| Year |
Citation |
Score |
| 2009 |
McCurdy TH, Morgan IG. Intertemporal Risk in the Foreign Currency Futures Basis Canadian Journal of Administrative Sciences-Revue Canadienne Des Sciences De L Administration. 16: 172-184. DOI: 10.1111/J.1936-4490.1999.Tb00193.X |
0.59 |
|
| 2003 |
Beaulieu M, Ebrahim SK, Morgan IG. Does tick size influence price discovery? Evidence from the Toronto Stock Exchange Journal of Futures Markets. 23: 49-66. DOI: 10.1002/Fut.10053 |
0.304 |
|
| 1999 |
Morgan IG, Trevor RG. Limit Moves as Censored Observations of Equilibrium Futures Price in GARCH Processes Journal of Business & Economic Statistics. 17: 397-408. DOI: 10.1080/07350015.1999.10524828 |
0.544 |
|
| 1993 |
Morgan IG, Neave EH. A Discrete Time Model for Pricing Treasury Bills, Forward, and Futures Contracts * Astin Bulletin. 23: 3-22. DOI: 10.2143/Ast.23.1.2005099 |
0.53 |
|
| 1993 |
Morgan IG, Neave EH. A discrete time model for pricing treasury bills, forward, and futures contracts. Insurance Mathematics & Economics. 13: 168. DOI: 10.1016/0167-6687(93)90933-G |
0.501 |
|
| 1993 |
Morgan IG, Neave EH. A mean reverting process for pricing treasury bills and futures contracts Applied Stochastic Models and Data Analysis. 9: 341-361. DOI: 10.1002/Asm.3150090406 |
0.47 |
|
| 1992 |
McCurdy TH, Morgan IG. Single Beta Models and Currency Futures Prices Economic Record. 68: 117-129. DOI: 10.1111/J.1475-4932.1992.Tb02299.X |
0.562 |
|
| 1992 |
McCurdy TH, Morgan IG. Evidence of Risk Premiums in Foreign Currency Futures Markets Review of Financial Studies. 5: 65-83. DOI: 10.1093/Rfs/5.1.65 |
0.518 |
|
| 1991 |
McCurdy TH, Morgan IG. Tests for a Systematic Risk Component in Deviations from Uncovered Interest Rate Parity The Review of Economic Studies. 58: 587-602. DOI: 10.2307/2298013 |
0.484 |
|
| 1988 |
McCurdy TH, Morgan IG. Testing the Martingale Hypothesis in Deutsche Mark Futures with Models Specifying the Form of Heteroscedasticity Journal of Applied Econometrics. 3: 187-202. DOI: 10.1002/Jae.3950030303 |
0.497 |
|
| 1987 |
Morgan A, Morgan I. Measurement of Abnormal Returns From Small Firms Journal of Business & Economic Statistics. 5: 121-129. DOI: 10.1080/07350015.1987.10509567 |
0.517 |
|
| 1987 |
McCurdy TH, Morgan IG. Tests of the Martingale Hypothesis for Foreign Currency Futures with Time-Varying Volatility International Journal of Forecasting. 3: 131-148. DOI: 10.1016/0169-2070(87)90083-5 |
0.541 |
|
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