I. Morgan

发表

Stock Prices and Heteroscedasticity

I. Morgan, 1976 .

Measurement of Abnormal Returns From Small Firms

I. Morgan, Alison Morgan, 1987 .

Tests of the Martingale Hypothesis for Foreign Currency Futures with Time-Varying Volatility

Thomas H. McCurdy, I. Morgan, Thomas H. McCurdy, 1986 .

Testing the Martingale Hypothesis in Deutsche Mark Futures with Models Specifying the Form of Heteroskedasticity

Thomas H. McCurdy, I. Morgan, Thomas H. McCurdy, 1988 .

Tests for a Systematic Risk Component in Deviations from Uncovered Interest Rate Parity

Thomas H. McCurdy, I. Morgan, 1991 .

On the Predictability of Stock Market Returns : Evidence from Industry-Rotation Strategies

Peter G. Klein, N. H. Hakansson., W. Ziemba, 2000 .

Limit Moves as Censored Observations of Equilibrium Futures Price in GARCH Processes

I. Morgan, Robert G. Trevor, R. Trevor, 1999 .

Intertemporal Risk in the Foreign Currency Futures Basis

Thomas H. McCurdy, I. Morgan, 2009 .

Evidence of Risk Premiums in Foreign Currency Futures Markets

Thomas H. McCurdy, I. Morgan, 2011 .

Single Beta Models and Currency Futures Prices

Thomas H. McCurdy, I. Morgan, 1990 .

Dividends and Capital Asset Prices

I. Morgan, 1982 .

Market proxies and the conditional prediction of returns

I. Morgan, 1978 .

Prediction of return with the minimum variance zero-beta portfolio

I. Morgan, 1975 .

GROUPING PROCEDURES FOR PORTFOLIO FORMATION

I. Morgan, 1977 .

A mean reverting process for pricing treasury bills and futures contracts

I. Morgan, E. Neave, 1993 .

A Discrete Time Model for Pricing Treasury Bills, Forward, and Futures Contracts

I. Morgan, E. Neave, 1993, ASTIN Bulletin.

Dividend and Investment Decisions of Canadian Firms

I. Morgan, J. Saint-Pierre, 1978 .

Does tick size influence price discovery? Evidence from the Toronto Stock Exchange

I. Morgan, Marie-Claude Beaulieu, Shafiq K. Ebrahim, 2003 .