Publications

Faculty

D. Domian

  • D. Domian. 2002. "Predicting Municipal Bond Fund Returns," Journal of Investing: 53-65.
  • D. Domian. 2002. "Risk Tolerance and Asset Allocation for Investors Nearing Retirement," Financial Services Review: 159-170.
  • D. Domian, M. Racine. 2002. "Wealth and Risk from Leveraged Stock Portfolios," Financial Services Review: 33-46.
  • D. Domian, M. Racine. 2002. "Leveraged Canadian Stock Portfolios: Long-Run Effects on Wealth and Risk," Proceedings of the Administrative Sciences Association of Canada: 26-36.
  • D. Domian. 2000. "Investments," Investments: 936
  • D. Domian. 1999. "Market Overreaction and Dividend Yields on Common Stocks," Proceedings of the Southwestern Finance Association: 55-59.
  • D. Domian. 1999. "Evidence of Psychological Barriers in the Conditional Moments of Major World Stock Indices," Review of Financial Economics: 73-91.
  • D. Domian. 1998. "The Rise and Fall of the `Dogs of the Dow`," Financial Services Review: 145-159.
  • D. Domian. 1998. "Term Spreads and Predictions of Bond and Stock Excess Returns," Financial Services Review: 25-44.
  • D. Domian. 1998. "Rewards to Extending Maturity: Implications for Investors," Journal of Portfolio Management: 77-92.
  • D. Domian. 1998. "Choosing a Winning Money Market Fund," Baylor Business Review: 12-14.
  • D. Domian. 1998. "Canadian Stock Market Responses to Interest Rate Changes," Proceedings of the Administrative Sciences Association of Canada: 22-31.
  • D. Domian. 1997. "Performance and Persistence in Money Market Fund Returns," Financial Services Review: 169-183.
  • D. Domian. 1997. "Participation Rates of Dividend Reinvestment Plans: Differences Between Utility and Nonutility Firms," Review of Financial Economics: 121-135.
  • D. Domian. 1997. "A Threshold Autoregressive Analysis of Stock Returns and Real Economic Activity," International Review of Economics and Finance: 167-179.
  • D. Domian. 1996. "Expected Inflation, Interest Rates, and Stock Returns," Financial Review: 809-830.
  • D. Domian. 1996. "Market Efficiency and Money Market Fund Portfolio Managers: Beliefs Versus Reality," Financial Review: 453-474.
  • D. Domian. 1996. "Further Evidence on Dividends and Losses: The Role of Unusual Income Items," Proceedings of the Administrative Sciences Association of Canada: 161-168.
  • D. Domian. 1996. "Psychological Barriers in Canadian and U.S. Stock Indices," Proceedings of the Administrative Sciences Association of Canada: 1-10.
  • D. Domian. 1995. "International Portfolio Diversification and the Magnitude of the Market Timer`s Penalty," Journal of International Financial Management and Accounting: 193-206.
  • D. Domian. 1995. "Business Cycle Asymmetry and the Stock Market," Quarterly Review of Economics and Finance: 451-466.
  • D. Domian. 1995. "Quasi-Real Bonds: Inflation-Indexing that Retains the Government`s Hedge Against Aggregate Supply Shocks," Applied Economics Letters: 487-490.
  • D. Domian. 1995. "Dividends and Investment: Further Empirical Evidence," Quarterly Journal of Business and Economics: 53-64.
  • D. Domian. 1995. "Dividends and Losses in Canadian Corporations," Proceedings of the Administrative Sciences Association of Canada: 21-29.
  • D. Domian. 1994. "The Dow Dividend Strategy: How It Works - and Why," AAII Journal: 7-10.
  • D. Domian. 1994. "Long-Run Return Distributions for Canadian Stock Portfolios: Is Stock Less Risky than Treasury Bills?," Proceedings of the Administrative Sciences Association of Canada: 41-49.
  • D. Domian. 1994. "Threshold Autoregressive Models of the Relationship Between TSE 300 Stock Returns and Canadian Unemployment," Proceedings of the Administrative Sciences Association of Canada: 72-81.
  • D. Domian. 1993. "Long-Run Returns on Stock and Bond Portfolios: Implications for Retirement Planning," Financial Services Review: 41-49.
  • D. Domian. 1992. "Money Market Mutual Fund Maturity and Interest Rates," Journal of Money, Credit, and Banking: 519-527.
  • D. Domian. 1992. "The Unemployment Response to Positive and Negative Stock Returns," Journal of Economics: 87-90.
  • D. Domian. 1992. "Dividend Clustering and the Dow Jones Industrial Average," Financial Management: 10
  • D. Domian. 1991. "Risk, Diversification, and the Investment Horizon," Journal of Portfolio Management: 41-47.
  • D. Domian. 1989. "A Time Series Analysis of Corporate Dividends, Earnings, and Investment," Proceedings of the Second Annual Michigan-Ontario Finance and Accounting Conference: 128-155.
  • D. Domian. 1987. "Economic Analysis of American Symphony Orchestras," Economic Efficiency and the Performing Arts: 202-211.
  • D. Domian. 1987. "A Musical Note on the Efficiency Wage Hypothesis," Economics Letters: 95-99.

G. Links

  • G. Links, J. Dart. 1997. "Home-based Entrepreneurship in the Information Age," Journal of Small Business & Entrepreneurship: 74-96.
  • G. Links. 1979. "Finite Primal Cutting Plane Algorithms for Integer Programs," SIAM Journal on Control and Optimization: 47-55.

A. Patil

  • A. Patil. 1988. "A Dynamic, Oligopolistic, Spatial Equilibrium Model for Exhaustible Resource Markets, with Application to Natural Gas in North America," Proceedings of the International Workshop on Modelling and Analysis of Natural Gas Markets.

M. Racine

  • M. Racine. 2002. "How Effective is Aggressive Portfolio Management? Mutual Fund Performance in Canada, 1985-1996," Canadian Investment Review: 39-49.
  • M. Racine, D. Domian. 2002. "Wealth and Risk from Leveraged Stock Portfolios," Financial Services Review: 33-46.
  • M. Racine, D. Domian. 2002. "Leveraged Canadian Stock Portfolios: Long-Run Effects on Wealth and Risk," Proceedings of the Administrative Sciences Association of Canada: 26-36.
  • M. Racine. 2000. "Time Varying Volatility in Canadian and U.S. Stock Index Futures Markets: A Multivariate Analysis," Journal of Financial Research: 129-143.
  • M. Racine. 2000. "Mutual Fund Performance in Canada," The Canadian Journal of Financial Planning: 5-9.
  • M. Racine. 1999. "Stochastic Trends and Cointegration in Equity Markets," Journal of Economics and Business: 133-143.
  • M. Racine. 1998. "Hedging Shocks to the Canadian Investment Opportunity Set," Quarterly Journal of Business and Economics: 59-79.
  • M. Racine. 1997. "The Economics of Conditional Heteroskedasticity: Evidence from Canadian and U.S. Stock and Futures Markets," Atlantic Economic Journal: 371-385.
  • M. Racine. 1994. "Time-Varying Coskewness and its Value to Investors," FinTco: 123-135.

G. Tannous

  • G. Tannous. 1999. "Wealth Management Strategies to Accomplish Expensive Goals: A Comprehensive Case Study," Wealth Management Strategies to Accomplish Expensive Goals: A Comprehensive Case Study.
  • G. Tannous. 1999. "The Utilization of Investment, Tax, and Risk Management Strategies to Accomplish Retirement Goals: The Case of the Barron Family," The Utilization of Investment, Tax, and Risk Management Strategies to Accomplish Retirement Goals: The Case of the Barron Family.
  • G. Tannous. 1999. "Designing Zero Spread Collars," Proceedings of the 1999 Annual Meeting of the Administrative Sciences Association of Canada (ASAC): 117-127.
  • G. Tannous. 1998. "Finance 2, Fifth Edition," Finance 2, Fifth Edition.
  • G. Tannous. 1998. "Accomplishing Life-Time Financial Goals: A Case Study," Accomplishing Life-Time Financial Goals: A Case Study.
  • G. Tannous. 1998. "Balancing Income, Expenses with Short- and Long-Term Financial Goals: The Case of the DeVille Family," Balancing Income, Expenses with Short- and Long-Term Financial Goals: The Case of the DeVille Family.
  • G. Tannous. 1997. "Financing Export Activities of Small Canadian Businesses: Exploring the Constraints and Possible Solutions," International Business Review: 1-21.
  • G. Tannous. 1997. "Capital Budgeting for Advertising Expenditures: A Contingent Claims Approach," Review of Quantitative Finance and Accounting: 109-128.
  • G. Tannous. 1996. "Adding Features to a Product: A Micro-Economic Model," International Review of Economics and Finance: 149-173.
  • G. Tannous. 1996. "Treasury Risk Management," Finance 2, Fourth Edition.
  • G. Tannous. 1996. "Capital Budgeting for Volume Flexible Equipment," Decision Sciences: 157-184.
  • G. Tannous. 1995. "Advanced Personal Finance: Workbook," Advanced Personal Finance: Workbook.
  • G. Tannous. 1995. "Management Compensation and Shareholers` Value," Proceedings of the 1995 Annual Meeting of the Administrative Sciences Association of Canada (ASAC): 115-125.
  • G. Tannous. 1994. "Determining Country Risk: A Comparison Between Mexico and Korea," Is Asia Canada`s Last Hope? Proceedings of the Second Annual Far Horizons Competition and Conference: 3-17.
  • G. Tannous. 1993. "Empirical Evidence on Determinants of Risk," Proceedings of the 1993 Annual Meeting ofthe Administrative Sciences Association of Canada (ASAC): 144-153.
  • G. Tannous. 1993. "A Microeconomic Model of the Focused Factory - Vertical Integration Strategic Decision Problem," Decision Sciences: 209-217.
  • G. Tannous. 1993. "Microeconomic Implications of Adding New Product Features," Proceedings of the 1993 Annual Meeting of the Northeast Decision Sciences Institute.
  • G. Tannous. 1993. "Banks and Small Business Finance, New Targets for Services and Marketing Strategies," International Journal of Bank Marketing: 10-17.
  • G. Tannous. 1992. "Investment in Salvage Equipment," Managerial and Decision Economics: 421-428.
  • G. Tannous. 1992. "Operating Leverage, Bankruptcy Costs, and Risk," Proceedings of the 1992 Annual Meeting of the Administrative Sciences Association of Canada (ASAC): 138-147.
  • G. Tannous. 1992. "Small Business Financing of Exports: Constraints and Potential Solutions," Proceedings of the 9th Annual Meeting of the International Council for Small Business (ICSB) - Canada: 197-208.
  • G. Tannous. 1991. "Bank Size, Transaction Costs, and Optimal Macrohedging with Financial Futures," Pacific-Basin Capital Markets Research: 683-699.
  • G. Tannous. 1991. "The Strategic Impact of Investing in Salvage Processes for Style Goods Manufacturers," Decision Sciences Institute, A Collection, Best Paper Award Winners: 10-13.
  • G. Tannous. 1991. "A Financial Model for Manufacturing Strategies, Focus Factory Versus Vertical Integration," Proceedings of the 1991 Annual Meeting of the Decision Sciences Institute.
  • G. Tannous. 1990. "Investing in Salvage Equipment," Proceedings of the 1990 Annual Meeting of the Decision Sciences Institute: 1494-96.
  • G. Tannous. 1988. "Modeling Price, Production, and Salvage Capacity Decisions as a Newsboy Problem with Market Valuation Methods," Proceedings of the 1988 Annual Meeting of the Decision Sciences Institute.
  • G. Tannous. 1988. "Risk Adjusted Manufacturing Investment Decisions: The Case of International Competition in the American Costume Jewelry Industry," Proceedings of the Pan-Pacific Conference.