Details about Bruce G Resnick

Access statistics for papers by Bruce G Resnick.

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Short-id: pre582

Journal Articles

2017

1. A note on modeling world equity markets with nonsynchronous data
   Journal of International Financial Markets, Institutions and Money, 2017, 51, (C), 125-132 View citations (2)

2012

2. Investor yield and gross underwriting spread comparisons among U.S. dollar domestic, Yankee, Eurodollar, and global bonds
   Journal of International Money and Finance, 2012, 31, (2), 445-463 View citations (9)

2011

3. Information Transmission in the World Money Markets
   European Financial Management, 2011, 17, (1), 183-200 View citations (2)

2008

4. Return enhancement trading strategies for size based portfolios
   Financial Markets and Portfolio Management, 2008, 22, (1), 21-45 View citations (1)

2004

5. MARKET TIMING OF INTERNATIONAL STOCK MARKETS USING THE YIELD SPREAD
   Journal of Financial Research, 2004, 27, (3), 373-391 View citations (4)

2002

6. The Random Character of Currency Prices
   Journal of Financial Research, 2002, 25, (2), 301-302
7. Using the Yield Curve to Time the Stock Market
   Financial Analysts Journal, 2002, 58, (3), 82-90 View citations (1)

2000

8. The Optimal Construction of Internationally Diversified Equity Portfolios Hedged Against Exchange Rate Uncertainty
   European Financial Management, 2000, 6, (4), 479-514 View citations (8)

1999

9. A Performance Comparison between Cross-Sectional Stochastic Dominance and Traditional Event Study Methodologies
   Review of Quantitative Finance and Accounting, 1999, 12, (2), 103-12 View citations (14)

1997

10. International equity investment with selective hedging strategies
    Journal of International Financial Markets, Institutions and Money, 1997, 7, (1), 21-42 View citations (11)

1996

11. Refining the Bootstrap Method of Stochastic Dominance Analysis: The Case of the January Effect
    Review of Quantitative Finance and Accounting, 1996, 7, (1), 65-79 View citations (5)

1994

12. International Diversification of Investment Portfolios: U.S. and Japanese Perspectives
    Management Science, 1994, 40, (1), 140-161 View citations (35)

1993

13. A review of recent developments in international portfolio selection
    Open Economies Review, 1993, 4, (1), 83-96 View citations (1)
14. Time Varying Volatilities and Calculation of the Weighted Implied Standard Deviation
    Journal of Financial and Quantitative Analysis, 1993, 28, (3), 417-430 View citations (3)

1992

15. A note on the no premature exercise condition of dividend payout unprotected american call options: A clarification
    Journal of Banking & Finance, 1992, 16, (2), 373-379 View citations (4)
16. Forecasting the correlation structure of share prices: A test of new models
    Journal of Banking & Finance, 1992, 16, (3), 643-656 View citations (8)

1989

17. The globalization of world financial markets
    Business Horizons, 1989, 32, (6), 34-41

1988

18. Estimating the Dependence Structure of Share Prices: A Comparative Study of the United States and Japan
    The Financial Review, 1988, 23, (4), 387-401

1985

19. More on Estimation Risk and Simple Rules for Optimal Portfolio Selection
    Journal of Finance, 1985, 40, (1), 125-33 View citations (13)
20. Using linear and goal programming to immunize bond portfolios
    Journal of Banking & Finance, 1985, 9, (1), 35-54 View citations (4)

1984

21. Estimating the Correlation Structure of International Share Prices
    Journal of Finance, 1984, 39, (5), 1311-24 View citations (38)

1980

22. An ex ante analysis of put-call parity
    Journal of Financial Economics, 1980, 8, (4), 363-378 View citations (18)

1979

23. Put-Call Parity and Market Efficiency
    Journal of Finance, 1979, 34, (5), 1141-55 View citations (27)