10 Publications
1990
An Examination of Basis Risk Due to Estimation
Moser, James T and Helms, Billy P
The Journal of Futures Markets, vol. 10, (no. 5), pp. 457, Oct 1990. | Journal Article
 
An N-Stage, Fractional Period, Quarterly Dividend Discount Model
Brooks, Robert E and Helms, Billy P
The Financial Review, vol. 25, (no. 4), pp. 651, Nov 1990. | Journal Article
 
Put-Call-Futures Parity and Arbitrage Opportunity in the Market for Options on Gold Futures Contracts
Followill, Richard A and Helms, Billy P
The Journal of Futures Markets, vol. 10, (no. 4), pp. 339, Aug 1990. | Journal Article
1988
Moment Orderings And Stochastic Dominance Tests
Jean, William H and Helms, Billy P
Journal of Business Finance & Accounting, vol. 15, (no. 4), pp. 573, Winter 1988. | Journal Article
 
Necessary conditions for stochastic dominance: A general approach.
Jean, W. H and Helms, Billy P
Applied Stochastic Models and Data Analysis, vol. 4, (no. 2), pp. 89-99, 1988. | Journal Article
 
The Identification of Stochastic Dominance Efficient Sets by Moment Combination Orderings
Jean, William H and Helms, Billy P
Journal of Banking & Finance, vol. 12, (no. 2), pp. 243, Jun 1988. | Journal Article
1986
Stochastic Dominance as a Decision Model
Jean, William H and Helms, Billy P
Quarterly Journal of Business and Economics, vol. 25, (no. 1), pp. 65, Winter 1986. | Journal Article
1985
An Examination of the Distribution of Futures Price Changes
Helms, Billy P and Martell, Terrence F
The Journal of Futures Markets, vol. 5, (no. 2), pp. 259, Summer 1985. | Journal Article
1984
Memory in Commodity Futures Contracts
Helms, Billy PKaen, Fred R and Rosenman, Robert E
The Journal of Futures Markets, vol. 4, (no. 4), pp. 559, Winter 1984. | Journal Article
1983
Geometric Mean Approximations
Jean, William H and Helms, Billy P
Journal of Financial and Quantitative Analysis, vol. 18, (no. 3), pp. 287, Sep 1983. | Journal Article