"In the Firing Line - Valuation of Combined-Cycle Plants with Supplemental Firing Capability." Co-authored with Pamela W. Hubbard, in Energy and Power Risk Management - Natural Gas,, (October 2001), pp. 14-16.
"The Impact of Day-of-the-Week on IPO Return Autocorrelation and Cross-Correlation." Co-authored with Eric Higgins and Shelly W. Howton, in the Quarterly Journal of Business and Economics,, Vol. 39, No. 1 (Winter 2000), pp. 57-67.
"Optimal Corporate Hedging and Managerial Compensation." Co-authored with Shawn D. Howton and Kenneth W. Wiles, in the Journal of Financial and Strategic Decisions,, Vol. 13, No. 2 (Summer 2000), pp. 45-56.
"The Time-Series Behavior of IPO Betas." Co-authored with John D. Neill and Kenneth W. Wiles, in the Review of Quantitative Finance and Accounting, Vol. 13, No. 3 (November 1999), pp. 261-276.
“Currency and Interest Rate Derivative Usage in U.S. Firms.” Co-authored with Shawn D. Howton, in Financial Management, Vol. 27, No. 4 (Winter 1998), pp. 111-121.
“Managerial Compensation and Firm Derivative Usage: An Empirical Analysis.” Co-authored with Shawn D. Howton, in the Journal of Derivatives, Vol. 6, No. 2 (Winter 1998), pp. 53-64.
"The Market Reaction to Straight Debt Issues: The Effects of Free Cash Flow." Co-authored with Shawn D. Howton and Shelly W. Howton, in the Journal of Financial Research, Vol. 21, No. 2 (Summer 1998), pp. 219-228.
“The Impact of Client Derivative Losses on Bank Derivatives Dealers: Evidence from the Capital Markets.” Co-authored with Jeffrey A. Clark, in the Journal of Money, Credit and Banking, Vol. 28, No. 3 (August 1996), pp. 527-545.
“Event Risk Bond Covenants and Shareholder Wealth: Evidence from Convertible Bonds.” Co-authored with Terrill R. Keasler and Delbert C. Goff, in the Journal of Financial and Strategic Decisions, Vol. 10, No. 3 (Fall 1997), pp. 37-41.
“An Analysis of Value Line's Ability to Forecast Long-Run Returns.” Co-authored with Gary A. Benesh, in the Journal of Financial and Strategic Decisions, Vol. 10, No.2 (Summer 1997), pp. 1-10.
“The Role of Alternative Methodology on the Relation Between Portfolio Size and Diversification.” Co-authored with Kristine L. Beck and Pamela P. Peterson, in The Financial Review, Vol. 31, No. 2 (May 1996), pp. 381-406.
“Day-of-the-Week Effects in the Long-Run Performance of Initial Public Offerings.” Co-authored with David R. Peterson, in The Financial Review, Vol. 32, No. 1 (February 1997), pp. 49-70.
“New Tests of Randomness in Futures Hedge Ratios.” Co-authored with Kenneth W. Wiles, in the Proceedings of the 18th Chicago Board of Trade Spring Research Seminar, (March 1995), pp. 207-231.
“The Effects of Rebalancing on Size and Book-to-Market Ratio Portfolio Returns.” Co-authored with Patrick Denis, Karl N. Snow and Kenneth W. Wiles, in the Financial Analysts Journal, (May/June 1995), pp. 47-57.
“Self-Tender Offers: The Effects of Free Cash Flow, Cash Flow Signalling, and the Measurement of Tobin’s q.” Co-authored with David R. Peterson and Pamela P. Peterson, in the Journal of Banking and Finance, Vol. 19 (1995), pp. 1005-1023.
“Alternative Constructions of Tobin's q: An Empirical Comparison.” Co-authored with Kenneth W. Wiles, in the Journal of Empirical Finance, Vol. 1, No. 3/4 (1994), pp. 313-341.
“Hedging Floating-Rate Liabilities with Eurodollar Futures and Options.” Co-authored with Andrew J. Senchack, Jr., in Advances in Working Capital Management, Vol. 2 (Spring 1992), pp. 257-269.