CHAPTERS/SECTIONS PUBLISHED IN BOOKS:

With Christopher Bernhardt and Irene Mulvey. "Evidence of Chaos in the S & P 500 Cash Index." Invited chapter 8 in Chaos and Nonlinear Dynamics in Financial Markets, edited by R. J. Trippi, Irwin Profession Publishing, 1995.

With Christopher Bernhardt and Irene Mulvey. "Evidence of Chaos in the S & P 500 Cash Index." In Recent Advances in Futures and Options Research, Vol. 66, 1993.

PAPERS PUBLISHED IN PROCEEDINGS:

"Commentary, The Review of Futures Markets." In Proceedings of the First Annual European Futures Research Symposium, Vol. 7 Supplement, Barcelona, Spain, October 1988.

JOURNAL ARTICLES PUBLISHED:

With D. Chappell. "Sterling and the European Currency Unit: A Random Walk or Chaotic." European Journal of Finance (June, 1997).

With Michael Tucker. "Foreign Investment Risk and Return on Index-Linked Gilts." International Journal of Finance 8:1 (1996).

With Robert Maltby. "On the Existence and Implied Cost of Carry in a Medieval English Forward/Futures Market." Review of Futures Markets 11:1 (1993).

"Intertemporal Price Volatility of Foreign Currency Futures." Journal of Futures Markets (Summer 1984).

OTHER PUBLICATIONS:

"On The Hedging Of Large Equity Portfolios With Stock Index Futures: The American Experience 1982-1984." University of Sheffield Discussion Paper 87:10, November 1, 1987.

CONFERENCE PAPERS ORALLY DELIVERED (last 5 years):

With David Chappell. "Sterling and the European Currency Unit: A Random Walk or Chaotic?" 2nd Annual Conference on Multinational Financial Issues, Philadelphia, PA, June 1995.

Discussant. "An International Accounts Receivable Management Model," by Y. E. Orgler and P. Ahtiala. 2nd Annual Conference on Multinational Financial Issues, Philadelphia, PA, June 1995.

With David Chappell. "Non-Linear Characteristics of the Sterling/European Currency Unit Exchange Rate: 1984-1992." Eastern Economic Association Meeting, 1994.

With Michael Tucker. "Foreign Investment Risk and Return on Index-Linked Gilts." Eastern Finance Association Meeting, 1994.

Discussant. "Do Locals Have Better Information than Foreigners? An Analysis of UK and US Mutual Fund Managers," by R. K. Shukla and G. B. van Inwegen. Eastern Finance Association Meeting, 1994.

With David Chappell. "Sterling and the European Currency Unit: A Random Walk or Chaotic?" Econometrics Conference, Germany, September 1993.

Invited participant. Sixth Annual European Futures Research Symposium, Manchester, England, 1993.

With Matthew Coleman. "The British FTSE-100 Index: Chaotically Deterministic or Random?" European Financial Management Conference, Virginia Beach, VA, 1993.

Discussant. "Mergers and Acquisitions in a United Europe: Towards an EC-wide Code of Conduct Through Accelerated Integration," by J. F. de Roos. 2nd Annual European Financial Management Issues Conference, Virginia Beach, VA, 1993.

Invited Participant. Futures Research Conference, Chicago Board of Trade, April 1993.

With Matthew Coleman. "Evidence of Chaos in the FTSE100 Indices--Cash and Futures 1984-1987." Eastern Finance Association Meeting, 1993.

Discussant. "Arbitrage Opportunities in Currency and Credit Markets: New Evidence," by J. S. Thatcher and L. Blenman. Eastern Finance Association Meeting, 1993.

Discussant. "The Equivalence of the Cascading Scenario and the Backward-Bending Demand Curve Theory of the 1987 Stock Market Crash," by D. Eagle. Eastern Finance Association Meeting, 1993.

Discussant. "A Modified R/S Analysis of Long-Term Dependence in Currency Futures Prices," by L. P. Hsueh, Y. A. Liu and M. S. Pan. Eastern Finance Association Meeting, 1993.

Invited participant. Fifth Annual European Futures Research Symposium, Leuven, Belgium, 1992.

"Applications of Chaos Theory to Stock Index Values." Invited presentation to the faculty of The Management School, University of Sheffield, United Kingdom, June 1992.

"Applications of Chaos Theory to Stock Index Values." Invited presentation to the faculty of The Economics Department, University of Dundee, United Kingdom, June 1992.

"On the Existence and Implied Cost of Carry in a Medieval English Forward/Futures Market." Invited presentation to the faculty of Classics and the faculty of Medieval History, University of Leeds, United Kingdom, June 1992.

"Applications of Chaos Theory to Stock Index Values." Invited presentation to the faculty and doctoral students, University of Connecticut, March 20, 1992.

WORKSHOP LEADERSHIP:

"Exchange Rates Modeling" (panel chair). Eastern Economic Association Meeting, 1991.

"Working Capital Management" (panel chair). FMA, 1986.

WORKS IN PROGRESS:

"The FT-30: British Stock Market Patterns 1938-1992: War, Peace, Socialism, and Conservatism."

"The Effect of Capital Adequacy Standards on Connecticut Commercial Banks."

With Max Stevenson, "Characteristics of the Australian Stock Market."

With Gregory Ceballos, "Efficiency of the German-Spanish Diff Contract on the MEFF-Renta Fija Market."

With David Marsh, "Margin Change Effects on Volatility of Copper Futures and Contract Prices."