Research Publications

“Stock options and the Sarbanes – Oxley Act of 2002” Stock Option Watch, August, 2006. (solo-authored)
Du, Ding and Boyce Watkins, “When competing hypotheses
really don’t compete: A
first look at time-variation in cross-autocorrelations”
The Journal of Economics and
Business, Volume 59,
Issue 2, March-April 2007, Pages 130-143
"Do emerging markets with consistent returns have better future performance?", Quantitative Finance, Volume 6 (5), October, 2006. (solo-authored)
"Institutional
ownership and return reversals following short-term return consistency”
The Financial Review, Volume 41(3), August 2006(solo-authored)
“On Government Programs that Increase Small Firms' Access to Capital” The Journal of Small Business Management, Volume 45(1), January 2007 (Solo-authored)
“Riding the
Wave of Sentiment: An Analysis of Return Consistency as a Predictor of
Future Returns” The Journal of Behavioral Finance, Volume 4(4), 2003
(Solo-authored)
“Can hybrid fund managers predict changes in aggregate liquidity?” Investment Management and Financial Innovations, Issue 3, 2004. (solo-authored)
“Stock Options and the use of inside information”,
Stock Option Watch 6 (December, 2005 – solo authored)
