"Currency and Interest Rate Derivative Usage in U.S. Firms." Co-authored with Shawn D. Howton, 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, Journal of Derivatives, Vol. 6, No. 2 (Winter 1998), pp. 53-64.
"The Impact of Client Derivative Losses on Bank Derivatives Dealers: Evidence from the Capital Markets." Co-authored with Jeffrey A. Clark, Journal of Money, Credit and Banking, Vol. 28, No. 3 (August 1996), pp. 527-545
"The Role of Alternative Methodology on the Relation Between Portfolio Size and Diversification." Co-authored with Kristine L. Beck and Pamela P. Peterson, The Financial Review, Vol. 31, No. 2 (May 1996), pp. 381-406.
"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, Financial Analysts Journal, (May/June 1995), pp. 47-57.
"Self-Tender Offers: The Effects of Free Cash Flow, Cash Flow Signaling, and the Measurement of Tobin's q." Co-authored with David Peterson and Pamela Peterson, 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, Journal of Empirical Finance, Vol. 1, No. 3/4 (1994), pp. 313-341.