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Physical Markets, Paper Markets and the WTI-Brent Spread

The Energy journal (Cambridge, Mass.), 2013-07, Vol.34 (3), p.129-151

2013

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Reversing the lead, or a series of unfortunate events? NYMEX, ICE, and Amaranth

The journal of futures markets, 2009-12, Vol.29 (12), p.1130-1160

2009

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Interest-rate derivatives and bank lending

Journal of banking & finance, 2000-03, Vol.24 (3), p.353-379

2000

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Responsible Development and Application of Surgical Innovations: A Position Statement of the Society of University Surgeons

Journal of the American College of Surgeons, 2008-06, Vol.206 (6), p.1204-1209

2008

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Further Evidence on the Information Content of Bank Examination Ratings: A Study of BHC-to-FHC Conversion Applications

Journal of financial services research, 2001-10, Vol.20 (2), p.213-232

2001

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Spreads, information flows and transparency across trading systems

Applied financial economics, 1997-06, Vol.7 (3), p.281-294

1997

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Microstructure Developments in Derivative Markets

Market Microstructure in Emerging and Developed Markets, 2013, p.59-77

2013

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Physical Markets, Paper Markets and the WTI-Brent Spread: FINANCIAL SPECULATION IN THE OIL MARKETS AND THE DETERMINANTS OF THE PRICE OF OIL

The Energy journal (Cambridge, Mass.), 2013, Vol.34 (3), p.129-151

2013

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Alligators in the Swamp: The Impact of Derivatives on the Financial Performance of Depository Institutions

Journal of money, credit and banking, 1996-08, Vol.28 (3), p.482-497

1996

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Contracting Innovations and the Evolution of Clearing and Settlement Methods at Futures Exchanges

SSRN Electronic Journal

Moser, James T.

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OPPORTUNITY COST AND PRUDENTIALITY: AN ANALYSIS OF COLLATERAL DECISIONS IN BILATERAL AND MULTILATERAL SETTINGS

Research in Finance, 2004, Vol.21, p.201-227

2004

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A note on the crash and participation in stock index futures

The journal of futures markets, 1994-02, Vol.14 (1), p.117-119

Moser, James T.

1994

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Clearing and Settlement

Financial Derivatives, 2009, p.263-282

2009

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The Immediacy Implications of Exchange Organization

Brookings-Wharton papers on financial services, 2002, Vol.2002 (1), p.131-166

Moser, James T

2002

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Public policy intervention through futures market operations

The journal of futures markets, 1990-12, Vol.10 (6), p.567-571

Moser, James T.

1990

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An examination of basis risk due to estimation

The journal of futures markets, 1990-10, Vol.10 (5), p.457-467

1990

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The Immediacy Implications of Exchange Organization

SSRN Electronic Journal

Moser, James T.

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Bank-Equity returns and changes in the discount rate

Journal of financial services research, 1990-10, Vol.4 (3), p.223-241

1990

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19th annual Asia-Pacific futures research symposium

The journal of futures markets, 2009-12, Vol.29 (12), p.1102-1213

2009

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Failed delivery and daily Treasury bill returns

Journal of financial services research, 1990-10, Vol.4 (3), p.203-222

1990

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A Simple Formula for Duration: An Extension

The Financial review (Buffalo, N.Y.), 1989-11, Vol.24 (4), p.611-615

1989

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AN INVESTIGATION INTO THE ROLE OF THE MARKET PORTFOLIO IN THE ARBITRAGE PRICING THEORY

The Financial review (Buffalo, N.Y.), 1988-08, Vol.23 (3), p.287-299

1988

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Stock margins and the conditional probability of price reversals

Economic perspectives (1977), 2001-09, Vol.25 (3), p.2-2

2001

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Changes in dividend policy and subsequent earnings

Journal of portfolio management, 1988-07, Vol.14 (4), p.56-62

1988

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Credit derivatives: just-in-time provisioning for loan losses

Economic perspectives (1977), 1998-12, Vol.22 (4), p.2

Moser, James T

1998

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Physical Markets, Paper Markets and the WTI-Brent Spread

Reversing the lead, or a series of unfortunate events? NYMEX, ICE, and Amaranth

Interest-rate derivatives and bank lending

Responsible Development and Application of Surgical Innovations: A Position Statement of the Society of University Surgeons

Further Evidence on the Information Content of Bank Examination Ratings: A Study of BHC-to-FHC Conversion Applications

Spreads, information flows and transparency across trading systems

Microstructure Developments in Derivative Markets

Physical Markets, Paper Markets and the WTI-Brent Spread: FINANCIAL SPECULATION IN THE OIL MARKETS AND THE DETERMINANTS OF THE PRICE OF OIL

Alligators in the Swamp: The Impact of Derivatives on the Financial Performance of Depository Institutions

Contracting Innovations and the Evolution of Clearing and Settlement Methods at Futures Exchanges

OPPORTUNITY COST AND PRUDENTIALITY: AN ANALYSIS OF COLLATERAL DECISIONS IN BILATERAL AND MULTILATERAL SETTINGS

A note on the crash and participation in stock index futures

Clearing and Settlement

The Immediacy Implications of Exchange Organization

Public policy intervention through futures market operations

An examination of basis risk due to estimation

The Immediacy Implications of Exchange Organization

Bank-Equity returns and changes in the discount rate

19th annual Asia-Pacific futures research symposium

Failed delivery and daily Treasury bill returns

A Simple Formula for Duration: An Extension

AN INVESTIGATION INTO THE ROLE OF THE MARKET PORTFOLIO IN THE ARBITRAGE PRICING THEORY

Stock margins and the conditional probability of price reversals

Changes in dividend policy and subsequent earnings

Credit derivatives: just-in-time provisioning for loan losses

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