Ted Bos' CV

Theodore (Ted) Bos
SCHOOL OF BUSINESS
UNIVERSITY OF ALABAMA
AT BIRMINGHAM, AL 35294-4460
Phone: 1-205-934-8830
FAX: 1-205-975-4427
Email: TedBos@UAB.edu

Presented Papers, Proceedings, and Lectures:


Bos, T., and P. Hoontrakul. Estimation of Mean and Variance Episodes in the Price Return of the Stock Exchange of Thailand. Presented at The Second JDBA Research Forum, Thammasat University, Bangkok, Thailand, May 25, 1998.

T. Bos and P. Hoontrakul, Estimation of Mean and Variance Episodes in the Price Return of the Stock Exchange of Thailand. Presented at Univeristy of Alabama, Tuscaloosa, May 1998.

Bos, T., D. Ding, and T. A. Fetherston. Searching for Periods of Volatility: A Study of the Behavior of Volatility in Thai Stocks, Presented at the 1997 Ninth Annual PACAP Conference, Shanghai, China, August 25-28, 1997.

Bos, T., D. Ding, and T. A. Fetherston. Searching for Periods of Volatility: A Study of the Behavior of Volatility in Thai Stocks, Presented at the Global Finance Conference, Montreal, Canada, May 1997.

Bos, T., D. Ding, and T. A. Fetherston. Searching for Periods of Volatility: A Study of the Behavior of Volatility in Pacific Basin Stocks. Presented at the 1997 South Central Finance Workshop, January 10-11, USM-Gulf Park, Mississippi, January 1997.

Bos, T., and T. A. Fetherston. On the Likelihood of Unstable Processes in Financial Market Data, Presented at the AFPA/PACAP Finance Conference, Taipei, Taiwan, July 8-10, 1996.

Bos, T., and T. A. Fetherston. CUSUM Testing for the Stability of ARIMA Estimated Models and for the Stationarity of Time Series Data. Presented at the University of Alabama, Tuscaloosa, November 17, 1995.

Bos, T., and T. A. Fetherston. The Stationarity of Mutual Fund Return Performance. Presented at the 25th Annual Meeting of the Financial Management Association International, New York, October 19-21, 1995.

Bos, T., and T. A. Fetherston. The Instability of Intercountry Equity Returns: Implications for the Efficient Frontier. Presented at the 25th Annual Meeting of the Financial Management Association International, New York, October 19-21, 1995.

Bos, T., and T. A. Fetherston. CUSUM Testing for the Stability of ARIMA Estimated Models and for the Stationarity of Time Series Data. Presented at the South Central Finance Workshop, UAB, Birmingham, Alabama, September 22-23, 1995.

Theerathorn, P., T. Bos, T. A. Fetherston, and C. Chuwonganant. Instability of Cointegration Among Stock Indices: The Case of Pacific-Basin and Major Stock Markets. Presented at the Seventh Annual PACAP Finance Conference, Manila, Philippines, July 1995.

Bos, T., and T. A. Fetherston. The Instability of Intercountry Equity Returns: Implications for the Efficient Frontier. Presented at the Second Annual Conference of the Asian Pacific Finance Association, Hong Kong, July 1995.

Theerathorn, P., T. Bos, T. A. Fetherston, and C. Chuwonganant. Instability of Cointegration Among Stock Indices: The Case of Pacific-Basin and Major Stock Markets. Presented at the Second Annual Global Finance Conference, San Diego, California, May 1995.

Bos, T., and T. A. Fetherston. The Instability of Intercountry Equity Returns: Implications for the Efficient Frontier. Presented at the Second Annual Global Finance Conference, San Diego, California, May 1995.

Bos, T., and T. A. Fetherston. The Stationarity of Mutual Fund Return Performance. Presented at the South Cental Finance Workshop, University of Mississippi, Oxford, Mississippi, September 1994.

Bos, T., and T. A. Fetherston. Nonstationarity of the Market Model, Outliers, and Choice of the Market Rate of Return. Presented at the Sixth Annual PACAP Finance Conference, Jakarta, Indonesia, July 1994.

Bos, T.. The theory and interpretation of CUSUM testing of OLS regression. Invited Plenary Lecture I of the Workshop on Risk Estimation and Management, University of Vaasa, Vaasa, Finland, March 21, 1994

Bos, T.. CUSUM: Application procedures and examples in the estimation of risk. Invited Plenary Lecture II of the Workshop on Risk Estimation and Management, University of Vaasa, Finland, March 22, 1994

Bos, T., and T. A. Fetherston. The Stationarity of Intercountry Equity Returns: Implications for the Efficient Frontier. Presented at the South Cental Finance Workshop, Gulfport, Mississippi, September 1993.

Bos, T., and T. A. Fetherston. Beta is not Dead - Just Misrepresented. Evidence from the Japanese Stock Market, presented at the Fifth Annual Pacific-Basin Capital Markets Finance Conference in Kuala Lumpur, Malaysia, July 1993.

Bos, T., and T. A. Fetherston. Beta is not Dead - Just Misrepresented. Evidence from the Japanese Stock Market, presented at the South Cental Finance Workshop, Mississippi State University, Starkville, Mississippi, February, 1993.

Bos, T., T. A. Fetherston, and C. H. Yang. Regression-Free Testing for the Efficiency of the U.S. T-Bill Market, presented at the meeting of the Southern Finance Association, Sawgrass, Florida, November 1992.

Bos, T., and T. A. Fetherston. The Anticipation and Impact of Intermediate Credit Reappraisals on Bond Substitution Swaps, presented at the 22nd annual meeting of the Financial Management Association in San Francisco, October 1992.

Bos, T., T. A. Fetherston, and C. H. Yang. Regression-Free Testing for the Efficiency of the U.S. T-Bill Market, presented at the 22nd annual meeting of the Financial Management Association in San Francisco, October 1992.

Bos, T, T. A. Fetherston, and K. P. Hill. Historical Fixed Income Mutual Fund Performance Characteristics: How Relevant Should They be as a Decision Screen, presented at the Sixth annual meeting of the Academy of Financial Services in San Francisco, October 1992.

Bos, T, T. A. Fetherston, and K. P. Hill. Historical Fixed Income Mutual Fund Performance Characteristics: How Relevant Should They be as a Decision Screen, presented at the South Cental Finance Workshop, Memphis, Tennessee, September 1992.

Bos, T., T. A. Fetherston, and C. H. Yang. Regression-Free Testing of the Efficiency of Tbill Markets in Japan and the U.S., presented at the Fourth Annual Pacific-Basin Capital Markets Finance Conference in Hong Kong, July 1992.

Bos, T., T. A. Fetherston, and C. H. Yang. Regression-Free Testing of the Efficiency of Tbill Markets in Japan and the U.S., presented at the South Central Finance Workshop, Birmingham, Alabama, February 1992.

Bos, T., and T. A. Fetherston. The Anticipation and Impact of Intermediate Credit Reappraisals On Bond Substitution Swaps, presented at the South Central Finance Workshop, University of Mississippi, Oxford, Mississippi, September, 1991.

Bos, T., and T. A. Fetherston. Market Model Nonstationarity in the Korean Stock Market, presented at the Third Annual Pacific-Basin Capital Markets Finance Conference in Seoul, Korea, June 3-5, 1991.

Bos, T., and T. A. Fetherston. Market Model Nonstationarity in the Korean Stock Market: Problems and Procedures: A Preliminary Report, presented at the South Central Finance Workshop, University of Mississippi, Gulfport, Mississippi, January, 1991.

Bos, T., and G. Ignatin. 1988. Fine-Tuning Linear Football Forecasting Models, published in Gambling Research: Proceedings of the Seventh International Conference on Gambling and Risk Taking, Volume IV (sic), Quantitative Analysis and Gambling, edited by William R. Eadington.

Ignatin, G., T. Bos, and J. G. Van Matre. 1988. A Bad Break from the Gate, presented at the First National Symposium on Lotteries and Gambling, May 1988; published in Gambling in Canada: Golden Goose or Trojan Horse, edited by Colin S. Campbell and John Lowman, by the School of Criminology, Simon Fraser University, Burnaby, British Columbia.

Bos, T., and S. C. Anderson. The Relationship between Consumer Sentiment and Share Values, presented at SWFAD meeting, Houston, March 1987.

Robinson, L. E. L. A. Robinson, E. C. Conway, and T. Bos. Cash Forecasting (By Guess or by Golly), presented at the AAA meeting, Orlando, Florida, April 1985.

Ignatin, G. and T. Bos. 1984. Football Forecasting Methods, presented at the Conference on Gambling, Atlantic City, N.J., December; published in The Gambling Studies: Proceedings of the Sixth National Conference on Gambling and Risk Taking, Volume IV, Investments, Wagers and Gambling: Mathematical and Structural Analysis of Gambling Opportunities, Edited by William R. Eadington.


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