Economics - AACSB - The University of Texas at San Antonio

1999, Chicago, Illinois: Chicago Board of Trade. ( with Yiu Kuen Tse and Albert
Tsui).
"Forecasting the Nikkei Spot Index with Fractional Cointegration," Journal of
Forecasting, 18(1999): 259 – 273. (with Yiu Kuen Tse).
"Determinants of Admission Rates for Avoidable Hospitalizationn Conditions in
Kansas," Kansas Business Review, 22(1999): 17 – 19. (with Jiwei Su).
"Convergence to Long-Run Equilibrium: The Case of Natural Gas Markets,"
Energy Economics, 21(1999): 95 - 110. (with Thomas Root).
"Fractional Cointegration and Futures Hedging," Journal of Futures Markets,
19(1999): 457-474. (with Yiu Kuen Tse).
"The Impact of Corruption on Investment: Predictability Matters," World
Development, 27(1999): 1059 - 1067. (with J. Edgardo Campos and Sanjay
Pradhan).
"A Note on Estimating the Minimum Extended Gini Hedge Ratios," Journal of
Futures Markets, 19(1999): 101-113. (with David Shaffer).
"The Effects of Covariate Adjustment in Generalized Linear Models,"
Communications in Statistics: Theory and Methods, 27 (1998): 1653-1675. (with
L.Robinson, J. Dorroh and M. L. Tiku).
"Hedging Time-Varying Downside Risk," Journal of Futures Markets, 18(1998):
705- 722. (with Yiu Kuen Tse).
"Cross Moments of Extreme Observations from a Multivariate Lognormal
Distribution," Communications in Statistics: Theory and Methods, 27(1998): 601-
607. (with David Rearden).
"Improving the Weighting Schemes of Cash Settlement Indices," Review of
Securities and Futures Markets, 9 (1997): 91-127. (with John Cita).
"Forecasting with Preliminary Data," Journal of Forecasting, 16(1997): 463-473.
(with Sucharita Ghosh)
"Forwards or Options: A Correction," Journal of Futures Markets, 17(1997): 975-
978.
"Estimating Cash Settlement Price: The Bootstrap and Other Estimators," Journal
of Futures Markets, 17(1997): 617-632. (with John Cita).
"The Effect of the Cointegration Relationship on Futures Hedging: A Note,"
Journal of Futures Markets, 16 (1996): 773-780.
"A Property of Coefficients of Variation for Ordered Bivariate Log-Normal
Variables," Communications in Statistics: Theory and Methods, 25 (1996): 1903-
1916 (with David Rearden).
"Futures Trading and Fuel Adjustment Clauses," Journal of Regulatory
Economics, 9 (1996): 157-178 (with Lihong Liu).
"On a Conventional Definition of Currency Hedge Ratio," Journal of Futures
Markets, 16 (1996): 219-226.
"Data Revision and Market Response: The Case of United States Trade Balance
Announcement," Oxford Bulletin of Economics and Statistics, 57 (1995): 265-275
(with Sucharita Ghosh).