"Decomposition of Book-to-Market and the Cross-Section of Returns for Chinese Stocks" (with N. Cakici and S. Chatterjee), Pacific-Basin Finance Journal. Forthcoming.
“Cross-Sectional Stock Return Predictability in China” (with N. Cakici and Kalok Chen), European Journal of Finance, Forthcoming.
“Risk and Return in Asian Emerging Markets” [Book] (with N. Cakici) Palgrave/Macmillan, August 2014.
“Cross Sectional Return Predictability in Taiwan Stock Exchange: An Empirical Investigation” (with N.Cakici and C.J.Wang) Review of Pacific Basin Financial Markets and Policies, June 2014, Volume 17, Number 2.
“The Return Predictability of Turkish Stocks: An Empirical Investigation, (with N.Cakici) Emerging Markets Finance and Trade, September-October 2013, Volume 49, Number 5, pages 99-119.
“The Effect of Alcoholic Beverage Excise Tax on Alcohol-Attributable Injury Mortalities” (with C.H.Son) European Journal of Health Economics, April 2011, Volume 12, Number 2, pages 103-113.
Review of Stephan Zilliak and Deirdre McCloskey’s The Cult of Statistical Significance: How the Standard Error Costs Us Jobs, Justice, and Lives University of Michigan Press, 2008. Journal of Socio-Economics, March 2009, Volume 38, Issue 2, pages 400-401.
“Understanding Dependence Structures of Random Variables in Financial Modeling by Using Copulas” (with N.Boliari) Global Business & Economics Anthology, December 2007, pages 410-6.
“Accelerated Mortgage Process: An Analytical Evaluation" (with N.Boliari) International Business & Economics Research Journal, (IBER) August 2006, Volume 5, Number 8, pages 15-6.
“Corporate Governance: A Critical Survey of Key Concepts, Issues and Recent Reforms in the US.” (with A.Murphy) Employee Responsibilities and Rights Journal, AEPP, Volume 17, Number 2, June 2005.
“Corporate Governance and Control: Yesterday, Today, and Tomorrow – A Critical Survey” Refereed Proceedings of the 11th Annual International Conference 2003 of the Association on Employment Practices and Principles, October 9-11, 2003, San Diego, CA. Edited by Margaret H. Vickers, University of Western Sydney, pp 145-150.
“Equity Accelerator or Else? An Analytical Evaluation of an Unfair Practice” Abstract published in the Proceedings of the 2002 Annual International Conference – October 10-12, New York City, New York, Edited by Margaret H. Vickers, University of Western Sydney, p194.
“The GARCH Option Pricing Model: A Lattice Approach.” with N.Cakici; Journal of Computational Finance, Summer 2000, Vol.3, No.4.
“Volatility Smile Under GARCH” AEPP Proceedings of the Annual International Conference, October 2000; New Orleans, Louisiana. Edited by John P. Keenan St.Bonaventure University.
"GARCH versus Constant Volatility: A Comparative Efficiency Analysis." AEPP Proceedings of the Annual International Conference, October 1999; Niagara Falls, New York. (ISBN 1-878583-64-6)
“An Empirical Note on Demand for Speculation and Futures Risk Premium: A Kalman Filter Application.” with A.E. Kocagil; Review of Financial Economics, Fall 1997, Vol.6, N0.1, pp. 77- 93.
"Illicit Drug Use and Health: Analysis and Projections of NYC Birth Outcomes Using a Kalman Filter Model." with N.H.Mocan; Southern Economic Journal, July 95, Vol.62, No.1, pp.164-82.
"International Sanctions and Anti-Apartheid Politics in South Africa: An Empirical Investigation." with W.H.Kaempfer, A.D.Lowenberg, N.H.Mocan; Journal of Studies in Economics and Econometrics, 1995, Vol.19, No.1, pp. 1-27.
"Illicit Drug Use and Health: Analysis and Projections of NYC Birth Outcomes Using a Kalman Filter Model." with N.Mocan; NBER Working Paper, No.4559, National Bureau of Economic Research, 1994.
"Real Wages over the Business Cycle: Evidence from a Structural Time Series Model." with N.Mocan; Oxford Bulletin of Economics and Statistics, Nov. 93, Vol. 55, No.4.
"International Sanctions and Anti-Apartheid Politics in South Africa: An Empirical Investigation.", with W.H.Kaempfer, A.D.Lowenberg, N.H.Mocan; Appeared as one of the five papers included in The Use of Economic Sanctions in Trade and Environmental Policy, 1993, Research Memorandum, OCFEB RM 9307, Erasmus University Press, Rotterdam.