Treasury Bill Pricing in the Spot and Futures Markets

A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory

1977 • 3,099 citations

The pricing of commodity contracts

1976 • 2,931 citations

Short- Term Interest Rates as Predictors of Inflation

2021 • 937 citations

Futures Trading and Investor Returns: An Investigation of Commodity Market Risk Premiums

1973 • 524 citations

The Behavior of Interest Rates.

1972 • 127 citations

The Expectations Hypothesis and the Efficiency of the Treasury Bill Market

1975 • 109 citations

The Treasury-Bill Futures Market

1980 • 15 citations