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Details about Bruce G Resnick

E-mail:
Phone:3365757716
Workplace:School of Business, Wake Forest University, (more information at EDIRC)

Access statistics for papers by Bruce G Resnick.

Last updated 2020-08-23. Update your information in the RePEc Author Service.

Short-id: pre582


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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 Downloads View citations (1)

2012

  1. 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 Downloads View citations (6)

2011

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

2008

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

2004

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

2002

  1. The Random Character of Currency Prices
    Journal of Financial Research, 2002, 25, (2), 301-302 Downloads

2000

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

1999

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

1997

  1. International equity investment with selective hedging strategies
    Journal of International Financial Markets, Institutions and Money, 1997, 7, (1), 21-42 Downloads View citations (9)

1996

  1. 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

  1. International Diversification of Investment Portfolios: U.S. and Japanese Perspectives
    Management Science, 1994, 40, (1), 140-161 Downloads View citations (30)

1993

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

1992

  1. 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 Downloads View citations (4)
  2. Forecasting the correlation structure of share prices: A test of new models
    Journal of Banking & Finance, 1992, 16, (3), 643-656 Downloads View citations (8)

1989

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

1988

  1. 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

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

1984

  1. Estimating the Correlation Structure of International Share Prices
    Journal of Finance, 1984, 39, (5), 1311-24 Downloads View citations (32)

1980

  1. An ex ante analysis of put-call parity
    Journal of Financial Economics, 1980, 8, (4), 363-378 Downloads View citations (15)

1979

  1. Put-Call Parity and Market Efficiency
    Journal of Finance, 1979, 34, (5), 1141-55 Downloads View citations (22)
 
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