JE Hilliard
JE Hilliard
Professor of Finance, Auburn University
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The relationship between equity indices on world exchanges
JE Hilliard
The Journal of Finance 34 (1), 103-114, 1979
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
Jump processes in commodity futures prices and options pricing
JE Hilliard, JA Reis
American Journal of Agricultural Economics 81 (2), 273-286, 1999
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
Cost-volume-profit analysis under uncertainty: A log normal approach
JE Hilliard, RA Leitch
The Accounting Review 50 (1), 69-80, 1975
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
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
Binomial option pricing under stochastic volatility and correlated state variables
JE Hilliard, A Schwartz
Available at SSRN 5973, 1994
Size and price-to-book effects: Evidence from the Chinese stock markets
J Hilliard, H Zhang
Pacific-Basin Finance Journal 32, 40-55, 2015
Do state regulations affect payday lender concentration?
JR Barth, J Hilliard, JS Jahera, Y Sun
Journal of Economics and Business 84, 14-29, 2016
Hedging interest rate risk with futures portfolios under term structure effects
JE Hilliard
The Journal of Finance 39 (5), 1547-1569, 1984
On the statistical significance of event effects on unsystematic volatility
JE Hilliard, R Savickas
Journal of Financial Research 25 (4), 447-462, 2002
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
Bivariate binomial options pricing with generalized interest rate processes
JE Hilliard, AL Schwartz, AL Tucker
Journal of Financial Research 19 (4), 585-602, 1996
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
A Cross‐Spectral Analysis of Beef Prices
HC Barksdale, JE Hilliard, MC Ahlund
American Journal of Agricultural Economics 57 (2), 309-315, 1975
Banks and payday lenders: Friends or foes?
JR Barth, J Hilliard, JS Jahera
International Advances in Economic Research 21, 139-153, 2015
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
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
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
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