1. (1981): “Margins: Much Discussed, Little Understood” Research on Speculation-Seminar Report, Board of Trade of the City of Chicago, 68–83.
2. (1983, April): Appendix A to the Comments of the Board of Trade of the City of Chicago.
3. (1984,): January “Margins and Market Integrity: Margin Setting for Stock Index Futures and Options,” mimeographed, New York University.
4. The effects of margins on trading in futures markets
5. Futures Price Variability: A Test of Maturity and Volume Effects