Articles in Refereed Journals

"Listing Changes from the AMEX to the NYSE and Stock Return Behavior"
with John D. Markese Akron Business and Economic Review, Winter 1983.

"The Beta Quotient: A New Measure of Portfolio Risk"
with Robert C. Camp The Journal of Portfolio Management, Summer 1981.

"The Impact of Alternative Length Estimation and Prediction Periods on the Stability of Security and Portfolio Betas"
with J. K. Zumwalt Journal of Business Research, September 1981.

"Industry Betas in Investment Analysis"
with J. K. Zumwalt Akron Business and Economic Review, Spring 1980.

"An Analysis of the Forecast Error Impact of Alternative Beta Adjustment Techniques and Risk Classes"
with J. K. Zumwalt Journal of Finance, June 1979.

"How to Determine the Stability of Beta Values"
The Journal of Portfolio Management, Winter 1979.

"The Price Adjustment Mechanism for Rental Housing in the United States"
with C. F. Sirmans Quarterly Journal of Economics, February 1979.

"Risk/Return Contrasts: NYSE, Amex, and OTC"
The Journal of Portfolio Management, Summer 1977.

"A Model for Selecting Portfolios of Low PE Stocks with Superior Investment Potential"
Journal of Economics and Business, Spring/Summer 1977.

"An Automatic Cost of Capital Adjustment Model for Regulating Public Utilities"
with David A. West Financial Management, Spring 1976.

"An Analysis of Coverage Ratios"
with John D. Markese Journal of the Midwest Finance Association, 1976.

"The Hierarchical Classification of Financial Ratios"
with George E. Pinches, Kent A. Mingo, and J. Kent Caruthers Journal of Business Research, October 1975.

"Systematic Risk in Merger Evaluations: A Test of Financial Synergism"
Journal of the Midwest Finance Association, 1973.

"A Suggested Treatment of Intertemporal Covariances in Capital Budgeting Evaluations"
Journal of the Midwest Finance Association, 1972.

Articles in Professional Publications and Proceedings

"The Need for an Automatic Cost of Capital Adjustment Model"
with David A. West Public Utilities Fortnightly, May 1975.

"The Capital Asset Pricing Model and Appropriate Rates of Return"
with George E. Pinches Regulatory Information Systems Conference Proceedings, 1974.

"Simulating Geometric Mean Return Distributions for Evaluating Different Portfolio Strategies and Investment Horizons"
with Carl E. Ferguson National Gaming Council Proceedings, 1974.

"Risk-Return Comparisons among Different Market Segments"
Eastern Finance Association Proceedings, April 1973.

"A Comparison of Systematic Risks among Stocks from Different Market Segments"
Southwestern Finance Association Proceedings, March 1973.

Additional Publications

"Risk/Return Contrasts: NYSE, AMEX, and OTC,"
Security Selection and Active Portfolio Management
edited by Peter L. Bernstein, Institutional Investor
1978.

"The Forecast Error Impact of Alternative Length Beta Estimation Periods, Adjustment Techniques, and Risk Classes" with J. K. Zumwalt (Abstract) in Proceedings Issue of The Journal of Financial and Quantitative Analysis
1978.

Book Review of: Security Analysis and Portfolio Management
by D. E. Fischer and R. J. Jordan
Journal of Finance
March 1976.

Selected Financial Ratios and the Investment Performance of Common Stock Portfolios
College of Business and Public Administration, University of Missouri, Columbia, Missouri
1976.

"A Model of Interdependent Capital Budgeting and Financing Decisions under Uncertainty"
dissertation abstract
Journal of Finance
December 1974.

"Comment: A New Look at the Lease vs. Purchase Decision"
(a comment on a paper presented by C. Robert Carlson and Donald H. Wort)
Southwestern Finance Association Proceedings
March 1973.