Journal Articles
Ayadi, M., Ben Omrane, W., Wang, J. and Welch, R.. Senior official speeches and severe price discontinuities in the foreign exchange market, Studies in Economics and Finance, Volume 40, Number 5, 2023.
Ayadi, M., Ben Omrane, W., Wang, J. and Welch, R.. Senior Official Speech Attributes and Foreign Exchange Risk around Business Cycles, International Review of Financial Analysis, Volume 80, March, 2022.
Ayadi, M., Ben Omrane, W., Welch, R. and Jiahui, W.. Macroeconomic News, Public Communications and Foreign Exchange Jumps around US and European Financial Crises, International Journal of Finance and Economics, Volume 25, 2020.
Ben Omrane, W., Welch, R. and Zhou, X.. The Dynamic Effect of Macroeconomic News on the Euro/US Dollar Exchange Rate, Journal of Forecasting, Volume 39, 2020.
Chen, L., Lazrak, S., Wang, Y. and Welch, R.. Pure momentum is priced, Journal of Behavioral and Experimental Finance, Volume 22, June, 2019.
Ben Omrane, W., Savaser, T., Welch, R. and Zhou, X.. Time-varying effects of macroeconomic news on euro-dollar returns, North American Journal of Economics and Finance, Volume 50, 2019.
Ayadi, M., Lazrak, S., Liao, Y. and Welch, R.. Performance of Fixed-income Mutual Funds with Regime Switching Models, Quarterly Review of Economics and Finance, Volume 69, August, 2018.
Ayadi, M., Lazrak, S. and Welch, R.. Determinants of Bankruptcy Regime Choice for Canadian Public Firms, Research in International Business and Finance, Volume 42, December, 2017.
Ben Omrane, W., Tao, Y. and Welch, R.. Scheduled Macro-News Effects on a Euro/US Dollar Limit Order Book around the 2008 Financial Crisis, Research in International Business and Finance, Volume 42, May, 2017.
Ben Omrane, W. and Welch, R.. Tick test accuracy in foreign exchange ECN markets, Research in International Business and Finance, Volume 37, May, 2016.
Ayadi, M., Ben Ameur, H., Kirillov, T. and Welch, R.. A Stochastic Dynamic Program for Valuing Options on Futures, Journal of Futures Markets, Volume 34, Number 12, December, 2014.
Lee, C.F., Shrestha, Keshab and Welch, R.. Relationship Between Treasury Bill and Eurodollar Yields; Theoretical and Empirical Analyses(Long Memory GARCH-M Analysis), Review of Quantitative Finance and Accounting, Volume 28, Number 2, February, 2007.
Welch, R.. A Re-examination of Miller’s Gain from Leverage with Personal Taxes, Advances in Financial Education, Volume 5, Number ?, 2004.
Shrestha, K. and Welch, R.. Relationship Between Expected Treasury Bill and Eurodollar Interest Rates: A Fractional Cointegration Analysis, Review of Quantitative Finance and Accounting, Volume 16, Number 1, January, 2001.
Donnelly, M., Welch, R. and Young, A.. Registered Education Savings Plan: A Tax Incentive Response to Higher Education Access, Canadian Tax Journal, Volume 47, Number 1, 1999.
Welch, R., Hanrahan, R. and Barnes, T.. The Cost of Capital and its Component Parts with Corporate and Personal Tax, Applied Economics Letters, Volume 5, 1998.
Welch, R.L., Hadjiyannakis, S. and Culumovic, L.. The Relative Mispricing of the Constant Variance American Put Model, International Review of Economics and Finance, Volume 7, Number 2, 1998.
Welch, R.L., Chung, T.Y. and Chen, D.M.. On the Distribution of CBOE Option Trade Prices Occurring Between Consecutive Stock Trades, Review of Quantitative Finance and Accounting, Volume 9, 1997.
Welch, R. and Culumovic, L.. A Profitable Call Spreading Strategy on the Cboe, Journal of Derivatives, Volume 2, Number 1, 1995.
Welch, R. and Culumovic, L.. A Re- examination of Constant Variance Call Miapricing, Advances in Futures and Options Research, Volume 7, Number 1, 1994.
Welch, R. and Chen, D.. The Relative Mispricing of American Calls Under Alternative Dividend Models, Advances in Futures and Options Research, Volume 6, Number 1, 1993.
Welch, R., Young, A., Donnelly, M. and Hanrahan, R.. The RRSP Home Buyers Plan: Advantageous for Whom?, Canadian Tax Journal, Volume 41, Number 1, 1993.
Welch, R. and Chen, D.. Empirical Option Price Bands on the CBOE and the Redundancy of Options, Advances in Quantitative Analysis of Finance and Accounting, Volume 1, Number 1, 1991.
Welch, R. and Chen, D.. Static Optimization of American Contingent Claims, Advances in Futures and Options Research, Volume 5, Number 1, 1991.
Welch, R. and Hanrahan, R.. Deriving a General Expression for the CCA Tax Shield, CGA, Volume 1, Number 1, May, 1990.
Welch, R. and Chen, D.. On the Properties of the Valuation Formula for an Unprotected American Call Option with Known Dividends and the Computation of its Implied Standard Deviation, Advances in Futures and Options Research, Volume 3, Number 1, 1988.
Welch, R.. The Effect on Capital Budgeting Decisions of Recent Changes in the CCA Calculation, Cost and Management, Volume 1, Number 1, May, 1982.
Book Chapters / Sections
Ben Omrane, W., Welch, R. and Zhou, X.. Handbook of Global Financial Markets - Chapter: Macroeconomic News and Exchange Rate Volatility: Evidence of Unstable Effect. Editors: . Boubaker, S. and Nguyen, D., World Scientific, Singapore, 2018.
Conference Proceedings and Presentations
Ayadi, M., Ben Omrane, W., Wang, J. and Welch, R.. Senior Official Speeches and Severe Price Discontinuous Movements in the Foreign Exchange Market - Tunisian Society for Financial Studies (TSFS) Conference, Sousse, Tunisia, 2021.
Ayadi, M., Ben Omrane, W., Welch, R. and Wang, J.. Macroeconomic News and Foreign Exchange Volatility Jumps around the Global Financial Crisis - 1st International Symposium on Entrepreneurship, Blockchain and Crypto-Finance, Tunis, Tunisia, 2019.
Ayadi, M., Ben Omrane, W., Wang, J. and Welch, R.. Macronews effects and foreign exchange jumps around US and European crises - ASTURIMA Financial Studies Conference, Hammamet, Tunisia, 2018.
Ayadi, M., Lazrak, S., Singh, A. and Welch, R.. Performance Appraisal of Emerging Markets Equity Mutual Funds - 12ème Colloque Scientifique International en Finance et Assurance, Djerba, Tunisia, December, 2017.
Ben Omrane, W., Welch, R. and Zhou, X.. The Dynamic Effect of Macroeconomic News on the Euro/US Dollar Exchange Rate - 5th Tunisian Society for Financial Studies (TSFS) Conference, Sousse, Tunisia, 2017.
Ben Omrane, W., Welch, R. and Zhou, X.. The Dynamic Effect of Macroeconomic News on the Euro/US Dollar Exchange Rate - Paris Financial Management Conference, Paris, France, 2017.
Ben Omrane, W., Tao, Y. and Welch, R.. Scheduled Macro-news on a Euro/US dollar limit order book around the 2008 financial crisis - 4th Tunisian Society for Financial Studies (TSFS) Conference, Sousse, Tunisia, December, 2016.
Ben Omrane, W., Tao, Y. and Welch, R.. Scheduled Macro-news on a Euro/US dollar limit order book around the 2008 financial crisis - 7th International Research Meeting in Business and Management (IRMBAM-2016), Nice, France, 2016.
Ayadi, M., Lazrak, S., Liao, Y. and Welch, R.. Dynamic Performance of Canadian Fixed Income Mutual Funds - 26th Annual NFA Conference , Ottawa, Ontario, September, 2014.
Ben Omrane, W. and Welch, R.. The tick test accuracy in foreign exchange ECN markets - EFMA, European Financial Management Association, Rome, Italy, June, 2014.
Ayadi, M., Lazrak, S., Liao, Y. and Welch, R.. Dynamic Performance of Canadian Fixed Income Mutual Funds - TAFPANA conference, Tunis, Tunisia, 2014.
Ben Omrane, W. and Welch, R.. The tick test accuracy in foreign exchange ECN markets - TAFPANA conference, Tunis, Tunisia, 2014.
Ayadi, M., Densmore, M., Lazrak, S. and Welch, R.. The Informative Quality of Corporate Credit Ratings - FMA Conference, Chicago, United States of America, October, 2013.
Ayadi, M., Densmore, M., Lazrak, S. and Welch, R.. The Informational Value of Corporate Credit Ratings - 22th European Financial Management Association (EFMA), Reading, United Kingdom, June, 2013.
Ayadi, M., Lazrak, S. and Welch, R.. Determinants of Bankruptcy Regime Choice in Canada: BIA vs. CCAA - International Journal of Arts & Sciences Conference, Paris, France, 2013.
Ayadi, M., Lazrak, S. and Welch, R.. Determinants of Bankruptcy Regime Choice in Canada: BIA vs. CCAA - Euro-American Conference for Academic Disciplines, Paris, France, 2013.
Ayadi, M., Lazrak, S. and Welch, R.. Determinants of Bankruptcy Regime Choice in Canada: BIA vs. CCAA - International Journal of Arts & Sciences Conference, Toronto, Ontario, 2012.
Ayadi, M., Lazrak, S. and Welch, R.. Determinants of Bankruptcy Regime Choice in Canada: BIA vs. CCAA - Multinational Finance Society Conference, Barcelona, Spain, 2011.
Welch, R., Lee, C. and Shrestha, K.. Relationship Between Treasury Bills and Eurodollar Futures : A Long Memory ARCH-M Analysis - Annual Meeting of the Financial Management Association, San Antonio, Texas, October, 2002.
Welch, R. and Shrestha, K.. A Fractional Relationship Between Treasury Bills and Eurodollar Futures: A Long Memory Analysis - Northern Finance Association Annual Meeting, Chicago, Illinois, September, 1999.