Financial Pricing of Financial Derivatives: Theory and Analysis, (With Don Chance.) Wiley, 2023,.

“Samuelson Hypothesis and Carry Arbitrage: U. S. and China,” (With Joshua A. Brooks.) Journal of International Money and Finance,

“Evidence of Arbitrage Trading Activity: The Case of Chinese Metal Futures Contracts,” (With Yang Li.) Emerging Markets Review, Vol. 51, Part B. June 2022, Article 100885.

“Samuelson Hypothesis, Arbitrage Activity, and Futures Term Premiums.” (With Pavel Teterin.) Journal of Futures Markets. 2020.

“The ‘Superior Performance’ of Covered Calls on the S&P 500: Rethinking an Anomaly.” (With Don Chance and Michael Hemler.) Journal of Derivatives. 2019.

“An Enterprise Perspective on Performance Attribution: Introducing the Keel Model.” Journal of Risk. December 2017.

“An Option Valuation Framework Based on Arithmetic Brownian Motion: Justification and Implementation Issues.” (With Joshua A. Brooks.) Journal of Financial Research. Fall 2017.

“Bond Portfolio Holding Period Return Decomposition.” (With Kate Upton.) Journal of Investing. Summer 2017.

“A General Option Valuation Approach to Discount for Lack of Marketability.” Business Valuation Review. Winter 2016.

“Smooth Volatility Shifts and Spillovers in U.S. Crude Oil and Corn Futures Markets.” (With Walter Enders and Pavel Teterin.) Journal of Empirical Finance. September 2016.

“Valuation of Contingent Claims.” (With David Gentle.), CFA Examination Reading, Level II and “Pricing and Valuing Forward Commitments.” (With Barbara Valbussi.) CFA Examination Reading, Level II. 2016.

“A Comparison of the Information in the LIBOR and CMT Term Structures of Interest Rates.” (With Brandon N. Cline and Walt Enders.) Journal of Banking and Finance. 2015.

An Introduction to Derivatives and Risk Management. 10th edition. (With Don M. Chance.) Fort Worth, Texas. Thomson South-Western. 2015.

Building Financial Risk Management Applications with C++. CreateSpace Independent Publishing Platform. 2013.

“Samuelson Hypothesis and Carry Arbitrage.” Journal of Derivatives. Winter 2013.

“Private Information and the Exercise of Executive Stock Options.” (With Don M. Chance and Brandon N. Cline.) Financial Management. Fall 2012.

“Are Jumps in Stock Returns Diversifiable: Evidence and Implications for Option Pricing.” (With M.J. Kim and Y.H. Oh.) Journal of Financial and Quantitative Analysis. December 1994.