict, Eric, 2014. "Shifting to a Green Economy: Lock-in, Path Dependence, and Policy Options," MPRA Paper 60175, University Library of Munich, Germany.
    4. Janette Rutterford, 2012. "Valuing Equities in the UK and the US: Fashions and Trends," Chapters, in: Geoffrey Poitras (ed.), Handbook of Research on Stock Market Globalization, chapter 4, Edward Elgar Publishing.
    5. Nuttall, John, 2006. "Asset allocation approach to understanding stock market dynamics," MPRA Paper 2504, University Library of Munich, Germany.

  15. 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.
    2. Ali, Heba, 2019. "Does downside risk matter more in asset pricing? Evidence from China," Emerging Markets Review, Elsevier, vol. 39(C), pages 154-174.

  16. 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(4), pages 479-498, December.

    Cited by:

    1. Geoffrey Poitras & Franck Jovanovic, 2010. "Pioneers of Financial Economics: Das Adam Smith Irrelevanzproblem?," History of Economics Review, Taylor & Francis Journals, vol. 51(1), pages 43-64, January.

  17. 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. Jaehyuk Choi & Chenru Liu & Byoung Ki Seo, 2018. "Hyperbolic normal stochastic volatility model," Papers 1809.04035, arXiv.org.
    2. Andrea Klimešová & Tomáš Václavík, 2016. "Gas Swing Options: Introduction and Pricing using Monte Carlo Methods," Acta Oeconomica Pragensia, Prague University of Economics and Business, vol. 2016(1), pages 15-32.
    3. Moser, S. & Mußhoff, O., 2015. "Reward, Punishment and Probabilities in Policy Measurements: An Extra Laboratory Experiment about Effectiveness and Efficiency of Incentives in Palm Oil Production," Proceedings “Schriften der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V.”, German Association of Agricultural Economists (GEWISOLA), vol. 50, March.
    4. Jaehyuk Choi & Minsuk Kwak & Chyng Wen Tee & Yumeng Wang, 2021. "A Black-Scholes user's guide to the Bachelier model," Papers 2104.08686, arXiv.org, revised Feb 2022.
    5. 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.
    6. Chun-Sing Lau & Chi-Fai Lo, 2014. "The pricing of basket-spread options," Quantitative Finance, Taylor & Francis Journals, vol. 14(11), pages 1971-1982, November.
    7. 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, Sciendo, vol. 32(1), pages 25-40, March.
    8. 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.
    9. 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).
    10. 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.
    11. Jaehyuk Choi & Minsuk Kwak & Chyng Wen Tee & Yumeng Wang, 2022. "A Black–Scholes user's guide to the Bachelier model," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(5), pages 959-980, May.
    12. Nuerxiati Abudurexiti & Kai He & Dongdong Hu & Hasanjan Sayit, 2021. "A note on closed-form spread option valuation under log-normal models," Papers 2109.05431, arXiv.org, revised Feb 2024.
    13. 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.
    14. Li, Minqiang, 2008. "Closed-Form Approximations for Spread Option Prices and Greeks," MPRA Paper 6994, University Library of Munich, Germany.
    15. 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)".
    16. Ziming Dong & Dan Tang & Xingchun Wang, 2023. "Pricing vulnerable basket spread options with liquidity risk," Review of Derivatives Research, Springer, vol. 26(1), pages 23-50, April.
    17. 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, University of Reading.
    18. Jaehyuk Choi & Kwangmoon Kim & Minsuk Kwak, 2009. "Numerical Approximation of the Implied Volatility Under Arithmetic Brownian Motion," Applied Mathematical Finance, Taylor & Francis Journals, vol. 16(3), pages 261-268.
    19. J. C. Arismendi & Marcel Prokopczuk, 2016. "A moment-based analytic approximation of the risk-neutral density of American options," Applied Mathematical Finance, Taylor & Francis Journals, vol. 23(6), pages 409-444, November.

  18. 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," JRFM, MDPI, vol. 3(1), pages 1-34, December.

  19. 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(2), pages 223-239, June.

    Cited by:

    1. Poitras, Geoffrey & Heaney, John, 2008. "‘How is the Stock Market Doing?’ Using Absence of Arbitrage to Measure Stock Market Performance," MPRA Paper 114056, University Library of Munich, Germany.
    2. 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.

  20. 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(2), pages 1-21, 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. Coble, Keith H. & Zuniga, Manuel & Heifner, Richard, 2003. "Evaluation of the interaction of risk management tools for cotton and soybeans," Agricultural Systems, Elsevier, vol. 75(2-3), pages 323-340.
    4. Hanson, Steven D. & Black, J. Roy & Wang, H. Holly, 2000. "Can Revenue Insurance Substitute For Price And Yield Risk Management Instruments?," Staff Paper Series 11655, Michigan State University, Department of Agricultural, Food, and Resource Economics.
    5. 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.
    6. Farid AitSahlia & Chung-Jui Wang & Victor Cabrera & Stan Uryasev & Clyde Fraisse, 2011. "Optimal crop planting schedules and financial hedging strategies under ENSO-based climate forecasts," Annals of Operations Research, Springer, vol. 190(1), pages 201-220, October.

  21. 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. 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.
    2. Elfakhani, Said & Wionzek, Ritchie J., 1997. "Intermarket spread opportunities between Canadian and American agricultural futures," International Review of Economics & Finance, Elsevier, vol. 6(4), pages 361-377.
    3. 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.
    4. Hussein Abdoh & Michael Chitavi, 2024. "The impact of deviations from soybean product crushing estimates on return and risk," Agricultural Economics, International Association of Agricultural Economists, vol. 55(2), pages 181-199, March.
    5. Elfakhani, Said & Visiting Professor & Wionzek, Ritchie J. & Chaudhury, Mohammed, 1999. "Thin trading and mispricing profit opportunities in the Canadian commodity futures," The Quarterly Review of Economics and Finance, Elsevier, vol. 39(1), pages 37-58.
    6. Ziran Li & Dermot J. Hayes, 2022. "The hedging pressure hypothesis and the risk premium in the soybean reverse crush spread," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(3), pages 428-445, March.
    7. John B. Mitchell, 2010. "Soybean Futures Crush Spread Arbitrage: Trading Strategies and Market Efficiency," JRFM, MDPI, vol. 3(1), pages 1-34, December.
    8. Ruan, Qingsong & Cui, Hao & Fan, Liming, 2020. "China’s soybean crush spread: Nonlinear analysis based on MF-DCCA," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 554(C).
    9. Zhou, Xinquan & Bagnarosa, Guillaume & Gohin, Alexandre & Pennings, Joost M.E. & Debie, Philippe, 2023. "Microstructure and high-frequency price discovery in the soybean complex," Journal of Commodity Markets, Elsevier, vol. 30(C).

  22. 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. Barbi, Massimiliano & Romagnoli, Silvia, 2018. "Skewness, basis risk, and optimal futures demand," International Review of Economics & Finance, Elsevier, vol. 58(C), pages 14-29.
    2. 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].
    3. Lien, Donald & Wilson, Bradley K., 2001. "Multiperiod hedging in the presence of stochastic volatility," International Review of Financial Analysis, Elsevier, vol. 10(4), pages 395-406.
    4. William T. Smith, 2022. "The optimal hedge ratio: A solution, a conjecture, and a challenge," Economics Bulletin, AccessEcon, vol. 42(2), pages 877-888.
    5. William T. Smith, 2023. "The optimal hedge ratio: A closed-form solution, a conjecture, and a challenge," Economics Bulletin, AccessEcon, vol. 43(2), pages 748-758.

  23. 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.

  24. 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(1), pages 1-15, 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, University Library of Munich, Germany.

  25. 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.
    2. Lioui, Abraham, 1999. "Spreading currency forwards: why and how?," Journal of International Money and Finance, Elsevier, vol. 18(2), pages 305-317, February.
    3. Lioui, Abraham & Eldor, Rafael, 1998. "Optimal spreading when spreading is optimal," Journal of Economic Dynamics and Control, Elsevier, vol. 23(2), pages 277-301, September.

  26. 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. Henock Louis & Lloyd P. Blenman & Janet S. Thatcher, 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, June.
    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.

  27. 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. 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.
    2. Ruan, Qingsong & Cui, Hao & Fan, Liming, 2020. "China’s soybean crush spread: Nonlinear analysis based on MF-DCCA," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 554(C).

Chapters

  1. Geoffrey Poitras, 2009. "The Early History of Option Contracts," Springer Books, in: Wolfgang Hafner & Heinz Zimmermann (ed.), Vinzenz Bronzin’s Option Pricing Models, chapter 18, pages 487-518, Springer.

    Cited by:

    1. Haug, Espen Gaarder & Taleb, Nassim Nicholas, 2011. "Option traders use (very) sophisticated heuristics, never the Black-Scholes-Merton formula," Journal of Economic Behavior & Organization, Elsevier, vol. 77(2), pages 97-106, February.
    2. Geoffrey Poitras, 2012. "From the Renaissance Exchanges to Cyberspace: A History of Stock Market Globalization," Chapters, in: Geoffrey Poitras (ed.), Handbook of Research on Stock Market Globalization, chapter 3, Edward Elgar Publishing.

Books

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

    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. Luigi Buzzacchi & Luca Ghezzi, 2021. "The Odds of Profitable Market Timing," JRFM, MDPI, vol. 14(6), pages 1-14, June.
    3. Manuela Geranio, 2016. "Evolution of the Exchange Industry," Springer Books, Springer, number 978-3-319-21027-8, October.
    4. Cristhian Mellado & Diego Escobari, 2015. "Virtual integration of financial markets: a dynamic correlation analysis of the creation of the Latin American Integrated Market," Applied Economics, Taylor & Francis Journals, vol. 47(19), pages 1956-1971, April.

  2. Geoffrey Poitras & Franck Jovanovic (ed.), 2007. "Pioneers of Financial Economics: Volume 2," Books, Edward Elgar Publishing, number 3823.

    Cited by:

    1. Lin, Tzuling & Tsai, Cary Chi-Liang, 2013. "On the mortality/longevity risk hedging with mortality immunization," Insurance: Mathematics and Economics, Elsevier, vol. 53(3), pages 580-596.
    2. Luca Fiorito, 2011. "The influence of American economists on the Clayton and Federal Trade Commission Acts," Department of Economics University of Siena 623, Department of Economics, University of Siena.
    3. Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2017. "Investment in capital markets," MPRA Paper 77414, University Library of Munich, Germany.
    4. Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2016. "Forecast in Capital Markets," MPRA Paper 72286, University Library of Munich, Germany.

  3. Geoffrey Poitras (ed.), 2006. "Pioneers of Financial Economics: Volume 1," Books, Edward Elgar Publishing, number 3822.

    Cited by:

    1. Ernst Juerg Weber, 2009. "A Short History of Derivative Security Markets," Springer Books, in: Wolfgang Hafner & Heinz Zimmermann (ed.), Vinzenz Bronzin’s Option Pricing Models, chapter 15, pages 431-466, Springer.
    2. Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2017. "Investment in capital markets," MPRA Paper 77414, University Library of Munich, Germany.
    3. Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2016. "Forecast in Capital Markets," MPRA Paper 72286, University Library of Munich, Germany.

  4. 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: Geoffrey Poitras (ed.), Handbook of Research on Stock Market Globalization, chapter 11, Edward Elgar Publishing.
    2. Sylvie Riederová & Kamila Růžičková, 2011. "Historical development of derivatives' underlying assets," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 59(7), pages 521-526.
    3. 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.
    4. 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, vol. 9(3), pages 1-15, March.
    5. Juan Pineiro-Chousa & Marcos Vizcaíno-González, 2020. "A mathematical model for the role of third party funding in reputation building of academic institutions," Review of Managerial Science, Springer, vol. 14(2), pages 365-377, April.
    6. 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.
    7. Geoffrey Poitras, 2012. "From the Renaissance Exchanges to Cyberspace: A History of Stock Market Globalization," Chapters, in: Geoffrey Poitras (ed.), Handbook of Research on Stock Market Globalization, chapter 3, Edward Elgar Publishing.

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

    Cited by:

    1. Pierre-Charles Pradier, 2016. "The debt of the Hôtel-Dieu de Paris from 1660 to 1690: a testbed for sovereign default," Post-Print halshs-01382586, HAL.
    2. Geoffrey Poitras & Franck Jovanovic, 2010. "Pioneers of Financial Economics: Das Adam Smith Irrelevanzproblem?," History of Economics Review, Taylor & Francis Journals, vol. 51(1), pages 43-64, January.
    3. Tony Aspromourgos, 2014. "Entrepreneurship, risk and income distribution in Adam Smith," The European Journal of the History of Economic Thought, Taylor & Francis Journals, vol. 21(1), pages 21-40, February.
    4. 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.
    5. Algieri, Bernardina, 2018. "A Journey Through the History of Commodity Derivatives Markets and the Political Economy of (De)Regulation," Discussion Papers 281139, University of Bonn, Center for Development Research (ZEF).
    6. Moshe A. Milevsky & Thomas S. Salisbury, 2016. "Optimal retirement income tontines," Papers 1610.10078, arXiv.org.
    7. 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.
    8. Zanini, Andrea, 2021. "Pratica degli affari e prescrizioni morali: interesse e sconto nei manuali di aritmetica mercantile (secoli XVI-XVIII) [Business practices and moral precepts: interest and discount in commercial ar," MPRA Paper 108308, University Library of Munich, Germany.
    9. Timothy Johnson, 2015. "Reciprocity as a Foundation of Financial Economics," Journal of Business Ethics, Springer, vol. 131(1), pages 43-67, September.
    10. William Goetzmann, 2003. "Fibonacci and the Financial Revolution," Yale School of Management Working Papers ysm432, Yale School of Management, revised 01 Mar 2004.
    11. 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.
    12. 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.
    13. Schinckus, Christophe, 2018. "Pataphysics of finance: An essay of visual epistemology," CRITICAL PERSPECTIVES ON ACCOUNTING, Elsevier, vol. 52(C), pages 57-68.
    14. Timothy C. Johnson, 2012. "Ethics and Finance: the role of mathematics," Papers 1210.5390, arXiv.org.
    15. David Hawkes, 2019. "Against Financial Derivatives: Towards an Ethics of Representation," Journal of Interdisciplinary Economics, , vol. 31(2), pages 165-182, July.
    16. 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.
    17. Maria Eug?nia Mata & Jos? Rodrigues da Costa & David Justino, 2018. "Finance, a New Old Science," HISTORY OF ECONOMIC THOUGHT AND POLICY, FrancoAngeli Editore, vol. 2018(2), pages 75-93.
    18. Timothy C. Johnson, 2013. "Reciprocity as the foundation of Financial Economics," Papers 1310.2798, arXiv.org.
    19. Jovanovic, Franck & Mantegna, Rosario N. & Schinckus, Christophe, 2019. "When financial economics influences physics: The role of Econophysics," International Review of Financial Analysis, Elsevier, vol. 65(C).
    20. Booth, G. Geoffrey & Gurun, Umit G., 2008. "Volatility clustering and the bid-ask spread: Exchange rate behavior in early Renaissance Florence," Journal of Empirical Finance, Elsevier, vol. 15(1), pages 131-144, January.
    21. 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.
    22. Geoffrey Poitras, 2012. "From the Renaissance Exchanges to Cyberspace: A History of Stock Market Globalization," Chapters, in: Geoffrey Poitras (ed.), Handbook of Research on Stock Market Globalization, chapter 3, Edward Elgar Publishing.
    23. 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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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-HIS: Business, Economic and Financial History (2) 2022-05-30 2024-09-30
  2. NEP-HPE: History and Philosophy of Economics (1) 2024-09-30
  3. NEP-PKE: Post Keynesian Economics (1) 2022-05-30

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