Author Page for John F. O. Bilson

1.

The "Speculative Efficiency" Hypothesis

NBER Working Paper No. w0474

Number of pages: 16 Posted: 05 Jul 2004 Last Revised: 26 Oct 2022

John F. O. Bilson

Illinois Institute of Technology

Downloads 154 (485,678)

Citation 32

Abstract:

2.

An Empirical Bond Portfolio Study: Evidence from the Asian Emerging Bond Market

Midwest Finance Association 2012 Annual Meetings Paper

Number of pages: 45 Posted: 12 Sep 2011 Last Revised: 19 Nov 2012

Jinghua Wang and John F. O. Bilson

New Jersey Institute of Technology and Illinois Institute of Technology

Downloads 137 (534,155)

Abstract:

3.

The Profitability of Currency Speculation

NBER Working Paper No. w1197

Number of pages: 41 Posted: 23 Aug 2000 Last Revised: 10 Oct 2022

John F. O. Bilson and David A. Hsieh

Illinois Institute of Technology and Duke University - Fuqua School of Business

Downloads 111 (635,507)

Citation 1

Abstract:

4.

Profitability and Stability in International Currency Markets

NBER Working Paper No. w0664

Number of pages: 21 Posted: 28 Jun 2001 Last Revised: 27 Oct 2022

John F. O. Bilson

Illinois Institute of Technology

Downloads 87 (759,537)

Abstract:

5.

Dynamic Adjustment and the Demand for International Reserves

NBER Working Paper No. w0407

Number of pages: 40 Posted: 27 Apr 2000 Last Revised: 14 Aug 2022

John F. O. Bilson and Jacob A. Frenkel

Illinois Institute of Technology and Merrill Lynch & Co. - Sovereign Advisory Group and Global Financial Institutions Group

Downloads 57 (989,921)

Abstract:

6.

Size and Value Risk in Financial Firms

Journal of Banking and Finance, Vol. 55, 2015

Posted: 12 Sep 2013 Last Revised: 21 Jun 2015

Seungho Baek and John F. O. Bilson

City University of New York (CUNY) - Department of Finance and Illinois Institute of Technology

Abstract:

7.

CTA Performance Persistence: 1994-2010

Journal of Alternative Investments, Spring 2014, Vol 16, No 4.

Posted: 06 Mar 2013 Last Revised: 28 Mar 2014

Marat Molyboga, Seungho Baek and John F. O. Bilson

Efficient Capital Management, LLC, City University of New York (CUNY) - Department of Finance and Illinois Institute of Technology

John F. O. Bilson

Illinois Institute of Technology

National Bureau of Economic Research (NBER)

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33

Scholarly Papers (7)

The "Speculative Efficiency" Hypothesis

Abstract:

An Empirical Bond Portfolio Study: Evidence from the Asian Emerging Bond Market

Abstract:

The Profitability of Currency Speculation

Abstract:

Profitability and Stability in International Currency Markets

Abstract:

Dynamic Adjustment and the Demand for International Reserves

Abstract:

Size and Value Risk in Financial Firms

Abstract:

CTA Performance Persistence: 1994-2010

Abstract: