EconPapers    
Economics at your fingertips  
 

Details about Geoffrey Poitras

E-mail:
Homepage:http://www.sfu.ca/~poitras
Phone:604-291-4071
Postal address:Faculty of Business Administration Simon Fraser University
Workplace:Faculty of Business Administration, Simon Fraser University, (more information at EDIRC)

Access statistics for papers by Geoffrey Poitras.

Last updated 2019-10-04. Update your information in the RePEc Author Service.

Short-id: ppo56


Jump to Journal Articles Books Edited books Chapters

Working Papers

2007

  1. The CAPM, the Modigliani-Miller Theorems and the Rise of Modern Finance
    Post-Print, HAL

Journal Articles

2018

  1. Housing Market Bubbles and Mortgage Contract Design: Implications for Mortgage Lenders and Households
    Journal of Risk and Financial Management, 2018, 11, (3), 1-18 Downloads
  2. The pre-history of econophysics and the history of economics: Boltzmann versus the marginalists
    Physica A: Statistical Mechanics and its Applications, 2018, 507, (C), 89-98 Downloads

2016

  1. Mortgage contract design and systemic risk immunization
    International Review of Financial Analysis, 2016, 45, (C), 320-331 Downloads View citations (1)
  2. Trading of shares in the Societates Publicanorum?
    Explorations in Economic History, 2016, 61, (C), 95-118 Downloads

2013

  1. PARTIAL IMMUNIZATION BOUNDS AND NON-PARALLEL TERM STRUCTURE SHIFTS
    Annals of Financial Economics (AFE), 2013, 08, (02), 1-27 Downloads
  2. Richard Price, miracles and the origins of Bayesian decision theory
    The European Journal of the History of Economic Thought, 2013, 20, (1), 29-57 Downloads

2009

  1. Business ethics, medical ethics and economic medicalization
    International Journal of Business Governance and Ethics, 2009, 4, (4), 372-389 Downloads
  2. Ethical Transparency and Economic Medicalization
    Journal of Business Ethics, 2009, 86, (3), 313-325 Downloads View citations (1)
  3. European Put-Call Parity and the Early Exercise Premium for American Currency Options
    Multinational Finance Journal, 2009, 13, (1-2), 39-54 Downloads

2008

  1. "HOW IS THE STOCK MARKET DOING?" USING ABSENCE OF ARBITRAGE TO MEASURE STOCK MARKET PERFORMANCE
    Annals of Financial Economics (AFE), 2008, 04, (01), 1-27 Downloads
  2. 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.Poitras Geoffrey and Franck Jovanovic, eds. Pioneers of Financial Economics, Vol. II: Twentieth Century Contributions (Cheltenham, UK and Northampton, MA: Edward Elgar, 2007), pp. x, 256, $130. ISBN 978-1-84542-382-7
    Journal of the History of Economic Thought, 2008, 30, (03), 422-425 Downloads

2007

  1. Accounting standards for employee stock option disclosure
    International Journal of Business Governance and Ethics, 2007, 3, (4), 473-487 Downloads
  2. Security Analysis and Investment Strategy - by Geoffrey Poitras
    The Economic Record, 2007, 83, (261), 232-233 Downloads

2006

  1. More on the correct use of omnibus tests for normality
    Economics Letters, 2006, 90, (3), 304-309 Downloads View citations (8)

2002

  1. Short sales restrictions, dilution and the pricing of rights issues on the Singapore Stock Exchange
    Pacific-Basin Finance Journal, 2002, 10, (2), 141-162 Downloads View citations (8)
  2. 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, 2002, 62, (01), 268-269 Downloads
  3. The Timing of Asset Sales: Evidence of Earnings Management?
    Journal of Business Finance & Accounting, 2002, 29, (7&8), 903-934 Downloads View citations (8)
    Also in Journal of Business Finance & Accounting, 2002, 29, (7‐8), 903-934 (2002) Downloads
  4. The philosophy of investment: a Post Keynesian perspective
    Journal of Post Keynesian Economics, 2002, 25, (1), 105-121 Downloads View citations (3)

1999

  1. Skewness preference, mean-variance and the demand for put options
    Managerial and Decision Economics, 1999, 20, (6), 327-342 View citations (1)

1998

  1. Robert Torrens and the Evolution of the Real Bills Doctrine
    Journal of the History of Economic Thought, 1998, 20, (04), 479-498 Downloads
  2. Spread options, exchange options, and arithmetic Brownian motion
    Journal of Futures Markets, 1998, 18, (5), 487-517 Downloads View citations (15)
  3. TED Tandems: Arbitrage Restrictions and the US Treasury Bill/Eurodollar Futures Spread
    International Review of Economics & Finance, 1998, 7, (3), 255-276 Downloads View citations (1)

1994

  1. Securities Markets, Diffusion State Processes, and Arbitrage-Free Shadow Prices
    Journal of Financial and Quantitative Analysis, 1994, 29, (02), 223-239 Downloads View citations (1)

1993

  1. Hedging and crop insurance
    Journal of Futures Markets, 1993, 13, (4), 373-388 Downloads View citations (5)
  2. Putting on the crush: Day trading the soybean complex spread
    Journal of Futures Markets, 1993, 13, (1), 61-75 Downloads View citations (2)

1991

  1. Estimation of the optimal hedge ratio, expected utility, and ordinary least squares regression
    Journal of Futures Markets, 1991, 11, (5), 603-612 Downloads View citations (2)
  2. The When-Issued Market for Government of Canada Treasury Bills
    Canadian Journal of Economics, 1991, 24, (3), 604-23 Downloads View citations (1)

1990

  1. The distribution of gold futures spreads
    Journal of Futures Markets, 1990, 10, (6), 643-659 Downloads View citations (4)

1989

  1. Optimal futures spread positions
    Journal of Futures Markets, 1989, 9, (2), 123-133 Downloads View citations (1)
  2. The Market Value of Government of Canada Debt: A Comment on the Importance of Correct Valuation of Non-marketable Debt
    Canadian Journal of Economics, 1989, 22, (2), 395-405 Downloads

1988

  1. Arbitrage boundaries, treasury bills, and covered interest parity
    Journal of International Money and Finance, 1988, 7, (4), 429-445 Downloads View citations (4)

1987

  1. “Golden turtle tracks”: In search of unexploited profits in gold spreads
    Journal of Futures Markets, 1987, 7, (4), 397-412 Downloads View citations (1)

1986

  1. Futures Hedging Policies for the South African Gold Mining Industry1
    South African Journal of Economics, 1986, 54, (4), 249-255 Downloads

Books

2010

  1. Valuation of Equity Securities:History, Theory and Application
    World Scientific Books, World Scientific Publishing Co. Pte. Ltd. Downloads

2002

  1. Risk Management, Speculation, and Derivative Securities
    Elsevier Monographs, Elsevier Downloads View citations (6)

2000

  1. The Early History of Financial Economics, 1478–1776
    Books, Edward Elgar Publishing Downloads View citations (20)

Edited books

2012

  1. Handbook of Research on Stock Market Globalization
    Books, Edward Elgar Publishing Downloads View citations (2)

2007

  1. Pioneers of Financial Economics: Volume 2
    Books, Edward Elgar Publishing Downloads

2006

  1. Pioneers of Financial Economics: Volume 1
    Books, Edward Elgar Publishing Downloads

Chapters

2012

  1. From the Renaissance Exchanges to Cyberspace: A History of Stock Market Globalization
    Chapter 3 in Handbook of Research on Stock Market Globalization, 2012 Downloads
  2. What Happened on 6 May 2010? Anatomy of the Flash Crash
    Chapter 11 in Handbook of Research on Stock Market Globalization, 2012 Downloads
 
Page updated 2019-10-22