Booth James R

James R Booth

Information about the author James R Booth will soon be added to the site.
Found 4 papers in total
An empirical analysis of insured portfolio strategies using listed options
An empirical analysis of insured portfolio strategies using listed options
1988
Theoretical rationale for the purchase or sale of portfolio insurance has been...
The risk structure of interest rates and interdependent borrowing costs: the impact of major defaults
The risk structure of interest rates and interdependent borrowing costs: the impact of major defaults
1985
This paper develops a new methodology for evaluating the impact of economic events on...
An examination of the small-firm effect on the basis of skewness preference
An examination of the small-firm effect on the basis of skewness preference
1987
This paper tests the hypothesis that the small‐firm effect can be explained on...
Expectations, interest rates, and commercial bank stocks
Expectations, interest rates, and commercial bank stocks
1985
This study examines the effect of current and expected interest rate changes on bank...
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