Geoffrey Poitras : Citation Profile


Are you Geoffrey Poitras?

Simon Fraser University

6

H index

2

i10 index

172

Citations

RESEARCH PRODUCTION:

38

Articles

14

Papers

3

Books

3

Chapters

EDITOR:

3

Books edited

RESEARCH ACTIVITY:

   36 years (1986 - 2022). See details.
   Cites by year: 4
   Journals where Geoffrey Poitras has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 9 (4.97 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppo56
   Updated: 2024-07-05    RAS profile: 2023-05-09    
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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:

Ledenyov, Dimitri (6)

Ledenyov, Viktor (6)

Pradier, Pierre-Charles (5)

Goetzmann, William (4)

Choi, Jaehyuk (4)

Vermaelen, Theo (3)

Vizcaíno-González, Marcos (3)

Escobari, Diego (3)

Musshoff, Oliver (3)

Mellado, Cristhian (3)

Coble, Keith (3)

Cites to:

Mayer, Christopher (8)

Campbell, John (8)

Shiller, Robert (6)

Sinai, Todd (6)

wachter, susan (5)

Constantinides, George (4)

merton, robert (4)

Green, Richard (4)

ausloos, marcel (3)

Shi, Shuping (3)

Fama, Eugene (3)

Main data


Where Geoffrey Poitras has published?


Journals with more than one article published# docs
Journal of Futures Markets7
International Journal of Business Governance and Ethics2
Canadian Journal of Economics2
Journal of the History of Economic Thought2
Annals of Financial Economics (AFE)2

Working Papers Series with more than one paper published# docs
Post-Print / HAL7
MPRA Paper / University Library of Munich, Germany6

Recent works citing Geoffrey Poitras (2024 and 2023)


YearTitle of citing document
2024Beating the curse of dimensionality in options pricing and optimal stopping. (2018). Chen, Yilun ; Goldberg, David A. In: Papers. RePEc:arx:papers:1807.02227.

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2024A 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.

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2024The 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.

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2023A financial frontier model with bankers susceptibility under uncertainty. (2023). , Hans. In: Metroeconomica. RePEc:bla:metroe:v:74:y:2023:i:1:p:94-118.

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2023.

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2023The 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.

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2024Adapting 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.

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2023Microstructure 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.

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2023Pricing 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.

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2023Platforms as arbitrageurs and facilitators of arbitrage- a simple analysis. (2023). Waterson, Michael. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1481.

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Geoffrey Poitras has edited the books:


YearTitleTypeCited

Works by Geoffrey Poitras:


YearTitleTypeCited
2007Security Analysis and Investment Strategy ? by Geoffrey Poitras In: The Economic Record.
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article0
2002The Timing of Asset Sales: Evidence of Earnings Management? In: Journal of Business Finance & Accounting.
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article7
1986Futures Hedging Policies for the South African Gold Mining Industry1 In: South African Journal of Economics.
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article0
1989The Market Value of Government of Canada Debt: A Comment on the Importance of Correct Valuation of Non-marketable Debt. In: Canadian Journal of Economics.
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article0
1991The When-Issued Market for Government of Canada Treasury Bills. In: Canadian Journal of Economics.
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article0
2021Origins of arbitrage In: Financial History Review.
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article1
2002The 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.
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article0
1994Securities Markets, Diffusion State Processes, and Arbitrage-Free Shadow Prices In: Journal of Financial and Quantitative Analysis.
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article1
1998Robert Torrens and the Evolution of the Real Bills Doctrine In: Journal of the History of Economic Thought.
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article0
2008Poitras 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.
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article0
2021Rhetoric, epistemology and climate change economics In: Ecological Economics.
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article3
2006More on the correct use of omnibus tests for normality In: Economics Letters.
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article8
2016Trading of shares in the Societates Publicanorum? In: Explorations in Economic History.
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article1
2016Mortgage contract design and systemic risk immunization In: International Review of Financial Analysis.
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article1
1988Arbitrage boundaries, treasury bills, and covered interest parity In: Journal of International Money and Finance.
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article4
2002Risk Management, Speculation, and Derivative Securities In: Elsevier Monographs.
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book6
2002Short sales restrictions, dilution and the pricing of rights issues on the Singapore Stock Exchange In: Pacific-Basin Finance Journal.
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article9
2018The pre-history of econophysics and the history of economics: Boltzmann versus the marginalists In: Physica A: Statistical Mechanics and its Applications.
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article0
1998TED Tandems: Arbitrage Restrictions and the US Treasury Bill/Eurodollar Futures Spread In: International Review of Economics & Finance.
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article1
2020Rethinking Wealth and Taxes In: Books.
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book0
2000The Early History of Financial Economics, 1478–1776 In: Books.
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book28
2012What Happened on 6 May 2010? Anatomy of the Flash Crash In: Chapters.
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chapter0
2012From the Renaissance Exchanges to Cyberspace: A History of Stock Market Globalization In: Chapters.
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chapter0
2018Housing Market Bubbles and Mortgage Contract Design: Implications for Mortgage Lenders and Households In: JRFM.
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article0
2020The Luddite Trials: Radical Suppression and the Administration of Criminal Justice In: Post-Print.
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paper0
2015Classical Ergodicity and Modern Portfolio Theory In: Post-Print.
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paper3
2015Classical Ergodicity and Modern Portfolio Theory.(2015) In: MPRA Paper.
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This paper has nother version. Agregated cites: 3
paper
2012OxyContin, prescription opioid abuse and economic medicalization In: Post-Print.
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paper1
2012OxyContin, prescription opioid abuse and economic medicalization.(2012) In: MPRA Paper.
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This paper has nother version. Agregated cites: 1
paper
2018The prescription opioid epidemic: an update In: Post-Print.
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paper1
2007The CAPM, the Modigliani-Miller Theorems and the Rise of Modern Finance In: Post-Print.
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paper0
2006A 19th Century Random Walk: Jules Regnault and the Origins of Scientific Financial Economics In: Post-Print.
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paper3
2006Economic Instruments and Theory in the Construction of Henri Lefèvres Science of the Stock Market In: Post-Print.
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paper3
2007Accounting standards for employee stock option disclosure In: International Journal of Business Governance and Ethics.
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article1
2009Business ethics, medical ethics and economic medicalization In: International Journal of Business Governance and Ethics.
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article0
2009Ethical Transparency and Economic Medicalization In: Journal of Business Ethics.
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article1
2002The philosophy of investment: a Post Keynesian perspective In: Journal of Post Keynesian Economics.
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article5
2009European Put-Call Parity and the Early Exercise Premium for American Currency Options In: Multinational Finance Journal.
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article1
2022Cobweb Theory, Market Stability and Price Expectations In: OSF Preprints.
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paper1
2010Pioneers of Financial Economics: Das Adam Smith Irrelevanzproblem? In: MPRA Paper.
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paper2
.() In: .
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This paper has nother version. Agregated cites: 2
article
1994Shareholder wealth maximization, business ethics and social responsibility In: MPRA Paper.
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paper5
1996Measuring Port Efficiency: An Application of Data Envelopment Analysis In: MPRA Paper.
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paper6
2008‘How is the Stock Market Doing?’ Using Absence of Arbitrage to Measure Stock Market Performance In: MPRA Paper.
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paper0
2008HOW IS THE STOCK MARKET DOING? USING ABSENCE OF ARBITRAGE TO MEASURE STOCK MARKET PERFORMANCE.(2008) In: Annals of Financial Economics (AFE).
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This paper has nother version. Agregated cites: 0
article
2009The Early History of Option Contracts In: Springer Books.
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chapter4
2021The societas publicanorum and corporate personality in roman private law In: Business History.
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article0
2013Richard Price, miracles and the origins of Bayesian decision theory In: The European Journal of the History of Economic Thought.
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article0
2021Phenomenology and heterodox economics In: Review of Social Economy.
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article0
1990The distribution of gold futures spreads In: Journal of Futures Markets.
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article4
1991Estimation of the optimal hedge ratio, expected utility, and ordinary least squares regression In: Journal of Futures Markets.
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article5
1993Putting on the crush: Day trading the soybean complex spread In: Journal of Futures Markets.
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article9
1993Hedging and crop insurance In: Journal of Futures Markets.
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article6
1998Spread options, exchange options, and arithmetic Brownian motion In: Journal of Futures Markets.
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article20
1987“Golden turtle tracks”: In search of unexploited profits in gold spreads In: Journal of Futures Markets.
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article3
1989Optimal futures spread positions In: Journal of Futures Markets.
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article3
1999Skewness preference, mean-variance and the demand for put options In: Managerial and Decision Economics.
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article2
2013PARTIAL IMMUNIZATION BOUNDS AND NON-PARALLEL TERM STRUCTURE SHIFTS In: Annals of Financial Economics (AFE).
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article1

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