6
H index
2
i10 index
174
Citations
Geoffrey Poitras : Citation Profile
Simon Fraser University | RESEARCH PRODUCTION: 38 Articles 15 Papers 3 Books 3 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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38 years (1986 - 2024). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Geoffrey Poitras. | Is cited by:
| Cites to:
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Main data
Where Geoffrey Poitras has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Futures Markets | 7 |
| Journal of the History of Economic Thought | 2 |
| Annals of Financial Economics (AFE) | 2 |
| International Journal of Business Governance and Ethics | 2 |
| Canadian Journal of Economics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Post-Print / HAL | 7 |
| MPRA Paper / University Library of Munich, Germany | 6 |
Recent works citing Geoffrey Poitras (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2024 | Beating the curse of dimensionality in options pricing and optimal stopping. (2018). Chen, Yilun ; Goldberg, David A. In: Papers. RePEc:arx:papers:1807.02227. Full description at Econpapers || Download paper |
| 2024 | A note on closed-form spread option valuation under log-normal models. (2021). Sayit, Hasanjan ; Abudurexiti, Nuerxiati ; Hu, Dongdong ; He, Kai. In: Papers. RePEc:arx:papers:2109.05431. Full description at Econpapers || Download paper |
| 2024 | The impact of deviations from soybean product crushing estimates on return and risk. (2024). Chitavi, Michael ; Abdoh, Hussein. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:2:p:181-199. Full description at Econpapers || Download paper |
| 2023 | A financial frontier model with bankers susceptibility under uncertainty. (2023). , Hans. In: Metroeconomica. RePEc:bla:metroe:v:74:y:2023:i:1:p:94-118. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | The optimal hedge ratio: A closed-form solution, a conjecture, and a challenge. (2023). Smith, William T. In: Economics Bulletin. RePEc:ebl:ecbull:eb-22-00684. Full description at Econpapers || Download paper |
| 2024 | Adapting carbon neutrality: Tailoring advanced emission strategies for developing countries. (2024). Chen, Run ; Zhang, Wanyue ; Zhu, Xinhua ; Ma, Jing ; Jiang, Feifei. In: Applied Energy. RePEc:eee:appene:v:361:y:2024:i:c:s0306261924002289. Full description at Econpapers || Download paper |
| 2023 | Microstructure and high-frequency price discovery in the soybean complex. (2023). Debie, Philippe ; Gohin, Alexandre ; Bagnarosa, Guillaume ; Zhou, Xinquan. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000041. Full description at Econpapers || Download paper |
| 2023 | Pricing vulnerable basket spread options with liquidity risk. (2023). Wang, Xingchun ; Tang, Dan ; Dong, Ziming. In: Review of Derivatives Research. RePEc:kap:revdev:v:26:y:2023:i:1:d:10.1007_s11147-022-09192-0. Full description at Econpapers || Download paper |
| 2023 | Platforms as arbitrageurs and facilitators of arbitrage- a simple analysis. (2023). Waterson, Michael. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1481. Full description at Econpapers || Download paper |
Geoffrey Poitras has edited the books:
| Year | Title | Type | Cited |
|---|
Works by Geoffrey Poitras:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2007 | Security Analysis and Investment Strategy - by Geoffrey Poitras In: The Economic Record. [Full Text][Citation analysis] | article | 0 |
| 2002 | The Timing of Asset Sales: Evidence of Earnings Management? In: Journal of Business Finance & Accounting. [Full Text][Citation analysis] | article | 7 |
| 1986 | Futures Hedging Policies for the South African Gold Mining Industry1 In: South African Journal of Economics. [Full Text][Citation analysis] | article | 0 |
| 1989 | The Market Value of Government of Canada Debt: A Comment on the Importance of Correct Valuation of Non-marketable Debt. In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 0 |
| 1991 | The When-Issued Market for Government of Canada Treasury Bills. In: Canadian Journal of Economics. [Full Text][Citation analysis] | article | 0 |
| 2021 | Origins of arbitrage In: Financial History Review. [Full Text][Citation analysis] | article | 1 |
| 2002 | The Early History of Financial Economics, 1478–1776. By Geoffrey Poitras. Cheltenham and Northampton: Edward Elgar, 2000. Pp. x, 522. In: The Journal of Economic History. [Full Text][Citation analysis] | article | 0 |
| 1994 | Securities Markets, Diffusion State Processes, and Arbitrage-Free Shadow Prices In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 1 |
| 1998 | Robert Torrens and the Evolution of the Real Bills Doctrine In: Journal of the History of Economic Thought. [Full Text][Citation analysis] | article | 0 |
| 2008 | Poitras Geoffrey, ed. Pioneers of Financial Economics, Vol. I: Contributions Prior to Irving Fisher (Cheltenham, UK and Northampton, MA: Edward Elgar, 2006) pp. x, 274, $130. ISBN 978-1-84542-381-0. - In: Journal of the History of Economic Thought. [Full Text][Citation analysis] | article | 0 |
| 2021 | Rhetoric, epistemology and climate change economics In: Ecological Economics. [Full Text][Citation analysis] | article | 3 |
| 2006 | More on the correct use of omnibus tests for normality In: Economics Letters. [Full Text][Citation analysis] | article | 8 |
| 2016 | Trading of shares in the Societates Publicanorum? In: Explorations in Economic History. [Full Text][Citation analysis] | article | 1 |
| 2016 | Mortgage contract design and systemic risk immunization In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 1 |
| 1988 | Arbitrage boundaries, treasury bills, and covered interest parity In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 4 |
| 2002 | Risk Management, Speculation, and Derivative Securities In: Elsevier Monographs. [Full Text][Citation analysis] | book | 6 |
| 2002 | Short sales restrictions, dilution and the pricing of rights issues on the Singapore Stock Exchange In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 9 |
| 2018 | The pre-history of econophysics and the history of economics: Boltzmann versus the marginalists In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 0 |
| 1998 | TED Tandems: Arbitrage Restrictions and the US Treasury Bill/Eurodollar Futures Spread In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 1 |
| 2020 | Rethinking Wealth and Taxes In: Books. [Full Text][Citation analysis] | book | 0 |
| 2000 | The Early History of Financial Economics, 1478–1776 In: Books. [Full Text][Citation analysis] | book | 28 |
| 2012 | What Happened on 6 May 2010? Anatomy of the Flash Crash In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2012 | From the Renaissance Exchanges to Cyberspace: A History of Stock Market Globalization In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2018 | Housing Market Bubbles and Mortgage Contract Design: Implications for Mortgage Lenders and Households In: JRFM. [Full Text][Citation analysis] | article | 0 |
| 2020 | The Luddite Trials: Radical Suppression and the Administration of Criminal Justice In: Post-Print. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Classical Ergodicity and Modern Portfolio Theory In: Post-Print. [Full Text][Citation analysis] | paper | 3 |
| 2015 | Classical Ergodicity and Modern Portfolio Theory.(2015) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2012 | OxyContin, prescription opioid abuse and economic medicalization In: Post-Print. [Full Text][Citation analysis] | paper | 2 |
| 2012 | OxyContin, prescription opioid abuse and economic medicalization.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2018 | The prescription opioid epidemic: an update In: Post-Print. [Full Text][Citation analysis] | paper | 1 |
| 2007 | The CAPM, the Modigliani-Miller Theorems and the Rise of Modern Finance In: Post-Print. [Citation analysis] | paper | 0 |
| 2006 | A 19th Century Random Walk: Jules Regnault and the Origins of Scientific Financial Economics In: Post-Print. [Citation analysis] | paper | 3 |
| 2006 | Economic Instruments and Theory in the Construction of Henri Lefèvres Science of the Stock Market In: Post-Print. [Citation analysis] | paper | 3 |
| 2007 | Accounting standards for employee stock option disclosure In: International Journal of Business Governance and Ethics. [Full Text][Citation analysis] | article | 1 |
| 2009 | Business ethics, medical ethics and economic medicalization In: International Journal of Business Governance and Ethics. [Full Text][Citation analysis] | article | 0 |
| 2009 | Ethical Transparency and Economic Medicalization In: Journal of Business Ethics. [Full Text][Citation analysis] | article | 1 |
| 2002 | The philosophy of investment: a Post Keynesian perspective In: Journal of Post Keynesian Economics. [Full Text][Citation analysis] | article | 5 |
| 2009 | European Put-Call Parity and the Early Exercise Premium for American Currency Options In: Multinational Finance Journal. [Full Text][Citation analysis] | article | 1 |
| 2022 | Cobweb Theory, Market Stability and Price Expectations In: OSF Preprints. [Full Text][Citation analysis] | paper | 1 |
| 2024 | More on the Origin of Financial Economics: Early Contributions to Joint Life Annuity Valuation In: SocArXiv. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Pioneers of Financial Economics: Das Adam Smith Irrelevanzproblem? In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | ||
| 1994 | Shareholder wealth maximization, business ethics and social responsibility In: MPRA Paper. [Full Text][Citation analysis] | paper | 6 |
| 1996 | Measuring Port Efficiency: An Application of Data Envelopment Analysis In: MPRA Paper. [Full Text][Citation analysis] | paper | 6 |
| 2008 | ‘How is the Stock Market Doing?’ Using Absence of Arbitrage to Measure Stock Market Performance In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2008 | HOW IS THE STOCK MARKET DOING? USING ABSENCE OF ARBITRAGE TO MEASURE STOCK MARKET PERFORMANCE.(2008) In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2009 | The Early History of Option Contracts In: Springer Books. [Citation analysis] | chapter | 4 |
| 2021 | The societas publicanorum and corporate personality in roman private law In: Business History. [Full Text][Citation analysis] | article | 0 |
| 2013 | Richard Price, miracles and the origins of Bayesian decision theory In: The European Journal of the History of Economic Thought. [Full Text][Citation analysis] | article | 0 |
| 2021 | Phenomenology and heterodox economics In: Review of Social Economy. [Full Text][Citation analysis] | article | 0 |
| 1990 | The distribution of gold futures spreads In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 4 |
| 1991 | Estimation of the optimal hedge ratio, expected utility, and ordinary least squares regression In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 5 |
| 1993 | Putting on the crush: Day trading the soybean complex spread In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 9 |
| 1993 | Hedging and crop insurance In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 6 |
| 1998 | Spread options, exchange options, and arithmetic Brownian motion In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 20 |
| 1987 | “Golden turtle tracks”: In search of unexploited profits in gold spreads In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 3 |
| 1989 | Optimal futures spread positions In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 3 |
| 1999 | Skewness preference, mean-variance and the demand for put options In: Managerial and Decision Economics. [Citation analysis] | article | 2 |
| 2013 | PARTIAL IMMUNIZATION BOUNDS AND NON-PARALLEL TERM STRUCTURE SHIFTS In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team