Search Results - Morgan, Ieuan G

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  1. 1
    Does tick size influence price discovery? Evidence from the Toronto Stock Exchange

    Does tick size influence price discovery? Evidence from the Toronto Stock Exchange by Beaulieu, Marie-Claude, Ebrahim, Shafiq K., Morgan, Ieuan G.

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  2. 2
    Intertemporal Risk in the Foreign Currency Futures Basis

    Intertemporal Risk in the Foreign Currency Futures Basis by Mccurdy, Thomas H., Morgan, Ieuan G.

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  3. 3
    Tests for a Systematic Risk Component in Deviations From Uncovered Interest Rate Parity

    Tests for a Systematic Risk Component in Deviations From Uncovered Interest Rate Parity by McCurdy, Thomas H., Morgan, Ieuan G.

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  4. 4
    Tests of the martingale hypothesis for foreign currency futures with time-varying volatility

    Tests of the martingale hypothesis for foreign currency futures with time-varying volatility by McCurdy, Thomas H., Morgan, Ieuan G.

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  5. 5
    Single Beta Models and Currency Futures Prices

    Single Beta Models and Currency Futures Prices by McCURDY, THOMAS H., MORGAN, IEUAN G.

    Published in The Economic record
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  6. 6
    Limit Moves as Censored Observations of Equilibrium Futures Price in GARCH Processes

    Limit Moves as Censored Observations of Equilibrium Futures Price in GARCH Processes by Morgan, I. G., Trevor, R. G.

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  7. 7
    Tests for a Systematic Risk Component in Deviations from Uncovered Interest Rate Parity

    Tests for a Systematic Risk Component in Deviations from Uncovered Interest Rate Parity by McCurdy, Thomas H, Morgan, Ieuan G

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  8. 8
    Testing the martingale hypothesis in deutsche mark futures with models specifying the form of heteroscedasticity

    Testing the martingale hypothesis in deutsche mark futures with models specifying the form of heteroscedasticity by McCurdy, Thomas H., Morgan, Ieuan G.

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  9. 9
    Single Beta Models and Currency Futures Prices

    Single Beta Models and Currency Futures Prices by McCurdy, Thomas H, Morgan, Ieuan G

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  10. 10
    Single beta models and currency futures prices

    Single beta models and currency futures prices by McCurdy, Thomas H, Morgan, Ieuan G

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  11. 11
    A mean reverting process for pricing treasury bills and futures contracts

    A mean reverting process for pricing treasury bills and futures contracts by Morgan, Ieuan G., Neave, Edwin H.

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  12. 12
    TESTING THE MARTINGALE HYPOTHESIS IN DEUTSCHE MARK FUTURES WITH MODELS SPECIFYING THE FORM OF HETEROSCEDASTICITY: SUMMARY

    TESTING THE MARTINGALE HYPOTHESIS IN DEUTSCHE MARK FUTURES WITH MODELS SPECIFYING THE FORM OF HETEROSCEDASTICITY: SUMMARY by McCURDY, THOMAS H, Morgan, Ieuan G

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  13. 13
    Dividends and Capital Asset Prices

    Dividends and Capital Asset Prices by MORGAN, I. G.

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  14. 14
    The econometrics of financial markets

    The econometrics of financial markets by Phillips, Peter C.B., Loretan, Mico, Robinson, Peter M, Mankiw, N Gregory, Romer, David, Shapiro, Matthew D, Attanasio, Orazio P, Campbell, John Y, Shiller, Robert J, Kim, Myung Jig, Nelson, Charles R, Startz, Richard, Cutler, David M, Poterba, James M, Summers, Lawrence H, Sentana, Enrique, Wadhwani, Sushil, Baillie, Richard T, Bollerslev, Tim, McCurdy, Thomas H, Morgan, Ieuan G, Meese, Richard A, Rose, Andrew K

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  15. 15
    Dividend and Investment Decisions of Canadian Firms

    Dividend and Investment Decisions of Canadian Firms by Morgan, Ieuan, Saint-Pierre, Jacques

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  16. 16
    Futures markets - price discovery and price determination

    Futures markets - price discovery and price determination by Stein, Jerome L, Goss, Barry A, Yamey, Basil S, Avsar, S Gulay, Chan, Siang-Choo, Leuthold, Raymond M, Garcia, Philip, Chaherli, Nabil, Harrison, Glenn W, Peck, Anne E, Williams, Jeffrey C, Phlips, Louis, Taylor, Stephen J, McCurdy, Thomas H, Morgan, Ieuan G, Avsar, Serdar A, Tan, Ting-Yean

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