Charles Dale

Personal Details

First Name:	Charles
Middle Name:
Last Name:	Dale
Suffix:
RePEc Short-ID:	pda559
	[This author has chosen not to make the email address public]

Citations

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Wikipedia or ReplicationWiki mentions

(Only mentions on Wikipedia that link back to a page on a RePEc service)

1. Dale, Charles & Gilroy, Curtis, 1985. "Enlistments in the All-Volunteer Force: Note," American Economic Review, American Economic Association, vol. 75(3), pages 547-551, June.

   Mentioned in:

   1. Enlistments in the All-Volunteer Force: Note (AER 1985) in ReplicationWiki ()

Working papers

1. Dale, Charles & Zyren, John, 1996. "Noncommercial Trading in the Energy Futures Market," MPRA Paper 47463, University Library of Munich, Germany.

   Cited by:

   1. Jerry W. Markham & Daniel J. Harty, 2012. "The Impact of Electronic Communication Networks on Exchange Trading Floors and Derivatives Regulation," Chapters, in: Geoffrey Poitras (ed.), Handbook of Research on Stock Market Globalization, chapter 12, Edward Elgar Publishing.
   2. Robert Weiner, 2006. "Do Birds of a Feather Flock Together? Speculator Herding in the World Oil Market," RFF Working Paper Series dp-06-31, Resources for the Future.
   3. Zhang, Yue-Jun, 2013. "Speculative trading and WTI crude oil futures price movement: An empirical analysis," Applied Energy, Elsevier, vol. 107(C), pages 394-402.
   4. Patricio Jaramillo & Jorge Selaive, 2006. "Speculative Activity and Copper Price," Working Papers Central Bank of Chile 384, Central Bank of Chile.
   5. Sanders, Dwight R. & Irwin, Scott H. & Merrin, Robert P., 2007. "Smart Money? The Forecasting Ability of CFTC Large Traders," 2007 Conference, April 16-17, 2007, Chicago, Illinois 37556, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
   6. Weiner, Robert J., 2000. "Sheep in Wolves' Clothing?," Cahiers de recherche 0001, GREEN.
   7. Yiuman Tse & Michael Williams, 2011. "Does Index Speculation Impact Commodity Prices? An Intraday Futures Analysis Using intraday data, we find that unidirectional causality runs from commodity index linked commodity futures to non-index ," Working Papers 0007, College of Business, University of Texas at San Antonio.
   8. Weiner, Robert J., 2002. "Sheep in wolves' clothing? Speculators and price volatility in petroleum futures," The Quarterly Review of Economics and Finance, Elsevier, vol. 42(2), pages 391-400.
   9. Geoffrey Poitras (ed.), 2012. "Handbook of Research on Stock Market Globalization," Books, Edward Elgar Publishing, number 13048.
   10. Yiuman Tse & Michael R. Williams, 2013. "Does Index Speculation Impact Commodity Prices? An Intraday Analysis," The Financial Review, Eastern Finance Association, vol. 48(3), pages 365-383, August.
   11. Sanders, Dwight R. & Irwin, Scott H. & Merrin, Robert P., 2009. "Smart Money: The Forecasting Ability of CFTC Large Traders in Agricultural Futures Markets," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 34(2), pages 1-21, August.

2. Dale, Charles, 1991. "Economics of Energy Futures Markets," MPRA Paper 47447, University Library of Munich, Germany.

   Cited by:

   1. Dale, Charles & Zyren, John, 1996. "Noncommercial Trading in the Energy Futures Market," MPRA Paper 47463, University Library of Munich, Germany.

3. Dale, Charles, 1984. "A Search for Business Cycles with Spectral Analysis," MPRA Paper 49508, University Library of Munich, Germany.

   Cited by:

   1. Dale, Charles, 1990. "From Kondratieff to Chaos: Some Perspectives on Long-Term and Short-Term Business Cycles," MPRA Paper 46229, University Library of Munich, Germany.

4. Dale, Charles, 1981. "The Hedging Effectiveness of Currency Futures Markets," MPRA Paper 45839, University Library of Munich, Germany.
   • Charles Dale, 1981. "The hedging effectiveness of currency futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 1(1), pages 77-88, March.

   Cited by:

   1. Batten, Jonathan A. & Kinateder, Harald & Szilagyi, Peter G. & Wagner, Niklas F., 2021. "Hedging stocks with oil," Energy Economics, Elsevier, vol. 93(C).
   2. Banerjee, Ameet Kumar & Akhtaruzzaman, Md & Sensoy, Ahmet & Goodell, John W., 2024. "Volatility spillovers and hedging strategies between impact investing and agricultural commodities," International Review of Financial Analysis, Elsevier, vol. 94(C).
   3. Bouri, Elie & Alsagr, Naif, 2024. "Hedging investment-grade and high-yield bonds with credit VIX," Economics Letters, Elsevier, vol. 237(C).
   4. Patrick M. Parkinson, 1982. "Estimating the hedging effectiveness of Treasury bill futures: an alternative approach," International Finance Discussion Papers 196, Board of Governors of the Federal Reserve System (U.S.).
   5. Dale, Charles, 1991. "Economics of Energy Futures Markets," MPRA Paper 47447, University Library of Munich, Germany.
   6. Andrea L. DeMaskey, 1997. "Single and Multiple Portfolio Cross-Hedging with Currency Futures," Multinational Finance Journal, Multinational Finance Journal, vol. 1(1), pages 23-46, March.
   7. Hoberg, Gerard & Moon, S. Katie, 2017. "Offshore activities and financial vs operational hedging," Journal of Financial Economics, Elsevier, vol. 125(2), pages 217-244.
   8. Joanne Hill & Thomas Schneeweis, 1982. "The Hedging Effectiveness Of Foreign Currency Futures," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 5(1), pages 95-104, March.
   9. Atreya Chakraborty & John Barkoulas, 1999. "Dynamic futures hedging in currency markets," The European Journal of Finance, Taylor & Francis Journals, vol. 5(4), pages 299-314.
   10. Vignola, Anthony & Dale, Charles & Federal Reserve System, Federal Reserve Staffs, 1979. "Treasury/Federal Reserve Study of Treasury Futures Markets Volume II: A Study by the Staffs of the U.S. Treasury and Federal Reserve System," MPRA Paper 58897, University Library of Munich, Germany.
   11. Tareq Saeed & Elie Bouri & Dang Khoa Tran, 2020. "Hedging Strategies of Green Assets against Dirty Energy Assets," Energies, MDPI, vol. 13(12), pages 1-17, June.
   12. Torsten Ehlers & Elod Takáts, 2013. "Capital flow dynamics and FX intervention," BIS Papers chapters, in: Bank for International Settlements (ed.), Sovereign risk: a world without risk-free assets?, volume 73, pages 25-38, Bank for International Settlements.

5. Dale, Charles & Workman, Rosemarie, 1981. "Measuring patterns of price movements in the Treasury bill futures market," MPRA Paper 48639, University Library of Munich, Germany.

   Cited by:

   1. Park, Cheol-Ho & Irwin, Scott H., 2005. "The Profitability of Technical Trading Rules in US Futures Markets: A Data Snooping Free Test," AgMAS Project Research Reports 14771, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics.
      • Park, Cheol-Ho & Irwin, Scott H., 2004. "The Profitability Of Technical Trading Rules In Us Futures Markets: A Data Snooping Free Test," 2004 Conference, April 19-20, 2004, St. Louis, Missouri 19011, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
   2. Dennis, Steven A. & Sim, Ah Boon, 1999. "Share price volatility with the introduction of individual share futures on the Sydney Futures Exchange," International Review of Financial Analysis, Elsevier, vol. 8(2), pages 153-163, June.
   3. S. Wong & C. Yiu & M. Tse & K. Chau, 2006. "Do the Forward Sales of Real Estate Stabilize Spot Prices?," The Journal of Real Estate Finance and Economics, Springer, vol. 32(3), pages 289-304, May.
   4. Park, Cheol-Ho & Irwin, Scott H., 2005. "A Reality Check on Technical Trading Rule Profits in US Futures Markets," 2005 Conference, April 18-19, 2005, St. Louis, Missouri 19039, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
      • Cheol‐Ho Park & Scott H. Irwin, 2010. "A reality check on technical trading rule profits in the U.S. futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 30(7), pages 633-659, July.
   5. Dale, Charles, 1991. "Economics of Energy Futures Markets," MPRA Paper 47447, University Library of Munich, Germany.
   6. Charles Dale, 1981. "The hedging effectiveness of currency futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 1(1), pages 77-88, March.
      • Dale, Charles, 1981. "The Hedging Effectiveness of Currency Futures Markets," MPRA Paper 45839, University Library of Munich, Germany.
   7. Vignola, Anthony & Dale, Charles & Federal Reserve System, Federal Reserve Staffs, 1979. "Treasury/Federal Reserve Study of Treasury Futures Markets Volume II: A Study by the Staffs of the U.S. Treasury and Federal Reserve System," MPRA Paper 58897, University Library of Munich, Germany.
   8. Ahmad, Mashood & Ali, Syed Babar, 2008. "Technical Analysis in the Stock Markets of Pakistan: A Case of Commercial Banks," MPRA Paper 64521, University Library of Munich, Germany.
   9. Dale, Charles, 1984. "A Search for Business Cycles with Spectral Analysis," MPRA Paper 49508, University Library of Munich, Germany.

6. Cicchetti, Paul & Dale, Charles & Vignola, Anthony, 1981. "Usefulness of Treasury Bill Futures as Hedging Instruments," MPRA Paper 45754, University Library of Munich, Germany.
   • Paul Cicchetti & Charles Dale & Anthony J. Vignola, 1981. "Usefulness of treasury bill futures as hedging instruments," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 1(3), pages 379-387, September.

   Cited by:

   1. Dale, Charles, 1991. "Economics of Energy Futures Markets," MPRA Paper 47447, University Library of Munich, Germany.
   2. Charles T. Howard & Louis J. D'Antonio, 1986. "Treasury Bill Futures As A Hedging Tool: A Risk-Return Approach," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 9(1), pages 25-39, March.
   3. Charles Dale, 1981. "The hedging effectiveness of currency futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 1(1), pages 77-88, March.
      • Dale, Charles, 1981. "The Hedging Effectiveness of Currency Futures Markets," MPRA Paper 45839, University Library of Munich, Germany.
   4. Vignola, Anthony & Dale, Charles & Federal Reserve System, Federal Reserve Staffs, 1979. "Treasury/Federal Reserve Study of Treasury Futures Markets Volume II: A Study by the Staffs of the U.S. Treasury and Federal Reserve System," MPRA Paper 58897, University Library of Munich, Germany.
   5. Dale, Charles & Workman, Rosemarie, 1981. "Measuring patterns of price movements in the Treasury bill futures market," MPRA Paper 48639, University Library of Munich, Germany.
   6. Michael T. Belongia & G. J. Santoni, 1987. "Interest Rate Risk, Market Value, And Hedging Financial Portfolios," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 10(1), pages 47-55, March.
   7. Bowman, Mark John, 1985. "The use of interest rate futures by agricultural banks," ISU General Staff Papers 1985010108000017536, Iowa State University, Department of Economics.

7. Dale, Charles, 1981. "Brownian motion in the treasury bill futures market," MPRA Paper 46530, University Library of Munich, Germany.

   Cited by:

   1. Charles Dale, 1981. "The hedging effectiveness of currency futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 1(1), pages 77-88, March.
      • Dale, Charles, 1981. "The Hedging Effectiveness of Currency Futures Markets," MPRA Paper 45839, University Library of Munich, Germany.
   2. Vignola, Anthony & Dale, Charles & Federal Reserve System, Federal Reserve Staffs, 1979. "Treasury/Federal Reserve Study of Treasury Futures Markets Volume II: A Study by the Staffs of the U.S. Treasury and Federal Reserve System," MPRA Paper 58897, University Library of Munich, Germany.
   3. Dale, Charles & Workman, Rosemarie, 1981. "Measuring patterns of price movements in the Treasury bill futures market," MPRA Paper 48639, University Library of Munich, Germany.
   4. Dale, Charles & Workman, Rosemarie, 1980. "The arc sine law and the treasury bill futures market," MPRA Paper 46101, University Library of Munich, Germany.
   5. Grossman, Sanford J & Miller, Merton H & Cone, Kenneth R & Fischel, Daniel R & Ross, David J, 1997. "Clustering and Competition in Asset Markets," Journal of Law and Economics, University of Chicago Press, vol. 40(1), pages 23-60, April.

8. Dale, Charles & Workman, Rosemarie, 1980. "The arc sine law and the treasury bill futures market," MPRA Paper 46101, University Library of Munich, Germany.

   Cited by:

   1. Shynkevich, Andrei, 2016. "Predictability in bond returns using technical trading rules," Journal of Banking & Finance, Elsevier, vol. 70(C), pages 55-69.
   2. Dale, Charles, 1991. "Economics of Energy Futures Markets," MPRA Paper 47447, University Library of Munich, Germany.
   3. Chandrinos, Spyros K. & Lagaros, Nikos D., 2018. "Construction of currency portfolios by means of an optimized investment strategy," Operations Research Perspectives, Elsevier, vol. 5(C), pages 32-44.
   4. Dale, Charles, 1981. "Brownian motion in the treasury bill futures market," MPRA Paper 46530, University Library of Munich, Germany.
   5. Jeong-Gyoo KIM, 2019. "An Arc-Sine Law for Last Hitting Points in the Two-Parameter Wiener Space," Mathematics, MDPI, vol. 7(11), pages 1-11, November.
   6. Vignola, Anthony & Dale, Charles & Federal Reserve System, Federal Reserve Staffs, 1979. "Treasury/Federal Reserve Study of Treasury Futures Markets Volume II: A Study by the Staffs of the U.S. Treasury and Federal Reserve System," MPRA Paper 58897, University Library of Munich, Germany.
   7. Dale, Charles & Workman, Rosemarie, 1981. "Measuring patterns of price movements in the Treasury bill futures market," MPRA Paper 48639, University Library of Munich, Germany.
   8. Cheol‐Ho Park & Scott H. Irwin, 2007. "What Do We Know About The Profitability Of Technical Analysis?," Journal of Economic Surveys, Wiley Blackwell, vol. 21(4), pages 786-826, September.
   9. Yu, Hao & Nartea, Gilbert V. & Gan, Christopher & Yao, Lee J., 2013. "Predictive ability and profitability of simple technical trading rules: Recent evidence from Southeast Asian stock markets," International Review of Economics & Finance, Elsevier, vol. 25(C), pages 356-371.

9. Vignola, Anthony & Dale, Charles, 1980. "The Efficiency of the Treasury Bill Futures Market: An Analysis of Alternative Specifications," MPRA Paper 48812, University Library of Munich, Germany.

   Cited by:

   1. Dale, Charles & Zyren, John, 1996. "Noncommercial Trading in the Energy Futures Market," MPRA Paper 47463, University Library of Munich, Germany.
   2. Robert W. Kolb & Gerald D. Gay, 1985. "A Pricing Anomaly In Treasury Bill Futures," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 8(2), pages 157-167, June.
   3. Dale, Charles, 1991. "Economics of Energy Futures Markets," MPRA Paper 47447, University Library of Munich, Germany.
   4. Charles Dale, 1981. "The hedging effectiveness of currency futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 1(1), pages 77-88, March.
      • Dale, Charles, 1981. "The Hedging Effectiveness of Currency Futures Markets," MPRA Paper 45839, University Library of Munich, Germany.
   5. Dale, Charles, 1981. "Brownian motion in the treasury bill futures market," MPRA Paper 46530, University Library of Munich, Germany.
   6. Vignola, Anthony & Dale, Charles & Federal Reserve System, Federal Reserve Staffs, 1979. "Treasury/Federal Reserve Study of Treasury Futures Markets Volume II: A Study by the Staffs of the U.S. Treasury and Federal Reserve System," MPRA Paper 58897, University Library of Munich, Germany.
   7. Dale, Charles & Workman, Rosemarie, 1981. "Measuring patterns of price movements in the Treasury bill futures market," MPRA Paper 48639, University Library of Munich, Germany.
   8. Jergensen, Dale William, 1982. "An investigation of uses for financial futures in the agricultural equipment industry," ISU General Staff Papers 1982010108000017436, Iowa State University, Department of Economics.

10. Vignola, Anthony & Dale, Charles, 1979. "Is the Futures Market for Treasury Bills Efficient?," MPRA Paper 48762, University Library of Munich, Germany.

    Cited by:

    1. Dale, Charles, 1991. "Economics of Energy Futures Markets," MPRA Paper 47447, University Library of Munich, Germany.
    2. Vignola, Anthony & Dale, Charles, 1980. "The Efficiency of the Treasury Bill Futures Market: An Analysis of Alternative Specifications," MPRA Paper 48812, University Library of Munich, Germany.
    3. Charles Dale, 1981. "The hedging effectiveness of currency futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 1(1), pages 77-88, March.
       • Dale, Charles, 1981. "The Hedging Effectiveness of Currency Futures Markets," MPRA Paper 45839, University Library of Munich, Germany.
    4. Dale, Charles, 1981. "Brownian motion in the treasury bill futures market," MPRA Paper 46530, University Library of Munich, Germany.
    5. Vignola, Anthony & Dale, Charles & Federal Reserve System, Federal Reserve Staffs, 1979. "Treasury/Federal Reserve Study of Treasury Futures Markets Volume II: A Study by the Staffs of the U.S. Treasury and Federal Reserve System," MPRA Paper 58897, University Library of Munich, Germany.
    6. Dale, Charles & Workman, Rosemarie, 1981. "Measuring patterns of price movements in the Treasury bill futures market," MPRA Paper 48639, University Library of Munich, Germany.
    7. Jergensen, Dale William, 1982. "An investigation of uses for financial futures in the agricultural equipment industry," ISU General Staff Papers 1982010108000017436, Iowa State University, Department of Economics.
    8. Dale, Charles & Workman, Rosemarie, 1980. "The arc sine law and the treasury bill futures market," MPRA Paper 46101, University Library of Munich, Germany.

Articles

1. Dale, Charles & Gilroy, Curtis, 1985. "Enlistments in the All-Volunteer Force: Note," American Economic Review, American Economic Association, vol. 75(3), pages 547-551, June.

   Cited by:

   1. Beth Asch & Paul Heaton, 2008. "Monopsony and Labor Supply in the Army and Navy," Working Papers 1107, Princeton University, Department of Economics, Industrial Relations Section..
   2. J. D. Angrist, "undated". "The "misnorming" of the U.S. military entrance examination and its effect on minority enlistments," Institute for Research on Poverty Discussion Papers 1017-93, University of Wisconsin Institute for Research on Poverty.
   3. Chaturvedi, Alok & Mehta, Shailendra & Dolk, Daniel & Ayer, Rick, 2005. "Agent-based simulation for computational experimentation: Developing an artificial labor market," European Journal of Operational Research, Elsevier, vol. 166(3), pages 694-716, November.
   4. Christensen, Garret, 2017. "Occupational Fatalities and the Labor Supply: Evidence from the Wars in Iraq and Afghanistan," Journal of Economic Behavior & Organization, Elsevier, vol. 139(C), pages 182-195.
   5. Dale, Charles, 1983. "Multinomial Probit Models of Military Enlistments: A Comparison of Alternative Solution Algorithms," MPRA Paper 49339, University Library of Munich, Germany.
   6. Dale, Charles, 1984. "A Search for Business Cycles with Spectral Analysis," MPRA Paper 49508, University Library of Munich, Germany.

2. Charles Dale & Victor B Bailey, 1982. "A Box-Jenkins Model for forecasting U.S. Merchandise Exports," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 13(1), pages 101-108, March.

   Cited by:

   1. Zwinkels, Remco C.J. & Beugelsdijk, Sjoerd, 2010. "Gravity equations: Workhorse or Trojan horse in explaining trade and FDI patterns across time and space?," International Business Review, Elsevier, vol. 19(1), pages 102-115, February.
   2. Dale, Charles, 1984. "A Search for Business Cycles with Spectral Analysis," MPRA Paper 49508, University Library of Munich, Germany.

3. Charles Dale, 1981. "The hedging effectiveness of currency futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 1(1), pages 77-88, March.
   • Dale, Charles, 1981. "The Hedging Effectiveness of Currency Futures Markets," MPRA Paper 45839, University Library of Munich, Germany.
   See citations under working paper version above.
4. Paul Cicchetti & Charles Dale & Anthony J. Vignola, 1981. "Usefulness of treasury bill futures as hedging instruments," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 1(3), pages 379-387, September.
   • Cicchetti, Paul & Dale, Charles & Vignola, Anthony, 1981. "Usefulness of Treasury Bill Futures as Hedging Instruments," MPRA Paper 45754, University Library of Munich, Germany.
   See citations under working paper version above.

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