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Bruce G Resnick

Personal Details

First Name:Bruce
Middle Name:G
Last Name:Resnick
Suffix:
RePEc Short-ID:pre582
[This author has chosen not to make the email address public]
3365757716

Affiliation

School of Business
Wake Forest University

Winston-Salem, North Carolina (United States)
http://business.wfu.edu/
RePEc:edi:sbwfuus (more details at EDIRC)

Research output

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Jump to: Articles

Articles

  1. Resnick, Bruce G. & Shoesmith, Gary L., 2017. "A note on modeling world equity markets with nonsynchronous data," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 51(C), pages 125-132.
  2. Resnick, Bruce G., 2012. "Investor yield and gross underwriting spread comparisons among U.S. dollar domestic, Yankee, Eurodollar, and global bonds," Journal of International Money and Finance, Elsevier, vol. 31(2), pages 445-463.
  3. Bruce G. Resnick & Gary L. Shoesmith, 2011. "Information Transmission in the World Money Markets," European Financial Management, European Financial Management Association, vol. 17(1), pages 183-200, January.
  4. Glen Larsen & Bruce Resnick, 2008. "Return enhancement trading strategies for size based portfolios," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 22(1), pages 21-45, March.
  5. Wei (Wendy) Liu & Bruce G. Resnick & Gary L. Shoesmith, 2004. "Market Timing Of International Stock Markets Using The Yield Spread," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 27(3), pages 373-391, September.
  6. Bruce G. Resnick & Gary L. Shoesmith, 2002. "Using the Yield Curve to Time the Stock Market," Financial Analysts Journal, Taylor & Francis Journals, vol. 58(3), pages 82-90, May.
  7. Bruce G. Resnick, 2002. "The Random Character of Currency Prices," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 25(2), pages 301-302, June.
  8. Glen A. Larsen, Jr. & Bruce G. Resnick, 2000. "The Optimal Construction of Internationally Diversified Equity Portfolios Hedged Against Exchange Rate Uncertainty," European Financial Management, European Financial Management Association, vol. 6(4), pages 479-514, December.
  9. Larsen, Glen A, Jr & Resnick, Bruce G, 1999. "A Performance Comparison between Cross-Sectional Stochastic Dominance and Traditional Event Study Methodologies," Review of Quantitative Finance and Accounting, Springer, vol. 12(2), pages 103-112, March.
  10. Eun, Cheol S. & Resnick, Bruce G., 1997. "International equity investment with selective hedging strategies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 7(1), pages 21-42, April.
  11. Larsen, Glen A, Jr & Resnick, Bruce G, 1996. "Refining the Bootstrap Method of Stochastic Dominance Analysis: The Case of the January Effect," Review of Quantitative Finance and Accounting, Springer, vol. 7(1), pages 65-79, July.
  12. Cheol S. Eun & Bruce G. Resnick, 1994. "International Diversification of Investment Portfolios: U.S. and Japanese Perspectives," Management Science, INFORMS, vol. 40(1), pages 140-161, January.
  13. Brian Hatch & Bruce Resnick, 1993. "A review of recent developments in international portfolio selection," Open Economies Review, Springer, vol. 4(1), pages 83-96, March.
  14. Resnick, Bruce G. & Sheikh, Aamir M. & Song, Yo-Shin, 1993. "Time Varying Volatilities and Calculation of the Weighted Implied Standard Deviation," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 28(3), pages 417-430, September.
  15. Klemkosky, Robert C. & Resnick, Bruce G., 1992. "A note on the no premature exercise condition of dividend payout unprotected american call options: A clarification," Journal of Banking & Finance, Elsevier, vol. 16(2), pages 373-379, April.
  16. Eun, Cheol S. & Resnick, Bruce G., 1992. "Forecasting the correlation structure of share prices: A test of new models," Journal of Banking & Finance, Elsevier, vol. 16(3), pages 643-656, June.
  17. Resnick, Bruce G., 1989. "The globalization of world financial markets," Business Horizons, Elsevier, vol. 32(6), pages 34-41.
  18. Eun, Cheol S & Resnick, Bruce G, 1988. "Estimating the Dependence Structure of Share Prices: A Comparative Study of the United States and Japan," The Financial Review, Eastern Finance Association, vol. 23(4), pages 387-401, November.
  19. Alexander, Gordon J & Resnick, Bruce G, 1985. "More on Estimation Risk and Simple Rules for Optimal Portfolio Selection," Journal of Finance, American Finance Association, vol. 40(1), pages 125-133, March.
  20. Alexander, Gordon J. & Resnick, Bruce G., 1985. "Using linear and goal programming to immunize bond portfolios," Journal of Banking & Finance, Elsevier, vol. 9(1), pages 35-54, March.
  21. Eun, Cheol S & Resnick, Bruce G, 1984. "Estimating the Correlation Structure of International Share Prices," Journal of Finance, American Finance Association, vol. 39(5), pages 1311-1324, December.
  22. Klemkosky, Robert C. & Resnick, Bruce G., 1980. "An ex ante analysis of put-call parity," Journal of Financial Economics, Elsevier, vol. 8(4), pages 363-378, December.
  23. Klemkosky, Robert C & Resnick, Bruce G, 1979. "Put-Call Parity and Market Efficiency," Journal of Finance, American Finance Association, vol. 34(5), pages 1141-1155, December.

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