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 2024-10-09. Update your information in the RePEc Author Service.

Short-id: ppo56

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Working Papers

2024

1. More on the Origin of Financial Economics: Early Contributions to Joint Life Annuity Valuation
   SocArXiv, Center for Open Science
   Also in SocArXiv, Center for Open Science (2024)

2022

2. Cobweb Theory, Market Stability and Price Expectations
   OSF Preprints, Center for Open Science
   Also in OSF Preprints, Center for Open Science (2022) View citations (1)
   See also Journal Article COBWEB THEORY, MARKET STABILITY, AND PRICE EXPECTATIONS, Journal of the History of Economic Thought, Cambridge University Press (2023) (2023)

2020

3. The Luddite Trials: Radical Suppression and the Administration of Criminal Justice
   Post-Print, HAL

2018

4. The prescription opioid epidemic: an update
   Post-Print, HAL View citations (1)

2015

5. Classical Ergodicity and Modern Portfolio Theory
   Post-Print, HAL View citations (4)
   Also in MPRA Paper, University Library of Munich, Germany (2015) View citations (4)

2012

6. OxyContin, prescription opioid abuse and economic medicalization
   MPRA Paper, University Library of Munich, Germany View citations (1)
   Also in Post-Print, HAL (2012)

2010

7. Pioneers of Financial Economics: Das Adam Smith Irrelevanzproblem?
   MPRA Paper, University Library of Munich, Germany View citations (2)
   See also Journal Article Pioneers of Financial Economics: Das Adam Smith Irrelevanzproblem?, History of Economics Review, Taylor & Francis Journals (2010) (2010)

2008

8. ‘How is the Stock Market Doing?’ Using Absence of Arbitrage to Measure Stock Market Performance
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article "HOW IS THE STOCK MARKET DOING?" USING ABSENCE OF ARBITRAGE TO MEASURE STOCK MARKET PERFORMANCE, Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd. (2008) (2008)

2007

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

2006

10. A 19th Century Random Walk: Jules Regnault and the Origins of Scientific Financial Economics
    Post-Print, HAL View citations (3)
11. Economic Instruments and Theory in the Construction of Henri Lefèvre's "Science of the Stock Market"
    Post-Print, HAL View citations (3)

1996

12. Measuring Port Efficiency: An Application of Data Envelopment Analysis
    MPRA Paper, University Library of Munich, Germany View citations (3)

1994

13. Shareholder wealth maximization, business ethics and social responsibility
    MPRA Paper, University Library of Munich, Germany View citations (3)

Journal Articles

2023

1. COBWEB THEORY, MARKET STABILITY, AND PRICE EXPECTATIONS
   Journal of the History of Economic Thought, 2023, 45, (1), 137-161
   See also Working Paper Cobweb Theory, Market Stability and Price Expectations, OSF Preprints (2022) (2022)

2021

2. Origins of arbitrage
   Financial History Review, 2021, 28, (1), 96-123 View citations (1)
3. Phenomenology and heterodox economics
   Review of Social Economy, 2021, 79, (2), 333-356
4. Rhetoric, epistemology and climate change economics
   Ecological Economics, 2021, 184, (C) View citations (3)
5. The societas publicanorum and corporate personality in roman private law
   Business History, 2021, 63, (7), 1055-1078

2018

6. Housing Market Bubbles and Mortgage Contract Design: Implications for Mortgage Lenders and Households
   JRFM, 2018, 11, (3), 1-18
7. 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

2016

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

2013

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

2010

12. Pioneers of Financial Economics: Das Adam Smith Irrelevanzproblem?
    History of Economics Review, 2010, 51, (1), 43-64
    See also Working Paper Pioneers of Financial Economics: Das Adam Smith Irrelevanzproblem?, MPRA Paper (2010) View citations (2) (2010)

2009

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

2008

16. "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
    See also Working Paper ‘How is the Stock Market Doing?’ Using Absence of Arbitrage to Measure Stock Market Performance, MPRA Paper (2008) (2008)
17. 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, (3), 422-425

2007

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

2006

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

2002

21. Short sales restrictions, dilution and the pricing of rights issues on the Singapore Stock Exchange
    Pacific-Basin Finance Journal, 2002, 10, (2), 141-162 View citations (8)
22. 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, (1), 268-269
23. The Timing of Asset Sales: Evidence of Earnings Management?
    Journal of Business Finance & Accounting, 2002, 29, (7‐8), 903-934 View citations (6)
24. The philosophy of investment: a Post Keynesian perspective
    Journal of Post Keynesian Economics, 2002, 25, (1), 105-121 View citations (5)

1999

25. Skewness preference, mean-variance and the demand for put options
    Managerial and Decision Economics, 1999, 20, (6), 327-342 View citations (2)

1998

26. Robert Torrens and the Evolution of the Real Bills Doctrine
    Journal of the History of Economic Thought, 1998, 20, (4), 479-498 View citations (1)
27. Spread options, exchange options, and arithmetic Brownian motion
    Journal of Futures Markets, 1998, 18, (5), 487-517 View citations (20)
28. TED Tandems: Arbitrage Restrictions and the US Treasury Bill/Eurodollar Futures Spread
    International Review of Economics & Finance, 1998, 7, (3), 255-276 View citations (1)

1994

29. Securities Markets, Diffusion State Processes, and Arbitrage-Free Shadow Prices
    Journal of Financial and Quantitative Analysis, 1994, 29, (2), 223-239 View citations (2)

1993

30. Hedging and crop insurance
    Journal of Futures Markets, 1993, 13, (4), 373-388 View citations (6)
31. Putting on the crush: Day trading the soybean complex spread
    Journal of Futures Markets, 1993, 13, (1), 61-75 View citations (10)

1991

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

1990

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

1989

35. Optimal futures spread positions
    Journal of Futures Markets, 1989, 9, (2), 123-133 View citations (3)
36. 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

1988

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

1987

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

1986

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

Books

2020

1. Rethinking Wealth and Taxes
   Books, Edward Elgar Publishing

2002

2. Risk Management, Speculation, and Derivative Securities
   Elsevier Monographs, Elsevier View citations (7)

2000

3. The Early History of Financial Economics, 1478–1776
   Books, Edward Elgar Publishing View citations (28)

Edited books

2012

1. Handbook of Research on Stock Market Globalization
   Books, Edward Elgar Publishing View citations (5)

2007

2. Pioneers of Financial Economics: Volume 2
   Books, Edward Elgar Publishing View citations (4)

2006

3. Pioneers of Financial Economics: Volume 1
   Books, Edward Elgar Publishing View citations (3)

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
2. What Happened on 6 May 2010? Anatomy of the Flash Crash
   Chapter 11 in Handbook of Research on Stock Market Globalization, 2012

2009

3. The Early History of Option Contracts
   Springer View citations (2)