Follow
JE Hilliard
JE Hilliard
Professor of Finance, Auburn University
Verified email at auburn.edu
Title
Cited by
Cited by
Year
The relationship between equity indices on world exchanges
JE Hilliard
The Journal of Finance 34 (1), 103-114, 1979
5811979
Valuation of commodity futures and options under stochastic convenience yields, interest rates, and jump diffusions in the spot
JE Hilliard, J Reis
Journal of financial and quantitative analysis 33 (1), 61-86, 1998
3891998
Jump processes in commodity futures prices and options pricing
JE Hilliard, JA Reis
American Journal of Agricultural Economics 81 (2), 273-286, 1999
1121999
Valuing prepayment and default in a fixed-rate mortgage: A bivariate binomial options pricing technique
JE Hilliard, JB Kau, VC Slawson Jr
Real estate economics 26 (3), 431, 1998
1091998
Cost-volume-profit analysis under uncertainty: A log normal approach
JE Hilliard, RA Leitch
The Accounting Review 50 (1), 69-80, 1975
901975
Currency option pricing with stochastic domestic and foreign interest rates
JE Hilliard, J Madura, AL Tucker
Journal of Financial and Quantitative Analysis 26 (2), 139-151, 1991
831991
Pricing European and American derivatives under a jump-diffusion process: A bivariate tree approach
JE Hilliard, A Schwartz
Journal of Financial and Quantitative Analysis 40 (3), 671-691, 2005
812005
Binomial option pricing under stochastic volatility and correlated state variables
JE Hilliard, A Schwartz
Available at SSRN 5973, 1994
741994
Size and price-to-book effects: Evidence from the Chinese stock markets
J Hilliard, H Zhang
Pacific-Basin Finance Journal 32, 40-55, 2015
722015
Do state regulations affect payday lender concentration?
JR Barth, J Hilliard, JS Jahera, Y Sun
Journal of Economics and Business 84, 14-29, 2016
532016
Hedging interest rate risk with futures portfolios under term structure effects
JE Hilliard
The Journal of Finance 39 (5), 1547-1569, 1984
531984
On the statistical significance of event effects on unsystematic volatility
JE Hilliard, R Savickas
Journal of Financial Research 25 (4), 447-462, 2002
422002
Premiums and discounts in ETFs: An analysis of the arbitrage mechanism in domestic and international funds
J Hilliard
Global Finance Journal 25 (2), 90-107, 2014
412014
Bivariate binomial options pricing with generalized interest rate processes
JE Hilliard, AL Schwartz, AL Tucker
Journal of Financial Research 19 (4), 585-602, 1996
411996
Analytics underlying the metallgesellschaft hedge: short term futures in a multi-period environment
JE Hilliard
Review of Quantitative Finance and Accounting 12, 195-220, 1999
361999
A Cross‐Spectral Analysis of Beef Prices
HC Barksdale, JE Hilliard, MC Ahlund
American Journal of Agricultural Economics 57 (2), 309-315, 1975
361975
Banks and payday lenders: Friends or foes?
JR Barth, J Hilliard, JS Jahera
International Advances in Economic Research 21, 139-153, 2015
302015
Minimum variance cross hedging under mean‐reverting spreads, stochastic convenience yields, and jumps: Application to the airline industry
M Bertus, J Godbey, JE Hilliard
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2009
292009
Pricing an option on revenue from an innovation: An application to movie box office revenue
DM Chance, E Hillebrand, JE Hilliard
Management Science 54 (5), 1015-1028, 2008
272008
A note on weekday, intraday, and overnight patterns in the interbank foreign exchange and listed currency options markets
JE Hilliard, AL Tucker
Journal of Banking & Finance 16 (6), 1159-1171, 1992
221992
The system can't perform the operation now. Try again later.
Articles 1–20