Robert Welch

Publications

• Welch, R.L., Chung, T.Y. and Chen, D.M.. On the Distribution of CBOE Option Trade Prices Occurring Between Consecutive Stock Trades, Review of Quantitative Finance and Accounting. Volume 9, 1997.

• Welch, R.L., Hadjiyannakis, S. and Culumovic, L.. The Relative Mispricing of the Constant Variance American Put Model, International Review of Economics and Finance. Volume 7, Number 2, 1998.

• Welch, R., Hanrahan, R. and Barnes, T.. The Cost of Capital and its Component Parts with Corporate and Personal Tax, Applied Economics Letters. Volume 5, 1998.

• Donnelly, M., Welch, R. and Young, A.. Registered Education Savings Plan: A Tax Incentive Response to Higher Education Access, Canadian Tax Journal. Volume 47, Number 1, 1999.

• Shrestha, K. and Welch, R.. Relationship Between Expected Treasury Bill and Eurodollar Interest Rates: A Fractional Cointegration Analysis, Review of Quantitative Finance and Accounting. Volume 16, Number 1, January, 2001.

• Welch, R.. A Re-examination of Miller’s Gain from Leverage with Personal Taxes, Advances in Financial Education. Volume 5, Number ?, 2004.

• Lee, C.F., Shrestha, Keshab and Welch, R.. Relationship Between Treasury Bill and Eurodollar Yields; Theoretical and Empirical Analyses(Long Memory GARCH-M Analysis), Review of Quantitative Finance and Accounting. Volume 28, Number 2, February, 2007.

• Ayadi, M., Ben Ameur, H., Kirillov, T. and Welch, R.. A Stochastic Dynamic Program for Valuing Options on Futures, Journal of Futures Markets. Volume 34, Number 12, December, 2014.

• Ben Omrane, W. and Welch, R.. Tick test accuracy in foreign exchange ECN markets, Research in International Business and Finance. Volume 37, May, 2016.

• Ben Omrane, W., Tao, Y. and Welch, R.. Scheduled Macro-News Effects on a Euro/US Dollar Limit Order Book around the 2008 Financial Crisis, Research in International Business and Finance. Volume 42, May, 2017.

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