A. Monograph

Measuring Risks of Deposit Institutions

Garland Publishing Inc., New York, 1994

 B. Referred Articles

A Two-Factor ARCH Model for Deposit-Institution Stock Returns,

Journal of Money, Credit and Banking, May 1994

Are Survey Forecasts of Macroeconomic Variables Rational

The Journal of Business, Vol. 68 No. 1, 1995, 99-119 (with R. Aggarwal and S. Mohanty).

Are Market Perceptions to Corporate Layoffs Changing?

Economic Letters, 47, 1995, 335-342 (with A. Chatrath and S. Ramchander).

Does Options Trading Lead to Greater Cash Market Volatility?

Journal of Futures Markets, Vol. 15 No. 1, 1995 (with A. Chatrath and S. Ramchander).

The Effect of the Federal Deposit Insurance Corporation Improvement Act (FDICIA) of 1991 on Bank Holding Companies

Journal of Financial Research, Vol XIX, no. 2, 1996, 229-242 (with Y. Liang and S. Mohanty).

The Role of Futures Trading in Exchange Rate Volatility

Journal of Futures Markets, 16(5), 1996, 561-84 (with A. Chatrath and S. Ramchander).

Hysteresis in Unemployment: Evidence from 48 U.S. States

Economic Inquiry, 35(2), 1997, 235-43 (with Y. Wu).

Commitment of Traders, Basis Behavior, and the Issue of Risk Premia in Futures Markets

Journal of Futures Markets, 17(6), 1997, 707-31 (With A. Chatrath and Y. Liang).

Information and Volatility in Futures and Spot Market: The Case of Japanese Yen,

Journal of Futures Markets, 18(2), April 1998, 201-23 (with A. Chatrath).

Futures Commitments and Commodity Price Jumps

The Financial Review, 34,, 1999, 95-112 (with A. Chatrath).

Intraday Periodicity, Long Memory Volatility, and Macroeconomic Announcement Effects in the U.S. Treasury Bond Market

Journal of Empirical Finance, 7, 2000, 37-55 (With T. Bollerslev and J. Cai).

Fundamentals of Asset Valuation