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The following provides the entire Table of Contents of articles appearing in The Journal of Futures Markets from its inception in 1981 through 1996. These articles are posted alpabetically BY YEAR. Click on the year or page down.
Note that this is obtained from Heck's Bibliography.
PLEASE NOTE THAT I CAN PROVIDE COPIES OF ANY OF THESE ARTICLES. Check at your local University library or obtain via Intralibrary loan.
Last updated: 1/4/98
Send comments to: Dr. Robert T. Daigler mailto: daiglerr@fiu.edu
URL: http://www.fiu.edu/~daiglerr/jfm.htm
1981
Back to the TopAnderson, Ronald. "Comments On `Margins And Futures Contracts'," Journal of Futures Markets, 1981, v1(2), 259-264.
Arrow, Kenneth J. "Futures Markets: Some Theoretical Perspectives," Journal of Futures Markets, 1981, v1(2), 107-116.
Asay, Michael R., Gisela A. Gonzalez and Benjamin Wolkowitz. "Financial Futures, Bank Portfolio Risk, And Accounting," Journal of Futures Markets, 1981, v1(4), 607-618.
Barnhill, Theodore M. and James Powell. "Silver Price Volatility: A Perspective On the July 1979-April 1980 Period," Journal of Futures Markets, 1981, v1(4), 619-647.
Beyer, Gerald D. and Gary J. Greenspan. "The AuCoin Amendment: Is It Sensible? Should It Be Repealed?," Journal of Futures Markets, 1981, v1(Supp), 479-481.
Blau, Leslie A. and James S. Barber. "Proposed Amendment Of Section 4d(2) Of The Commodity Exchange Act: Concerning Investment Of Customer Funds," Journal of Futures Markets, 1981, v1(4), 657-658.
Brenner, T. Webster. "Margin Authority: No Reason For A Change," Journal of Futures Markets, 1981, v1(Supp), 487-490.
Burghardt, Galen, Jr. and Donald L. Kohn. "Comments On `Margins And Futures Contracts'," Journal of Futures Markets, 1981, v1(2), 255-257.
Burr, L. Clinton. "Reparations," Journal of Futures Markets, 1981, v1(Supp), 505-514.
Cagan, Phillip. "Financial Futures Markets: Is More Regulation Needed?," Journal of Futures Markets, 1981, v1(2), 169-189.
Camp, Kathryn Page. "The Public Interest Test: An Anticompetitive Anomaly," Journal of Futures Markets, 1981, v1(Supp), 475-478.
Carasik, Karen S. "Exchange-Traded Clearinghouse (Offset) Options," Journal of Futures Markets, 1981, v1(Supp), 539-542.
Carney, Owen. "Comments On `The Regulation Of Futures And Forward Trading By Depository Institutions: A Legal And Economic Analysis'," Journal of Futures Markets, 1981, v1(2), 219-223.
Cicchetti, Paul, Charles Dale and Anthony J. Vignola. "Usefulness Of Treasury Bill Futures As Hedging Instruments," Journal of Futures Markets, 1981, v1(3), 379-387.
Cornell, Bradford. "The Relationship Between Volume And Price Variability In Futures Markets," Journal of Futures Markets, 1981, v1(3), 303-316.
Cornell, Theodore E., III. "Employees Of CTAs: Are They CTAs? Should The Act Be Amended To Make Them APs?," Journal of Futures Markets, 1981, v1(Supp), 531-534.
Dale, Charles. "The Hedging Effectiveness Of Currency Futures Markets," Journal of Futures Markets, 1981, v1(1), 77-88.
Dew, James Kurt. "Comment On `Usefulness Of Treasury Bill Futures As Hedging Instruments," Journal of Futures Markets, 1981, v1(3), 389-391.
Dew, James Kurt. "Comments On `Innovation, Competition, And New Contract Design In Futures Contracts'," Journal of Futures Markets, 1981, v1(2), 161-167.
Edwards, Franklin R. "The Regulation Of Futures And Forward Trading By Depository Institutions: A Legal And Economic Analysis," Journal of Futures Markets, 1981, v1(2), 201-218.
Edwards, Franklin R. "The Regulation Of Futures Markets: A Conceptual Framework," Journal of Futures Markets, 1981, v1(Supp), 417-439.
Filler, Ronald H. "Bring Us Forth From the Land Of Duplicative Regulation: An Appraisal Of State Jurisdiction Over Commodity Pools," Journal of Futures Markets, 1981, v1(Supp), 449-452.
Fishman, Gerald L. "Dealer Options," Journal of Futures Markets, 1981, v1(Supp), 535-538.
Frey, Norman E. and John W. Labuszewski. "Newspaper Articles And Their Impact On Commodity Price Formation - Case Study: Copper," Journal of Futures Markets, 1981, v1(1), 89-91.
Froewiss, Kenneth C. "Comments On `Financial Futures Markets: Is More Regulation Needed?'," Journal of Futures Markets, 1981, v1(2), 191-192.
Gorham, Michael. "The Effects Of Inflation On the Rules Of Futures Exchanges: A Case Study Of The Chicago Mercantile Exchange," Journal of Futures Markets, 1981, v1(3), 337-345.
Greenstone, Wayne D. "The Coffee Cartel: Manipulation In The Public Interest," Journal of Futures Markets, 1981, v1(1), 3-16.
Handmaker, David. "Low-Frequency Filters In Seasonal Analysis," Journal of Futures Markets, 1981, v1(3), 367-378.
Helmuth, John W. "A Report On The Systematic Downward Bias In Live Cattle Future Prices," Journal of Futures Markets, 1981, v1(3), 347-358.
Hill, Joanne and Thomas Schneeweis. "A Note On The Hedging Effectiveness Of Foreign Currency Futures," Journal of Futures Markets, 1981, v1(4), 659-664.
Hunt, Lawrence H., Jr. and William J. Nissen. "Section 4a(1) Should Be Revised," Journal of Futures Markets, 1981, v1(Supp), 461-464.
Jones, Frank J. "Spreads: Tails, Turtles, And All That," Journal of Futures Markets, 1981, v1(4), 565-596.
Jones, Frank J. "The Integration Of Cash And Future Markets For Treasury Securities," Journal of Futures Markets, 1981, v1(1), 33-57.
Kadish, LLoyd and Michael A. Weinberg. "If The Supreme Court Does Not Imply A Private Judicial Cause Of Action Under The Commodity Exchange Act," Journal of Futures Markets, 1981, v1(Supp), 519-521.
Kahl, Kandice H. "Effects Of Economic Recovery Tax Act Of 1981 On Futures Market Volume," Journal of Futures Markets, 1985, v5(2), 239-246.
Kaufman, Perry J. "Safety-Adjusted Performance Evaluation," Journal of Futures Markets, 1981, v1(1), 17-31.
Kelne, Nicholas. "Commodity Option Exemptions," Journal of Futures Markets, 1981, v1(Supp), 543-546.
Maness, Terry S. "Optimal Versus Naive Buy-Hedging With T-Bill Futures," Journal of Futures Markets, 1981, v1(3), 393-403.
Martell, Terrence F. and Jerrold E. Salzman. "Cash Settlement For Futures Contracts Based On Common Stock Indices: An Economic And Legal Perspective," Journal of Futures Markets, 1981, v1(3), 291-301.
Melamed, Leo. "The Futures Market: Liquidity And The Technique Of Spreading," Journal of Futures Markets, 1981, v1(3), 405-411.
Moses, Jonathan D. "Implied Private Rights Of Action: If The Supreme Court Says `Yes'," Journal of Futures Markets, 1981, v1(Supp), 515-517.
Moylan, James J. "Self-Regulation In The Commodity Futures Industry," Journal of Futures Markets, 1981, v1(Supp), 501-504.
Novak, Joseph J. "Plan For User Fees," Journal of Futures Markets, 1981, v1(Supp), 495-496.
Otto, Frederick J. "Status Of Discretionary Commodity Accounts: Security Laws Applicability," Journal of Futures Markets, 1981, v1(Supp), 453-456.
Palme, Lennart A., Jr. and James Graham. "The Systematic Downward Bias In Live Cattle Futures: An Evaluation," Journal of Futures Markets, 1981, v1(3), 359-366.
Parker, Jack W. and Robert T. Daigler. "Hedging Money Market CDs With Treasury-Bill Futures," Journal of Futures Markets, 1981, v1(4), 597-606.
Peck, Anne E. "Comments On `The Economics Of Hedging And Spreading In Futures Markets'," Journal of Futures Markets, 1981, v1(2), 287-289.
Phillips, Willard R., Jr. "Fiduciaries And Futures," Journal of Futures Markets, 1981, v1(3), 317-328.
Salzman, Jerrold E. and Daniel A. Clune. "Judicial Review Of CFTC's Invocation Of Emergency Powers," Journal of Futures Markets, 1981, v1(Supp), 465-467.
Scholes, Myron S. "The Economics Of Hedging And Spreading In Futures Markets," Journal of Futures Markets, 1981, v1(2), 265-286.
Schroeder, Edmund R. "CFTC Reauthorization: Some Possible Implications For Futures Trading On Foreign Markets And For Foreigns Trading On U.S. Markets," Journal of Futures Markets, 1981, v1(Supp), 555-564.
Seevers, Gary L. "Comments On `Innovation, Competition, And New Contract Design In Futures Contracts'," Journal of Futures Markets, 1981, v1(2), 157-159.
Selmer, David R. "Customer `Suitability'," Journal of Futures Markets, 1981, v1(Supp), 527-530.
Silber, William L. "Innovation, Competition, And New Contract Design In Futures Markets," Journal of Futures Markets, 1981, v1(2), 123-156.
Simonoff, Jeffrey S. "Application Of Statistical Methodology To The Evaluation Of Timing Devices In Commodities Trading," Journal of Futures Markets, 1981, v1(4), 649-656.
Stanley, Kenneth L. "Measuring The Operational Costs Of Dual Trading: An Analytical Framework," Journal of Futures Markets, 1981, v1(3), 329-336.
Stassen, John H. "Facts Are Stubborn Things: Section 3 Should Be Revised," Journal of Futures Markets, 1981, v1(Supp), 457-459.
Stone, James M. "Principles Of The Regulation Of Futures Markets," Journal of Futures Markets, 1981, v1(2), 117-122.
Struble, Frederick M. "Comments On `Financial Futures Markets: Is More Regulation Needed?'," Journal of Futures Markets, 1981, v1(2), 193-199.
Telser, Lester G. "Margins And Futures Contracts," Journal of Futures Markets, 1981, v1(2), 225-253.
Thorsen, Robert. "Multiplicity Of Proceedings And Investigations," Journal of Futures Markets, 1981, v1(Supp), 525-526.
Tueting, William F. "Jurisdiction Over Clearinghouse Offset Options," Journal of Futures Markets, 1981, v1(Supp), 445-448.
Tueting, William F. "Section 5a(12) Rule Approval: A Ponderous Partner In Exchange Management," Journal of Futures Markets, 1981, v1(Supp), 469-473.
Uhlenhop, Paul B. "Section 5a(12): Exchange Rule Approval," Journal of Futures Markets, 1981, v1(Supp), 483-486.
Vaughn, Richard, Frank Hochheimer and Marvin Kelly. "Identifying Seasonality In Futures Prices Using X-11," Journal of Futures Markets, 1981, v1(1), 93-102.
Weiner, Michael D. "Dual Investigation/Dual Punishment," Journal of Futures Markets, 1981, v1(Supp), 523-524.
Weiner, Michael D. and Peter Berman. "Section 17: Registered Futures Associations," Journal of Futures Markets, 1981, v1(Supp), 497-500.
Weiner, Neil S. "The Hedging Rationale For A Stock Index Futures Contract," Journal of Futures Markets, 1981, v1(1), 59-76.
Weiss, Donald S. "Leverage Transactions: Survival Or Extinction?," Journal of Futures Markets, 1981, v1(Supp), 547-554.
White, Frederick L. "Jurisdiction Over Commodity Futures Contracts: Vertical Versus Horizontal Regulation," Journal of Futures Markets, 1981, v1(Supp), 441-444.
White, Frederick L. "Taxation Of Commodity Futures Transactions By State Or Local Government," Journal of Futures Markets, 1981, v1(Supp), 491-493.
Asay, Michael R. "A Note On The Design Of Commodity Option Contracts," Journal of Futures Markets, 1982, v2(1), 1-8.
Ball, Clifford A., Walter N. Torous and Adrian E. Tschoegl. "Gold And The `Weekend Effect'," Journal of Futures Markets, 1982, v2(2), 175-182.
Britto, Ronald. "Futures Markets And The Supply Of Storage With Rational Expectations," Journal of Futures Markets, 1982, v2(3), 255-260.
Castelino, Mark G. and Jack Clark Francis. "Basis Speculation In Commodity Futures: The Maturity Effect," Journal of Futures Markets, 1982, v2(2), 195-206.
Chance, Don M. "An Immunized-Hedge Procedure For Bond Futures," Journal of Futures Markets, 1982, v2(3), 231-242.
Chow, Brian G. and David J. Brophy. "Treasury-Bill Futures Market: A Formulation And Interpretation," Journal of Futures Markets, 1982, v2(1), 25-49.
Edmunds, John. "A Comment On Greenstone's `The Coffee Cartel: Manipulation In The Public Interest'," Journal of Futures Markets, 1982, v2(1), 19-24.
Franckle, Charles T. and Andrew J. Senchack, Jr. "Economic Considerations In The Use Of Interest Rate Futures," Journal of Futures Markets, 1982, v2(1), 107-116.
Gammill, James F., Jr. and James M. Stone. "Options, Futures, And Business Risk," Journal of Futures Markets, 1982, v2(2), 141-149.
Hayenga, Marvin L. and Dennis D. Dipietre. "Hedging Wholesale Meat Prices: Analysis Of Basis Risk," Journal of Futures Markets, 1982, v2(2), 131-140.
Hegde, Shantaram P. "The Impact Of Interest Rate Level And Volatility On The Performance Of Interest Rate Hedges," Journal of Futures Markets, 1982, v2(4), 341-356.
Howard, Charles T. "Are T-Bill Futures Good Forecasters Of Interest Rates?," Journal of Futures Markets, 1982, v2(4), 305-315.
Jacobs, Rodney L. "Restructuring The Maturity Of Regulated Deposits With Treasury-Bill Futures," Journal of Futures Markets, 1982, v2(2), 183-194.
Jones, Frank J. "The Economics Of Futures And Options Contracts Based On Cash Settlement," Journal of Futures Markets, 1982, v2(1), 63-82.
Kahl, Kandice H. and William G. Tomek. "Effectiveness Of Hedging In Potato Futures," Journal of Futures Markets, 1982, v2(1), 9-18.
Kamara, Avraham. "Issues In Futures Markets: A Survey," Journal of Futures Markets, 1982, v2(3), 261-294.
Kilcollin, Thomas Eric. "Tandem T-Bill And CD Spreads," Journal of Futures Markets, 1982, v2(1), 51-61.
Kolb, Robert W., Gerald D. Gay and James V. Jordan. "Managing Foreign Interest Rate Risk," Journal of Futures Markets, 1982, v2(2), 151-158.
Kolb, Robert W., Gerald D. Gay and James V. Jordan. "Are There Arbitrage Opportunities In The Treasury-Bond Futures Markets," Journal of Futures Markets, 1982, v2(3), 217-230.
Kroch, Eugene. "Do Futures Markets Help Intertemporal Allocation Of Resources?," Journal of Futures Markets, 1982, v2(4), 317-332.
Laborde, P. "A Note On Net And Double Gains, Or Losses, In Spreading Operations," Journal of Futures Markets, 1982, v2(4), 409-414.
Maberly, Edwin D. "The Delivery Period And Daily Price Limits: A Comment," Journal of Futures Markets, 1982, v2(1), 105-106.
Miller, Stephen E. "Forward Pricing Feeder Pigs," Journal of Futures Markets, 1982, v2(4), 333-340.
Miller, Stephen E. and Dawson B. Luke. "Alternative Techniques For Cross-Hedging Wholesale Beef Prices," Journal of Futures Markets, 1982, v2(2), 121-129.
O'Brien, Thomas J. and Peter M. Schwarz. "Ex Ante Evidence Of Backwardation/Contango In Commodities Futures Markets," Journal of Futures Markets, 1982, v2(2), 159-168.
Rosen, Jeffrey S. "The Impact Of The Futures Trading Act of 1982 Upon Commodity Regulation," Journal of Futures Markets, 1983, v3(3), 235-258.
Simpson, W. Gary and Timothy C. Ireland. "The Effect Of Futures Trading On The Price Volatility Of GNMA Securities," Journal of Futures Markets, 1982, v2(4), 357-366.
Tosini, Paula A. and Eugene J. Moriarty. "Potential Hedging Use Of A Futures Contract Based On A Composite Stock Index," Journal of Futures Markets, 1982, v2(1), 83-104.
Von Furstenberg, George M. "Comment On `Future Markets And The Supply Of Storage With Rational Expectations'," Journal of Futures Markets, 1982, v2(4), 415-417.
Wardrep, Bruce N. and James F. Buck. "The Efficacy Of Hedging With Financial Futures: A Historical Perspective," Journal of Futures Markets, 1982, v2(3), 243-254.
Weaver, Robert D. and Aniruddha Banerjee. "Cash Price Variation In The Live Beef Cattle Market: The Causal Role Of Futures Trade," Journal of Futures Markets, 1982, v2(4), 367-389.
Wilson, John F. "Comment On `Ex Ante Evidence Of Backwardation/Contango In Commodities Futures Markets'," Journal of Futures Markets, 1982, v2(2), 169-174.
Wolf, Avner. "Fundamentals Of Commodity Options On Futures," Journal of Futures Markets, 1982, v2(4), 391-408.
Adler, Michael. "Designing Spreads In Forward Exchange Contracts And Foreign Exchange Futures," Journal of Futures Markets, 1983, v3(4), 355-368.
Arak, Marcelle. "The Effect Of The Tax Treatment Of Treasury-Bill Futures On Their Rates," Journal of Futures Markets, 1983, v3(1), 65-73.
Asay, Michael R. "A Note On The Design Commodity Option Contracts: A Reply," Journal of Futures Markets, 1983, v3(3), 335-338.
Batlin, Carl Alan. "Interest Rate Risk, Prepayment Risk, And The Futures Market Hedging Strategies Of Financial Intermediaries," Journal of Futures Markets, 1983, v3(2), 177-184.
Bigman, David, David Goldfarb and Edna Schechtman. "Futures Market Efficiency And The Time Content Of The Information Sets," Journal of Futures Markets, 1983, v3(3), 321-334.
Conroy, Robert M. and Richard J. Rendleman, Jr. "Pricing Commodities When Both Price And Output Are Uncertain," Journal of Futures Markets, 1983, v3(4), 439-450.
Cornell, Bradford and Kenneth R. French. "The Pricing Of Stock Index Futures," Journal of Futures Markets, 1983, v3(1), 1-14.
Edwards, Franklin R. "Futures Markets In Transition: The Uneasy Balance Between Government And Self-Regulation," Journal of Futures Markets, 1983, v3(2), 191-206.
Edwards, Franklin R. "The Clearing Association In Futures Markets: Guarantor And Regulator," Journal of Futures Markets, 1983, v3(4), 369-392.
Garbade, Kenneth D. and William L. Silber. "Cash Settlement Of Futures Contracts: An Economic Analysis," Journal of Futures Markets, 1983, v3(4), 451-472.
Giddy, Ian H. "Foreign Exchange Options," Journal of Futures Markets, 1983, v3(2), 143-166.
Goldenberg, David H. "Comment On `Usefulness Of Treasury Bill Futures As Hedging Instruments'," Journal of Futures Markets, 1983, v3(2), 225-226.
Goodman, Laurie S. and Martha J. Langer. "Accounting For Interest Rate Futures In Bank Asset-Liability Management," Journal of Futures Markets, 1983, v3(4), 415-428.
Grammatikos, Theoharry and Anthony Saunders. "Stability And The Hedging Performance Of Foreign Currency Futures," Journal of Futures Markets, 1983, v3(3), 295-305.
Guttentag, Jack M. "A Note On Hedging And Solvency: The Case Of A Phoenix," Journal of Futures Markets, 1983, v3(2), 137-141.
Hill, Joanne, Joseph Liro and Thomas Schneeweis. "Hedging Performance Of GNMA Futures Under Rising And Falling Interest Rates," Journal of Futures Markets, 1983, v3(4), 403-413.
Hirschfeld, David J. "A Fundamental Overview Of The Energy Futures Market," Journal of Futures Markets, 1983, v3(1), 75-100.
Kolb, Robert W. and Gerald D. Gay. "The Performance Of Live Cattle Futures As Predictors Of Subsequent Spot Prices," Journal of Futures Markets, 1983, v3(1), 55-63.
Koppenhaver, G. D. "The Forward Pricing Efficiency Of The Live Cattle Futures Market," Journal of Futures Markets, 1983, v3(3), 307-319.
Kuberek, Robert C. and Norman G. Pefley. "Hedging Corporate Debt With U.S. Treasury Bond Futures," Journal of Futures Markets, 1983, v3(4), 345-353.
Leuthold, Raymond M. "Commercial Use And Speculative Measures Of The Livestock Commodity Futures Markets," Journal of Futures Markets, 1983, v3(2), 113-135.
McDonald, Robert and Daniel Siegel. "A Note On The Design Of Commodity Options Contracts: A Comment," Journal of Futures Markets, 1983, v3(1), 43-46.
Modest, David M. and Mahadevan Sundaresan. "The Relationship Between Spot And Futures Prices In Stock Index Futures Markets: Some Preliminary Evidence," Journal of Futures Markets, 1983, v3(1), 15-41.
Rosen, Jeffrey S. "The Impact Of The Futures Trading Act of 1982 Upon Commodity Regulation," Journal of Futures Markets, 1983, v3(3), 235-258.
Scherr, Bruce A. and Howard C. Madsen. "Observations On The Relationship Between Agricultural Commodity Prices And Real Interest Rates," Journal of Futures Markets, 1983, v3(1), 47-54.
Senchack, Andrew J., Jr. and John C. Easterwood. "Cross Hedging CDs With Treasury Bill Futures," Journal of Futures Markets, 1983, v3(4), 429-438.
Speakes, Jeffrey K. "The Phased-In Money Market Certificate Hedge," Journal of Futures Markets, 1983, v3(2), 185-190.
Spilka, Walter, Jr. "An Overview Of The USDA Crop And Livestock Information System," Journal of Futures Markets, 1983, v3(2), 167-176.
Strahm, Norman D. "Preference Space Evaluation Of Trading System Performance," Journal of Futures Markets, 1983, v3(3), 259-281.
Veit, E. Theodore and Wallace W. Reiff. "Commercial Banks And Interest Rate Futures: A Hedging Survey," Journal of Futures Markets, 1983, v3(3), 283-293.
Ward, Ronald W. and Robert M. Behr. "Allocating Nonreported Futures Commitments," Journal of Futures Markets, 1983, v3(4), 393-401.
Ward, Ronald W. and Robert M. Behr. "Futures Trading Liquidity: An Application Of A Futures Trading Model," Journal of Futures Markets, 1983, v3(2), 207-224.
Anderson, Ronald W. "The Regulation Of Futures Contract Innovations In The United States," Journal of Futures Markets, 1984, v4(3), 297-332.
Benninga, Simon, Rafael Eldor and Itzhak Zilcha. "The Optimal Hedge Ratio In Unbiased Futures Markets," Journal of Futures Markets, 1984, v4(2), 155-159.
Bortz, Gary A. "Does The Treasury Bond Futures Market Destabilize The Treasury Bond Cash Market?," Journal of Futures Markets, 1984, v4(1), 25-38.
Carlton, Dennis W. "Futures Markets: Their Purpose, Their History, Their Growth, Their Successes And Failures," Journal of Futures Markets, 1984, v4(3), 237-272.
Castelino, Mark G. and Ashok Vora. "Spread Volatility In Commodity Futures: The Length Effect," Journal of Futures Markets, 1984, v4(1), 39-46.
Chambers, Donald R. "An Immunization Strategy For Futures Contracts On Government Securities," Journal of Futures Markets, 1984, v4(2), 173-188.
Cornew, Ronald W., Donald E. Town and Lawrence D. Crowson. "Stable Distributions, Futures Prices, And The Measurement Of Trading Performance," Journal of Futures Markets, 1984, v4(4), 531-558.
Draper, Dennis W. "The Behavior Of Event-Related Returns On Oil Futures Contracts," Journal of Futures Markets, 1984, v4(2), 125-132.
Eckardt, Walter L., Jr. "Equivalent Delivery Procedures For GNMA Futures Contracts And Options," Journal of Futures Markets, 1984, v4(1), 75-85.
Edwards, Linda N. and Franklin R. Edwards. "A Legal And Economic Analysis Of Manipulation In Futures Markets," Journal of Futures Markets, 1984, v4(3), 333-366.
Eldridge, Robert M. "Intertemporal Price Volatility Of Foreign Currency Futures Contracts," Journal of Futures Markets, 1984, v4(2), 133-140.
Feuerstein, Jay R. "Trading Bond Spreads In The Delivery Month," Journal of Futures Markets, 1984, v4(4), 579-583.
Figlewski, Stephen. "Margins And Market Integrity: Margin Setting For Stock Index Futures And Options," Journal of Futures Markets, 1984, v4(3), 385-416.
Finnerty, Joseph E. "The Mexican Peso And The Chicago International Money Market: A Case Study In Foreign Currency Futures," Journal of Futures Markets, 1984, v4(2), 213-224.
Fischel, Daniel R. and Sanford J. Grossman. "Customer Protection In Futures And Securities Markets," Journal of Futures Markets, 1984, v4(3), 273-296.
Gay, Gerald D. and Robert W. Kolb. "Removing Bias In Duration Based Hedging Models: A Note," Journal of Futures Markets, 1984, v4(2), 225-228.
Gehm, Fred. "Techniques For Making Decisions Under Uncertainty," Journal of Futures Markets, 1984, v4(1), 65-74.
Gordon, Kathryn M. and Gordon C. Rausser. "Country Hedging For Real Income Stabilization: A Case Study Of South Korea And Egypt," Journal of Futures Markets, 1984, v4(4), 449-464.
Hayenga, Marvin L., Dennis D. Dipietre, J. Marvin Skadberg and Ted C. Schroeder. "Profitable Hedging Opportunities And Risk Premiums For Producers In Live Cattle And Live Hog Futures Markets," Journal of Futures Markets, 1984, v4(2), 141-154.
Helms, Billy P., Fred R. Kaen and Robert E. Rosenman. "Memory In Commodity Futures Contracts," Journal of Futures Markets, 1984, v4(4), 559-567.
Herbst, Anthony F. and Nicholas O. Ordway. "Stock Index Futures Contracts And Separability Of Returns," Journal of Futures Markets, 1984, v4(1), 87-102.
Jaffee, Dwight M. "The Impact Of Financial Futures And Options On Capital Formation," Journal of Futures Markets, 1984, v4(3), 417-447.
Kane, Alex and Alan J. Marcus. "Conversion Factor Risk And Hedging In The Treasury-Bond Futures Market," Journal of Futures Markets, 1984, v4(1), 55-64.
Kane, Edward J. "Regulatory Structure In Futures Markets: Jurisdictional Competition Between The SEC, The CFTC, And Other Agencies," Journal of Futures Markets, 1984, v4(3), 367-384.
Kawaller, Ira G. and Timothy W. Koch. "Cash-And-Carry Trading And The Pricing Of Treasury Bill Futures," Journal of Futures Markets, 1984, v4(2), 115-124.
Kolb, Robert W., Stephen G. Timme and Gerald D. Gay. "Macro Versus Micro Futures Hedges At Commercial Banks," Journal of Futures Markets, 1984, v4(1), 47-54.
Livingston, Miles. "The Cheapest Deliverable Bond For The CBT Treasury Bond Futures Contract," Journal of Futures Markets, 1984, v4(2), 161-172.
Martin, Larry J. and David Hope. "Risk And Returns From Alternative Marketing Strategies For Corn Producers," Journal of Futures Markets, 1984, v4(4), 513-530.
Meisner, James F. and John W. Labuszewski. "Treasury Bond Futures Delivery Bias," Journal of Futures Markets, 1984, v4(4), 569-577.
Neftci, Salih N. and Andrew J. Policano. "Can Chartists Outperform The Market? Market Efficiency Tests For `Technical Analysis'," Journal of Futures Markets, 1984, v4(4), 465-478.
Oldfield, George S. and Carlos E. Rovira. "Futures Contract Options," Journal of Futures Markets, 1984, v4(4), 479-490.
Pitts, Mark and Robert W. Kopprasch. "Reducing Inter-Temporal Risk In Financial Futures Hedging," Journal of Futures Markets, 1984, v4(1), 1-14.
Raynauld, Jacques and Jacques Tessier. "Risk Premiums In Futures Markets: An Empirical Investigation," Journal of Futures Markets, 1984, v4(2), 189-211.
Tomek, William G. and Scott F. Querin. "Random Processes In Prices And Technical Analysis," Journal of Futures Markets, 1984, v4(1), 15-23.
Wolf, Anver. "Options Of Futures: Pricing And The Effect Of An Anticipated Price Change," Journal of Futures Markets, 1984, v4(4), 491-512.
Anderson, Ronald W. "Some Determinants Of The Volatility Of Futures Prices," Journal of Futures Markets, 1985, v5(3), 331-348.
Ball, Clifford A., Walter N. Torous and Adrian E. Tschoegl. "The Degree Of Price Resolution: The Case Of The Gold Market," Journal of Futures Markets, 1985, v5(1), 29-43.
Baxter, Jennefer, Thomas E. Conine,Jr. and Maurry Tamarkin. "On Commodity Market Risk Premiums: Additional Evidence," Journal of Futures Markets, 1985, v5(1), 121-125.
Benninga, Simon and Michael Smirlock. "An Empirical Analysis Of The Delivery Option, Marking To Market, And The Pricing Of Treasury Bond Futures," Journal of Futures Markets, 1985, v5(3), 361-374.
Berck, Peter and Thomas Bible. "Wood Products Futures Markets And The Reservation Price Of Timber," Journal of Futures Markets, 1985, v5(3), 311-316.
Bigman, David and David Goldfarb. "Efficiency And Efficient Trading Rules For Food And Feed Grains In The World Commodity Markets: The Israeli Experience," Journal of Futures Markets, 1985, v5(1), 1-10.
Bird, Peter J. W. N. "Dependency And Efficiency In The London Terminal Markets," Journal of Futures Markets, 1985, v5(3), 433-446.
Canarella, Giorgio and Stephen K. Pollard. "Efficiency Of Commodity Futures: A Vector Autoregression Analysis," Journal of Futures Markets, 1985, v5(1), 57-76.
Chance, Don M. "A Semi-Strong Form Test Of The Efficiency Of The Treasury Bond Futures Market," Journal of Futures Markets, 1985, v5(3), 385-405.
Chang, Eric C. and Richard A. Stevenson. "The Timing Performance Of Small Traders," Journal of Futures Markets, 1985, v5(4), 517-527.
Choi, Jin W. and Francis A. Longstaff. "Pricing Options On Agricultural Futures: An Application Of The Constant Elasticity Of Variance Option Pricing Model," Journal of Futures Markets, 1985, v5(2), 247-258.
Clifton, Eric V. "The Currency Futures Market And Interbank Foreign Exchange Trading," Journal of Futures Markets, 1985, v5(3), 375-384.
Cornell, Bradford. "Taxes And The Pricing Of Stock Index Futures: Empirical Results," Journal of Futures Markets, 1985, v5(1), 89-101.
Dowen, Richard J. "A Note: Hedging Market Risk For Capital Investments Projects," Journal of Futures Markets, 1985, v5(4), 621-624.
Fieleki, Norman S. "The Foreign Currency Futures Market: Some Reflections On Competitiveness And Growth," Journal of Futures Markets, 1985, v5(4), 625-631.
Figlewski, Stephen. "Hedging With Stock Index Futures: Theory And Application In A New Market," Journal of Futures Markets, 1985, v5(2), 183-199.
Goodman, Laurie S., Susan Ross and Frederick Schmidt. "Are Foreign Currency Options Overvalued? The Early Experience Of The Philadelphia Stock Exchange," Journal of Futures Markets, 1985, v5(3), 349-359.
Hauser, Robert J. and David Neff. "Pricing Options On Agricultural Futures: Departures From Traditional Theory," Journal of Futures Markets, 1985, v5(4), 539-577.
Hegde, Shantaram P. and Ben Branch. "An Empirical Analysis Of Arbitrage Opportunities In The Treasury Bill Futures Market," Journal of Futures Markets, 1985, v5(3), 407-424.
Hegde, Shantaram P. and Kenneth P. Nunn, Jr. "Interest Rate Volatility, Trading Volume, And The Hedging Performance Of T-Bond And GNMA Futures - A Note," Journal of Futures Markets, 1985, v5(2), 273-286.
Helms, Billy P. and Terrence F. Martell. "An Examination Of The Distribution Of Futures Price Changes," Journal of Futures Markets, 1985, v5(2), 259-272.
Herbst, Anthony F. "Hedging Against Price Index Inflation With Futures Contracts," Journal of Futures Markets, 1985, v5(4), 489-504.
Holt, Matthew T. and Jon A. Brandt. "Combining Price Forecasting With Hedging Of Hogs: An Evaluation Using Alternative Measures Of Risk," Journal of Futures Markets, 1985, v5(3), 297-309.
Irwin, Scott H. and B. Wade Brorsen. "Erratum To Public Futures Funds," Journal of Futures Markets, 1985, v5(3), 461.
Irwin, Scott H. and B. Wade Brorsen. "Public Futures Funds," Journal of Futures Markets, 1985, v5(2), 149-172.
Jonas, Stan. "Comment On Feuerstein's `Trading Bond Spreads In The Delivery Month'," Journal of Futures Markets, 1985, v5(3), 451-452.
Jones, Robert A. "Conversion Factor Risk In Treasury Bond Futures: Comment," Journal of Futures Markets, 1985, v5(1), 115-120.
Junkus, Joan C. and Cheng F. Lee. "Use Of Three Stock Index Futures In Hedging Decisions," Journal of Futures Markets, 1985, v5(2), 201-222.
Kahl, Kandice H. "Effects Of Economic Recovery Tax Act Of 1981 On Futures Market Volume," Journal of Futures Markets, 1985, v5(2), 239-246.
Kahl, Kandice H., Roger D. Rutz and Jeanne C. Sinquefield. "The Economics Of Performance Margins In Futures Markets," Journal of Futures Markets, 1985, v5(1), 103-112.
Kawaller, Ira. "A Comment On Figlewski's `Hedging With Stock Index Futures: Theory And Application In A New Market'," Journal of Futures Markets, 1985, v5(3), 447-449.
Khoury, Nabil T. and Jean-Marc Martel. "Optimal Futures Hedging In The Presence Of Asymmetric Information," Journal of Futures Markets, 1985, v5(4), 595-605.
Klemkosky, Robert C. and Dennis J. Lasser. "An Efficiency Analysis Of The T-Bond Futures Market," Journal of Futures Markets, 1985, v5(4), 607-620.
Koppenhaver, G. D. "Variable-Rate Loan Commitments, Deposit Withdrawal Risk, And Anticipatory Hedging," Journal of Futures Markets, 1985, v5(3), 317-330.
Landes, William J., John D. Stoffels and James A. Seifert. "An Empirical Test Of A Duration-Based Hedge: The Case Of Corporate Bonds," Journal of Futures Markets, 1985, v5(2), 173-182.
Ma, Christopher K. "Spreading Between The Gold And Silver Markets: Is There A Parity?," Journal of Futures Markets, 1985, v5(4), 579-594.
Maberly, Edwin D. "Testing Futures Market Efficiency - A Restatement," Journal of Futures Markets, 1985, v5(3), 425-432.
Miller, Stephen E. "Simple And Multiple Cross-Hedging Of Millfeeds," Journal of Futures Markets, 1985, v5(1), 21-28.
Milonas, Nicholaos T., Peter E. Koveos and G. Geoffrey Booth. "Memory In Commodity Futures Contracts: A Comment," Journal of Futures Markets, 1985, v5(1), 113-114.
Moriarty, Eugene J. and Paula A. Tosini. "Futures Trading And The Price Volatility Of GNMA Certificates - Further Evidence," Journal of Futures Markets, 1985, v5(4), 633-641.
Nelson, Ray D. and Robert A. Collins. "A Measure Of Hedging's Performance," Journal of Futures Markets, 1985, v5(1), 45-55.
Oellermann, Charles M. and Paul L. Farris. "Futures Or Cash: Which Market Leads Live Beef Cattle Prices?," Journal of Futures Markets, 1985, v5(4), 529-538.
Park, Hun Y. "Reexamination Of Normal Backwardation Hypothesis In Futures Markets," Journal of Futures Markets, 1985, v5(4), 505-515.
Park, Hun Y. and Andrew H. Chen. "Differences Between Futures And Forward Prices: A Further Investigation Of The Marking-to-Market Effect," Journal of Futures Markets, 1985, v5(1), 77-88.
Park, Hun Y. and R. Stephen Sears. "Estimating Stock Index Futures Volatility Through The Prices Of Their Options," Journal of Futures Markets, 1985, v5(2), 223-238.
Pluhar, Darwin M., Carl E. Shafer and Thomas L. Sporleder. "The Systematic Downward Bias In Live Cattle Futures: A Further Evaluation," Journal of Futures Markets, 1985, v5(1), 11-20.
Akemann, Charles A. "Predicting Changes In T-Bond Futures Spreads Using Implied Yields From T-Bill Futures," Journal of Futures Markets, 1986, v6(2), 223-230.
Antonovitz, Frances and Terry Roe. "Effects Of Expected Cash And Futures Prices On Hedging And Production," Journal of Futures Markets, 1986, v6(2), 187-206.
Asay, Michael and Charles Edelsburg. "Can A Dynamic Strategy Replicate The Returns Of An Option?," Journal of Futures Markets, 1986, v6(1), 63-70.
Bhattacharya, Anand K. "The Joint Effect Of Housing Start And Inflation Announcements On GNMA Futures Prices," Journal of Futures Markets, 1986, v6(4), 645-658.
Bhattacharya, Anand K., Anju Ramjee and Balasubramani Ramjee. "The Causal Relationship Between Futures Price Volatility And The Cash Price Volatility Of GNMA Securities," Journal of Futures Markets, 1986, v6(1), 29-40.
Bond, Gary E. and Stanley R. Thompson. "Optimal Commodity Hedging Within The Capital Asset Pricing Model," Journal of Futures Markets, 1986, v6(3), 421-432.
Chance, Don M., M. Wayne Marr and G. Rodney Thompson. "Hedging Shelf Registrations," Journal of Futures Markets, 1986, v6(1), 11-28.
Chang, Jack S. K. and Latha Shanker. "Hedging Effectiveness Of Currency Options And Currency Futures," Journal of Futures Markets, 1986, v6(2), 289-306.
Cornew, Ronald W. "Note On Initial Margin To Net Asset Value: Average Values For The Commodity Pool Industry," Journal of Futures Markets, 1986, v6(3), 495-502.
Cornew, Ronald W. "Response To A Comment On `Stable Distributions, Futures Prices, And The Measurement Of Trading Performance," Journal of Futures Markets, 1986, v6(4), 677-680.
Dinehart, Stephen J. "Insider Trading In Futures Markets: A Discussion," Journal of Futures Markets, 1986, v6(2), 325-334.
Doukas, John and Abdul Rahman. "Foreign Currency Futures And Monetary Policy Announcements: An Intervention Analysis," Journal of Futures Markets, 1986, v6(3), 343-374.
Doukas, John and Abdul Rahman. "Stable Distributions, Futures Prices, And The Measurement Of Trading Performance: A Comment," Journal of Futures Markets, 1986, v6(3), 505-506.
Dyl, Edward A. and Edwin D. Maberly. "The Daily Distribution Of Changes In The Price Of Stock Index Futures," Journal of Futures Markets, 1986, v6(4), 513-522.
Easterwood, John C. and A. J. Senchack, Jr. "Arbitrage Opportunities With T-Bill/T-Bond Futures Combinations," Journal of Futures Markets, 1986, v6(3), 433-442.
Fishe, Raymond P. H. and Lawrence G. Goldberg. "The Effects Of Margins On Trading In Futures Markets," Journal of Futures Markets, 1986, v6(2), 261-272.
Garcia, Philip, Raymond M. Leuthold and Hector Zapata. "Lead-Lag Relationships Between Trading Volume And Price Variability: New Evidence," Journal of Futures Markets, 1986, v6(1), 1-10.
Gay, Gerald D., William C. Hunter and Robert W. Kolb. "A Comparative Analysis Of Futures Contract Margins," Journal of Futures Markets, 1986, v6(2), 307-324.
Goldenberg, David H. "Sample Path Properties Of Futures Prices," Journal of Futures Markets, 1986, v6(1), 127-140.
Grossman, Sanford J. and Merton H. Miller. "Economic Costs And Benefits Of The Proposed One-Minute Time Bracketing Regulation," Journal of Futures Markets, 1986, v6(1), 141-166.
Hauser, R. J. and J. S. Eales. "On Marketing Strategies With Options: A Technique To Measure Risk And Return," Journal of Futures Markets, 1986, v6(2), 273-288.
Hegde, Shantaram P. and Bill McDonald. "On The Informational Role Of Treasury Bill Futures," Journal of Futures Markets, 1986, v6(4), 629-643.
Junkus, Joan C. "Weekend And Day Of The Week Effects In Returns On Stock Index Futures," Journal of Futures Markets, 1986, v6(3), 397-408.
Kane, Alex and Alan J. Marcus. "The Quality Option In The Treasury Bond Futures Market: An Empirical Assessment," Journal of Futures Markets, 1986, v6(2), 231-248.
Lien, Da-Hsiang Donald. "Asymmetric Arbitrage In Futures Markets: An Empirical Study," Journal of Futures Markets, 1986, v6(4), 575-592.
Ma, Christopher K. "A Further Investigation Of The Day-Of-The-Week Effect In The Gold Market," Journal of Futures Markets, 1986, v6(3), 409-420.
Maberly, Edwin D. "The Informational Content Of The Interday Price Change With Respect to Stock Index Futures," Journal of Futures Markets, 1986, v6(3), 385-396.
Marmer, Harry S. "Portfolio Model Hedging With Canadian Dollar Futures: A Framework For Analysis," Journal of Futures Markets, 1986, v6(1), 83-92.
McDonald, Robert L. "Taxes And The Hedging Of Forward Commitments," Journal of Futures Markets, 1986, v6(2), 207-222.
Miller, Stephen E. "Forward Cash Contracting Of Cotton," Journal of Futures Markets, 1986, v6(2), 249-260.
Milonas, Nikolaos T. "A Note On Agricultural Options And The Variance Of Futures Prices," Journal of Futures Markets, 1986, v6(4), 671-676.
Milonas, Nikolaos T. "Price Variability And The Maturity Effect In Futures Markets," Journal of Futures Markets, 1986, v6(3), 443-460.
Monroe, Margaret A. and Richard A. Cohn. "The Relative Efficiency Of The Gold And Treasury Bill Futures Markets," Journal of Futures Markets, 1986, v6(3), 477-494.
Moylan, James J. and Laren Ukman. "Dispute Resolution Systems In The Commodity Futures Industry," Journal of Futures Markets, 1986, v6(4), 659-670.
Murphy, J. Austin. "Futures Fund Performance: A Test Of The Effectiveness Of Technical Analysis," Journal of Futures Markets, 1986, v6(2), 175-186.
Oellermann, Charles M. and Paul L. Farris. "Trader Concentration Effects In Live Cattle Futures," Journal of Futures Markets, 1986, v6(4), 565-574.
Overdahl, James A. and Dennis R. Starleaf. "The Hedging Performance Of The CD Futures Market," Journal of Futures Markets, 1986, v6(1), 71-82.
Powers, Mark J. "Trading Tactics," Journal of Futures Markets, 1986, v6(4), 681-682.
Purcell, Wayne D. and Michael A. Hudson. "The Certificate System For Delivery In Live Cattle: Conceptual Issues And Measures Of Performance," Journal of Futures Markets, 1986, v6(3), 461-476.
Rajaraman, Indira. "Testing The Rationality Of Futures Prices For Selected LDC Agricultural Exports," Journal of Futures Markets, 1986, v6(4), 523-540.
Redfield, Corey B. "A Theoretical Analysis Of The Volatility Premium In The Dollar Index Contract," Journal of Futures Markets, 1986, v6(4), 619-628.
Rentzler, Joel C. "Trading Treasury Bond Spreads Against Treasury Bill Futures - A Model And Empirical Test Of The Turtle Trade," Journal of Futures Markets, 1986, v6(1), 41-62.
Shastri, Kuldeep and Kishore Tandon. "On The Use Of European Models To Price American Options On Foreign Currency," Journal of Futures Markets, 1986, v6(1), 93-108.
Shastri, Kuldeep and Kishore Tandon. "Options On Futures Contracts: A Comparison Of European And American Pricing Models," Journal of Futures Markets, 1986, v6(4), 593-618.
Thomas, Lee R., III. "Random Walk Profits In Currency Futures Trading," Journal of Futures Markets, 1986, v6(1), 109-126.
Thompson, Sarahelen. "Returns To Storage In Coffee And Cocoa Futures Markets," Journal of Futures Markets, 1986, v6(4), 541-564.
White, Frederick L. and William Stein. "Legal and Regulatory Developments," Journal of Futures Markets, 1986, v6(3), 503-504.
Woodward, R. S. "The Effect Of Monetary Surprises On Financial Futures Prices," Journal of Futures Markets, 1986, v6(3), 375-384.
Arak, Marcelle and Laurie S. Goodman. "Treasury Bond Futures: Valuing The Delivery Options," Journal of Futures Markets, 1987, v7(3), 269-286.
Arak, Marcelle, Philip Fischer, Laurie Goodman and Raj Daryanani. "The Municipal-Treasury Futures Spread," Journal of Futures Markets, 1987, v7(4), 355-372.
Arshanapalli, Bala and John Doukas. "Common Volatility In S&P 500 Stock Index And S&P 500 Index Futures Prices During October 1987," Journal of Futures Markets, 1994, v14(8), 915-925.
Batlin, Carl A. "Hedging Mortgage-Backed Securities With Treasury Bond Futures," Journal of Futures Markets, 1987, v7(6), 675-694.
Bhattacharya, Anand K. "Option Expirations And Treasury Bond Futures Prices," Journal of Futures Markets, 1987, v7(1), 49-64.
Bohi, Douglas R. and Michael A. Toman. "Futures Trading And Oil Market Conditions," Journal of Futures Markets, 1987, v7(2), 203-222.
Bond, Gary E., Stanley R. Thompson and Benny M. S. Lee. "Application Of A Simplified Hedging Rule," Journal of Futures Markets, 1987, v7(1), 65-72.
Bopp, Anthony E. and Scott Sitzer. "Are Petroleum Prices Good Predictors Of Cash Value?," Journal of Futures Markets, 1987, v7(6), 705-720.
Chang, Jack S. K. and Jean C. H. Loo. "Marking-To-Market, Stochastic Interest Rates And Discounts On Stock Index Futures," Journal of Futures Markets, 1987, v7(1), 15-20.
Chen, K. C., R. Stephen Sears and Dah-Nein Tzang. "Oil Prices And Energy Futures," Journal of Futures Markets, 1987, v7(5), 501-518.
Dubofsky, David A. "Hedging Dividend Capture Strategies With Stock Index Futures," Journal of Futures Markets, 1987, v7(5), 471-482.
Ehrhardt, Michael C., James V. Jordan and Ralph A. Walkling. "An Application Of Arbitrage Pricing Theory To Futures Markets: Tests Of Normal Backwardation," Journal of Futures Markets, 1987, v7(1), 21-34.
Gay, Gerald D. and Tae-Hyuk Kim. "An Investigation Into Seasonality In The Futures Market," Journal of Futures Markets, 1987, v7(2), 169-182.
Gjerde, Oystein. "Measuring Hedging Effectiveness In A Traditional One-Periodic Portfolio Framework," Journal of Futures Markets, 1987, v7(6), 663-674.
Glassman, Debra. "The Efficiency Of Foreign Exchange Futures Markets In Turbulent And Non-Turbulent Periods," Journal of Futures Markets, 1987, v7(3), 245-268.
Goldfarb, David R. "Hedging Interest Rate Risk In Banking," Journal of Futures Markets, 1987, v7(1), 35-48.
Graham, David and Robert Jennings. "Systematic Risk, Dividend Yield And The Hedging Performance Of Stock Index Futures," Journal of Futures Markets, 1987, v7(1), 1-14.
Herbst, Anthony F., Joseph P. McCormack and Elizabeth N. West. "Investigation Of A Lead-Lag Relationship Between Spot Indices And Their Futures Contracts," Journal of Futures Markets, 1987, v7(4), 373-382.
Hudson, Michael A.,Raymond M. Leuthold and Gboroton F. Sarassoro. "Commodity Futures Price Changes: Recent Evidence For Wheat, Soybeans And Live Cattle," Journal of Futures Markets, 1987, v7(3), 287-302.
Irwin, Scott H. and B. Wade Brorsen. "A Note On The Factors Affecting Technical Trading System Returns," Journal of Futures Markets, 1987, v7(5), 591-596.
Jordan, James V., William E. Seale, Nancy C. McCabe and David E. Kenyon. "Transaction Data Tests Of The Black Model For Soybean Futures Options," Journal of Futures Markets, 1987, v7(5), 535-554.
Kawaller, Ira G. "A Note: Debunking The Myth Of The Risk-Free Return," Journal of Futures Markets, 1987, v7(3), 327-332.
Kenyon, David and John Clay. "Analysis Of Profit Margin Hedging Strategies For Hog Producers," Journal of Futures Markets, 1987, v7(2), 183-202.
Kenyon, David, Kenneth Kling, Jim Jordan, William Seale and Nancy McCabe. "Factors Affecting Agricultural Futures Price Variance," Journal of Futures Markets, 1987, v7(1), 73-92.
Koppenhaver, G. D. and Cheng F. Lee. "Alternative Instruments For Hedging Inflation Risk In The Banking Industry," Journal of Futures Markets, 1987, v7(6), 619-636.
Leuthold, Raymond M. and Paul E. Peterson. "A Portfolio Approach To Optimal Hedging For A Commercial Cattle Feedlot," Journal of Futures Markets, 1987, v7(2), 119-134.
Levy, Haim. "Futures, Spots, Stocks And Bonds: Multi-Asset Portfolio Analysis," Journal of Futures Markets, 1987, v7(4), 383-396.
Lien, Da-Hsiang Donald. "The Inventory Effect In Commodity Futures Markets: An Empirical Study," Journal of Futures Markets, 1987, v7(6), 637-652.
Livingston, Miles. "The Effect Of Coupon Level On Treasury Bond Futures Delivery," Journal of Futures Markets, 1987, v7(3), 303-310.
Maberly, Edwin D. "An Analysis Of Trading And Nontrading Period Returns For The Value Line Composite Index; Spot Versus Futures: A Note," Journal of Futures Markets, 1987, v7(5), 497-500.
Malick, William M. and Ronald W. Ward. "Stock Effects And Seasonality In The FCOJ Futures Basis," Journal of Futures Markets, 1987, v7(2), 157-168.
Martell, Terrence F. and Avner S. Wolf. "Determinants Of Trading Volume In Futures Markets," Journal of Futures Markets, 1987, v7(3), 233-244.
Merrick, John J., Jr. "Volume Determination In Stock And Stock Index Futures Markets: An Analysis Of Arbitrage And Volatility Effects," Journal of Futures Markets, 1987, v7(5), 483-496.
Milonas, Nikolaos T. "The Effects Of USDA Crop Announcements On Commodity Prices," Journal of Futures Markets, 1987, v7(5), 571-590.
Murphy, J. Austin. "Stable Distributions, Futures Prices, And The Measurement Of Trading Performance: A Reply," Journal of Futures Markets, 1987, v7(1), 103-108.
Ogden, Joseph P. and Alan L. Tucker. "Empirical Tests Of The Efficiency Of The Currency Futures Options Market," Journal of Futures Markets, 1987, v7(6), 695-704.
Overdahl, James A. "The Use Of Crude Oil Futures By The Governments Of Oil-Producing States," Journal of Futures Markets, 1987, v7(6), 603-618.
Peterson, Paul E. and Raymond M. Leuthold. "A Portfolio Approach To Optimal Hedging For A Commercial Cattle Feedlot," Journal of Futures Markets, 1987, v7(4), 443-458.
Poitras, Geoffrey. "'Golden Turtle Tracks': In Search Of Unexploited Profits In Gold Spreads," Journal of Futures Markets, 1987, v7(4), 397-412.
Pruitt, Stephen W., Wittipan Tawarangkoon and K. C. John Wei. "Chernobyl, Commodities And Chaos: An Examination Of The Reaction Of Commodity Futures Prices To Evolving Information," Journal of Futures Markets, 1987, v7(5), 555-570.
Rzepczynski, Mark S. "Risk Premiums In Financial Futures Markets: The Case Of Treasury Bond Futures," Journal of Futures Markets, 1987, v7(6), 653-662.
Shaviro, Frieda W. "An Analysis Of Cash And Futures Prices In The Delivery Period Of Maturing Contracts In The Coffee 'C' Market, 1972-1981," Journal of Futures Markets, 1987, v7(4), 413-442.
Sheales, Terence C. and William G. Tomek. "Hedging Australian Wheat Exports Using Futures Markets," Journal of Futures Markets, 1987, v7(5), 519-534.
So, Jacky C. "Commodity Future Risk Premium And Unstable Systematic Risk," Journal of Futures Markets, 1987, v7(3), 311-326.
Tueting, William F. and Christopher Q. King. "Funds Protections: An Overview Of What Happens When A Commodity Broker Becomes Insolvent," Journal of Futures Markets, 1987, v7(1), 93-102.
Webb, Robert I. "A Note On Volatility And Pricing Of Futures Options During Choppy Markets," Journal of Futures Markets, 1987, v7(3), 333-338.
White, Frederick L., Esq. "Legal And Regulatory Developments," Journal of Futures Markets, 1987, v7(1), 109-110.
White, Frederick L., Esq. and William L. Stein, Esq. "Broker-Customer Arbitration: An Attractive Alternative," Journal of Futures Markets, 1987, v7(4), 459-460.
Witt, Harvey J., Ted C. Schroeder and Marvin L. Hayenga. "Comparison Of Analytical Approaches For Estimating Hedge Ratios For Agricultural Commodities," Journal of Futures Markets, 1987, v7(2), 135-146.
Wolf, Avner, Mark Castelino and Jack Francis. "Hedging Mispriced Options," Journal of Futures Markets, 1987, v7(2), 147-156.
Adler, Michael and Jerome Detemple. "Hedging With Futures In An Intertemporal Portfolio Context," Journal of Futures Markets, 1988, v8(3), 249-270.
Allen, Linda and Thom Thurston. "Cash-Futures Arbitrage And Forward-Futures Spreads In The Treasury Bill Market," Journal of Futures Markets, 1988, v8(5), 563-574.
Barnhart, Scott W. "Commodity Futures Prices And Economic News: An Examination Under Alternative Monetary Regimes," Journal of Futures Markets, 1988, v8(4), 483-510.
Barnhill, Theodore M. and William E. Seale. "Optimal Exercise Of The Switching Option In Treasury Bond Arbitrages," Journal of Futures Markets, 1988, v8(5), 517-532.
Billingsley, Randall S. and Don M. Chance. "The Pricing And Performance Of Stock Index Futures Spreads," Journal of Futures Markets, 1988, v8(3), 303-318.
Blomeyer, Edward C. and James C. Boyd. "Empirical Tests Of Boundary Conditions For Options On Treasury Bond Futures Contracts," Journal of Futures Markets, 1988, v8(2), 185-198.
Bookstaber, Richard and Joseph A. Langsam. "Portfolio Insurance Trading Rules," Journal of Futures Markets, 1988, v8(1), 15-32.
Brodt, Abraham I. "Optimal Bank Asset And Liability Management With Financial Futures," Journal of Futures Markets, 1988, v8(4), 457-482.
Brooks, Robert and John Hand. "Evaluating The Performance Of Stock Portfolios With Index Futures Contracts," Journal of Futures Markets, 1988, v8(1), 33-46.
Cakici, Nusret, T. Hanan Eytan and Giora Harpaz. "American Vs. European Options On The Value Line Index," Journal of Futures Markets, 1988, v8(3), 373-388.
Chang, Eric C. "A Monthly Effect In Commodity Price Changes: An Note," Journal of Futures Markets, 1988, v8(6), 717-722.
Chang, Eric C. and Chan-Wung Kim. "Day Of The Week Effects And Commodity Price Changes," Journal of Futures Markets, 1988, v8(2), 229-242.
Chu, Chen-Chin. "A Risk Premium Under Uncertain Inflation: The Inflation Futures Evidence," Journal of Futures Markets, 1988, v8(3), 353-364.
Cornew, Ronald W. "Commodity Pool Operators And Their Pools: Expenses And Profitability," Journal of Futures Markets, 1988, v8(5), 617-637.
Edwards, Franklin R. "Futures Trading And Cash Market Volatility: Stock Index And Interest Rate Futures," Journal of Futures Markets, 1988, v8(4), 421-440.
Edwards, Franklin R. and Cindy Ma. "Commodity Pool Performance: Is The Information Contained In Pool Prospectuses Useful?," Journal of Futures Markets, 1988, v8(5), 589-616.
Edwards, Franklin R. and Salih N. Neftci. "Extreme Price Movements And Margin Levels In Futures Markets," Journal of Futures Markets, 1988, v8(6), 639-656.
Elam, Emmett W. and Daniel Vaught. "Risk And Return In Cattle And Hog Futures," Journal of Futures Markets, 1988, v8(1), 79-88.
Elam, Emmett and Bruce L. Dixon. "Examining The Validity Of A Test Of Futures Market Efficiency," Journal of Futures Markets, 1988, v8(3), 365-372.
Eytan, T. Hanan, Giora Harpaz and Steven Krull. "The Pricing Of Dollar Index Futures Contracts," Journal of Futures Markets, 1988, v8(2), 127-140.
Fortin, Michel and Nabil T. Khoury. "Effectiveness Of Hedging Interest Rate Risks And Stock Market Risks With Financial Futures," Journal of Futures Markets, 1988, v8(3), 319-334.
Gehr, Adam K., Jr. "Undated Futures Markets," Journal of Futures Markets, 1988, v8(1), 89-98.
Gross, Martin. "A Semi-Strong Test Of The Efficiency Of The Aluminum And Copper Markets At The LME," Journal of Futures Markets, 1988, v8(1), 67-78.
Grossman, Sanford J. "Program Trading And Stock And Futures Price Volatility," Journal of Futures Markets, 1988, v8(4), 413-420.
Hammer, Jerry A. "Hedging And Risk Aversion In The Foreign Currency Market," Journal of Futures Markets, 1988, v8(6), 657-686.
Heaton, Hal. "On The Possible Tax-Driven Arbitrage Opportunities In The New Municipal Bonds Futures Contract," Journal of Futures Markets, 1988, v8(3), 291-302.
Herbst, Anthony F. and Edwin D. Maberly. "A Further Investigation Of The Day-Of-The-Week Effect In The Gold Market: A Comment," Journal of Futures Markets, 1988, v8(3), 389-390.
Kuhn, Betsy A. "A Note: Do Futures Prices Always Reflect The Cheapest Deliverable Grade Of The Commodity?," Journal of Futures Markets, 1988, v8(1), 99-102.
Labarge, Karin Peterson. "Daily Trading Estimates For Treasury Bond Futures Contract Prices," Journal of Futures Markets, 1988, v8(5), 533-562.
Lien, Da-Hsiang Donald. "Hedger Response To Multiple Grades Of Delivery On Futures Markets," Journal of Futures Markets, 1988, v8(6), 687-702.
Lukac, Louis P., B. Wade Brorsen and Scott H. Irwin. "Similarity Of Computer Guided Technical Trading Systems," Journal of Futures Markets, 1988, v8(1), 1-14.
Lypny, Gregory J. "Hedging Foreign Exchange Risk With Currency Futures: Portfolio Effects," Journal of Futures Markets, 1988, v8(6), 703-716.
Ma, Christopher K. and Luc A. Soenen. "Arbitrage Opportunities In Metal Futures Markets," Journal of Futures Markets, 1988, v8(2), 199-209.
Maberly, Edwin D. "The Other Friday 'Bull' Effect: A Chance Occurrence Or The Harbinger Of Yet Another Puzzling Anomaly? A Note!," Journal of Futures Markets, 1988, v8(6), 723-724.
MacDonald, S. Scott, Richard L. Peterson and Timothy W. Koch. "Using Futures To Improve Treasury Bill Performance," Journal of Futures Markets, 1988, v8(2), 167-184.
Merrick, John J., Jr. "Portfolio Insurance With Stock Index Futures," Journal of Futures Markets, 1988, v8(4), 441-456.
Monroe, Margaret A. "Indeterminacy Of Price And Quantity In Futures Markets," Journal of Futures Markets, 1988, v8(5), 575-588.
Phillips-Patrick, Frederick J. and Thomas Schneeweis. "The 'Weekend Effect' For Stock Indexes And Stock Indexes Future: Dividend And Interest Rate Effects," Journal of Futures Markets, 1988, v8(1), 115-122.
Renshaw, Edward F. "The Rationality Model Revisited," Journal of Futures Markets, 1988, v8(2), 157-166.
Saunders, Anthony and Stanley Sienkiewicz. "The Hedging Performance Of ECU Futures Contracts," Journal of Futures Markets, 1988, v8(3), 335-352.
Saunders, Edward M., Jr. and Arvind Mahajan. "An Empirical Examination Of Composite Stock Index Futures Pricing," Journal of Futures Markets, 1988, v8(2), 210-228.
Savit, Robert. "When Random Is Not Random: An Introduction To Chaos In Market Prices," Journal of Futures Markets, 1988, v8(3), 271-290.
Schroeder, Ted C. and Marvin L. Hayenga. "Comparison Of Selective Hedging And Options Strategies In Cattle Feedlot Risk Management," Journal of Futures Markets, 1988, v8(2), 141-156.
Stoll, Hans R. "Index Futures, Program Trading, And Stock Market Procedures," Journal of Futures Markets, 1988, v8(4), 391-412.
Vellermann, Charles M. and Paul L. Farris. "Note On Trader Concentration Effects In Feeder Cattle Futures And Comparison With Live Cattle," Journal of Futures Markets, 1988, v8(1), 103-114.
Wilson, William W., Hung-Gay Fung and Michael Ricks. "Option Price Behavior In Grain Futures Markets," Journal of Futures Markets, 1988, v8(1), 47-66.
Abken, Peter A. "An Analysis Of Intra-Market Spreads In Heating Oil Futures," Journal of Futures Markets, 1989, v9(1), 77-87.
Alderson, Michael J. and Terry L. Zivney. "Optimal Cross-Hedge Portfolios For Hedging Stock Index Options," Journal of Futures Markets, 1989, v9(1), 67-76.
Babbel, David F. "Insuring Banks Against Systematic Credit Risk," Journal of Futures Markets, 1989, v9(6), 487-506.
Bailey, Warren. "The Market For Japanese Index Futures: Some Preliminary Evidence," Journal of Futures Markets, 1989, v9(4), 283-296.
Boyle, Phelim P. and Stuart M. Turnbull. "Pricing And Hedging Capped Options," Journal of Futures Markets, 1989, v9(1), 41-54.
Braga, Francesco S., Larry J. Martin and Karl D. Meilke. "Cross Hedging The Italian Lira/US Dollar Exchange Rate With Deutsch Mark Futures," Journal of Futures Markets, 1989, v9(2), 87-100.
Brooks, Robert. "Investment Decision Making With Index Futures And Index Futures Options," Journal of Futures Markets, 1989, v9(2), 143-162.
Brorsen, B. Wade, Charles M. Oellermann and Paul L. Farris. "The Live Cattle Futures Market And Daily Cash Price," Journal of Futures Markets, 1989, v9(4), 273-282.
Brorsen, B. Wade. "Liquidity Costs And Scalping Returns In The Corn Futures Markets," Journal of Futures Markets, 1989, v9(3), 225-236.
Carter, Colin A. "Arbitrage Opportunities Between Thin And Liquid Futures Markets," Journal of Futures Markets, 1989, v9(4), 347-354.
Cotner, John S. and James F. Horrell. "An Analysis Of Index Option Pricing," Journal of Futures Markets, 1989, v9(5), 449-460.
Dalal, Ardeshir J. and Bala G. Arshanapalli. "Effects Of Expected Cash And Futures Prices On Hedging And Production: Comments And Extensions," Journal of Futures Markets, 1989, v9(4), 337-346.
Eldor, Rafael, David Pines and Abba Schwartz. "Determinants Of An Individual's Demand For Hedging Instruments," Journal of Futures Markets, 1989, v9(2), 135-142.
Gagnon, Louis, Samuel Mensah and Edward Blinder. "Hedging Canadian Corporate Debt: A Comparative Study Of The Hedging Effectiveness Of Canadian And U.S. Bond Futures," Journal of Futures Markets, 1989, v9(1), 29-40.
Goldenberg, David H. "Memory And Equilibrium Futures Prices," Journal of Futures Markets, 1989, v9(3), 199-214.
Grant, Dwight and Mark Eaker. "Complex Hedges: How Well Do They Work?," Journal of Futures Markets, 1989, v9(1), 15-28.
Hegde, Shantaram P. "On The Value Of The Implicit Delivery Options," Journal of Futures Markets, 1989, v9(5), 421-438.
Herbst, A. F., D. D. Kare and S. C. Caples. "Hedging Effectiveness And Minimum Risk Hedge Ratios In The Presence Of Autocorrelation: Foreign Currency Futures," Journal of Futures Markets, 1989, v9(3), 185-198.
Jorion, Philippe and Neal M. Stoughton. "An Empirical Investigation Of The Early Exercise Premium Of Foreign Currency Options," Journal of Futures Markets, 1989, v9(5), 365-376.
Kahl, Kandice H., Michael A. Hudson and Clement E. Ward. "Cash Settlement Issues For Live Cattle Futures Contracts," Journal of Futures Markets, 1989, v9(3), 237-248.
Kawaller, Ira G. and Timothy W. Koch. "Yield Opportunities And Hedge Ratio Considerations With Fixed Income Cash-And-Carry Trades," Journal of Futures Markets, 1989, v9(6), 539-546.
Khoury, Nabil T. and Jean-Marc Martel. "A Supply Of Storage Theory With Asymmetric Information," Journal of Futures Markets, 1989, v9(6), 573-582.
Lauterbach, Beni and Margaret Monroe. "Evidence On The Effect Of Information And Noise Trading On Intraday Gold Futures Returns," Journal of Futures Markets, 1989, v9(4), 297-306.
Leistikow, Dean. "Announcements And Futures Price Variability," Journal of Futures Markets, 1989, v9(6), 477-486.
Levy, Azriel. "A Note On The Relationship Between Forward And Futures Contracts," Journal of Futures Markets, 1989, v9(2), 171-174.
Lien, Da-Hsiang Donald. "Cash Settlement Provisions On Futures Contracts," Journal of Futures Markets, 1989, v9(3), 263-270.
Lien, Da-Hsiang Donald. "Optical Settlement Specification On Futures Contracts," Journal of Futures Markets, 1989, v9(4), 355-358.
Lien, Da-Hsiang Donald. "Optimal Hedging And Spreading On Wheat Futures Markets," Journal of Futures Markets, 1989, v9(2), 163-170.
Lien, Da-Hsiang Donald. "Sampled Data As A Basis Of Cash Settlement Price," Journal of Futures Markets, 1989, v9(6), 583-588.
Lindahl, Mary. "Measuring Hedging Effectiveness With R-Square: A Note," Journal of Futures Markets, 1989, v9(5), 469-475.
Lukac, Louis P. and B. Wade Brorsen. "The Usefulness Of Historical Data In Selecting Parameters For Technical Trading Systems," Journal of Futures Markets, 1989, v9(1), 55-66.
Ma, Christopher K., G. Wenchi Wong and Edwin D. Maberly. "The Daily Effect In The Gold Market: A Reply," Journal of Futures Markets, 1989, v9(2), 175-178.
Ma, Christopher K., Ramesh P. Rao and R. Stephen Sears. "Limit Moves And Price Resolution: The Case Of The Treasury Bond Futures Market," Journal of Futures Markets, 1989, v9(4), 321-336.
Ma, Cindy W. "Forecasting Efficiency Of Energy Futures Prices," Journal of Futures Markets, 1989, v9(5), 393-420.
Maberly, Edwin D. "The Relationship Between Stock Indices And Stock Index Futures From 3:00-3:15: A Note," Journal of Futures Markets, 1989, v9(3), 271-273.
MacDonald, S. Scott and Scott E. Hein. "Future Rates And Forward Rates As Predictors Of Near-Term Treasury Bill Rates," Journal of Futures Markets, 1989, v9(3), 249-262.
McCabe, George M. and Donald P. Solberg. "Hedging In The Treasury Bill Futures Market When The Hedged Instrument And The Deliverable Instrument Are Not Matched," Journal of Futures Markets, 1989, v9(6), 529-538.
Merrick, John J., Jr. "Early Unwindings And Rollovers Of Stock Index Futures Arbitrage Programs: Analysis And Implications For Predicting Expiration Day Effects," Journal of Futures Markets, 1989, v9(2), 101-112.
Miller, Stephen E. and Kandice H. Kahl. "Performance Of Estimated Hedging Ratios Under Yield Uncertainty," Journal of Futures Markets, 1989, v9(4), 307-320.
Moylan, James J., Laren A. Ukman and Peter S. Lake. "Exchange Memberships: An Overview Of The Issues Pertaining To The Property Rights Of A Bankrupt Member And His Creditors," Journal of Futures Markets, 1989, v9(5), 461-468.
Oellermann, Charles M., B. Wade Brorsen and Paul L. Farris. "Price Discovery For Feeder Cattle," Journal of Futures Markets, 1989, v9(2), 113-122.
Paroush, Jacob and Avner Wolf. "Production And Hedging Decisions In The Presence Of Basis Risk," Journal of Futures Markets, 1989, v9(6), 547-564.
Poitras, Geoff. "Optimal Futures Spread Positions," Journal of Futures Markets, 1989, v9(2), 123-134.
Savit, Robert. "Nonlinearities And Chaotic Effects In Options Prices," Journal of Futures Markets, 1989, v9(6), 507-518.
Shalen, C. T. "The Optimal Maturity Of Hedges And Participation Of Hedgers In Futures And Forward Markets," Journal of Futures Markets, 1989, v9(3), 215-224.
Shyy, Gang. "Gambler's Ruin And Optimal Stop Loss Strategy," Journal of Futures Markets, 1989, v9(6), 565-572.
Wilson, William W. "Price Discovery And Hedging In The Sunflower Market," Journal of Futures Markets, 1989, v9(5), 377-392.
Wood, Wendell C., Carl E. Shafer and Carl G. Anderson. "Frequency And Duration Of Profitable Hedging Margins For Texas Cotton Producers, 1980-1986," Journal of Futures Markets, 1989, v9(6), 519-528.
Wright, Brian D. and Jeffrey C. Williams. "A Theory Of Negative Prices For Storage," Journal of Futures Markets, 1989, v9(1), 1-14.
Yano, Adrian S. "Configurations For Arbitrage Using Financial Futures Contracts," Journal of Futures Markets, 1989, v9(5), 439-448.
Benet, Bruce A. "Commodity Futures Cross Hedging Of Foreign Exchange Exposure," Journal of Futures Markets, 1990, v10(3), 287-306.
Bhatt, Swati and Nusret Cakici. "Premiums On Stock Index Futures - Some Evidence," Journal of Futures Markets, 1990, v10(4), 367-376.
Blank, Steven C. "Determining Futures 'Hedging Reserve' Capital Requirements," Journal of Futures Markets, 1990, v10(2), 169-178.
Blenman, Lloyd P. "Price Forecasts And Interest Rate Forecasts: An Extension Of Levy's Hypothesis," Journal of Futures Markets, 1990, v10(6), 605-610.
Braga, Francesco S. and Larry J. Martin. "Out Of Sample Effectiveness Of A Joint Commodity And Currency Hedge: The Case Of Soybean Meal In Italy," Journal of Futures Markets, 1990, v10(3), 229-246.
Brorsen, B. Wade and Louis P. Lukac. "Optimal Portfolios For Commodity Futures Funds," Journal of Futures Markets, 1990, v10(3), 247-258.
Chambers, Scott and Colin Carter. "U.S. Futures Exchanges As Nonprofit Entities," Journal of Futures Markets, 1990, v10(1), 79-88.
Chang, Eric C., Chao Chen and Son-Nan Chen. "Risk And Return In Copper, Platinum, And Silver Futures," Journal of Futures Markets, 1990, v10(1), 29-40.
Chang, Jack S. K. and Hsing Fang. "An Intertemporal Measure Of Hedging Effectiveness," Journal of Futures Markets, 1990, v10(3), 307-322.
Cheung, C. Sherman, Clarence C. Y. Kwan and Patrick C. Y. Yip. "The Hedging Effectiveness Of Options And Futures: A Mean-Gini Approach," Journal of Futures Markets, 1990, v10(1), 61-74.
Cho, Dong W. and Gerald S. McDougall. "The Supply Of Storage In Energy Futures Markets," Journal of Futures Markets, 1990, v10(6), 611-622.
Deaves, Richard. "Hedging Canadian Corporate Debt: A Comment And Extensions," Journal of Futures Markets, 1990, v10(2), 197-200.
Eales, James and Robert J. Hauser. "Analyzing Biases In Valuation Models Of Options On Futures," Journal of Futures Markets, 1990, v10(3), 211-228.
Eytan, T. Hanan. "Corporate Taxes And Hedging With Futures," Journal of Futures Markets, 1990, v10(5), 535-540.
Fishe, Raymond P. H., Lawrence G. Goldberg, Thomas F. Gosnell and Sujata Sinha. "Margin Requirements In Futures Markets: Their Relationship To Price Volatility," Journal of Futures Markets, 1990, v10(5), 541-554.
Followill, Richard A. and Billy P. Helms. "Put-Call-Futures Parity And Arbitrage Opportunity In The Market For Options On Gold Futures Contracts," Journal of Futures Markets, 1990, v10(4), 339-352.
Fujihara, Roger and Keehwan Park. "The Probability Distribution Of Futures Prices In The Foreign Exchange Market: A Comparison Of Candidate Processes," Journal of Futures Markets, 1990, v10(6), 623-642.
Gosnell, Thomas F. and Andrea J. Heuson. "A Discretionary Approach To Hedging A Lender's Exposure In Adjustable Rate Mortgages," Journal of Futures Markets, 1990, v10(5), 481-496.
Han, Li-Ming and Lalatendu Misra. "The Relationship Between The Volatilities Of The S&P Index And Futures Contracts Implicit In Their Call Option Prices," Journal of Futures Markets, 1990, v10(3), 273-286.
Harpaz, Giora, Steven Krull and Joseph Yagil. "The Efficiency Of The US Dollar Index Futures Market," Journal of Futures Markets, 1990, v10(5), 469-480.
Harris, Lawrence. "The Economics Of Cash Index Alternatives," Journal of Futures Markets, 1990, v10(2), 179-194.
Hein, Scott E., Christopher K. Ma and S. Scott MacDonald. "Testing Unbiasedness In Futures Markets: A Clarification," Journal of Futures Markets, 1990, v10(5), 555-562.
Heinkel, Robert, Maureen E. Howe and John S. Hughes. "Commodity Convenience Yields As On Option Profit," Journal of Futures Markets, 1990, v10(5), 519-534.
Herbst, Anthony F. and Edwin D. Maberly. "Stock Index Futures, Expiration Day Volatility, And The 'Special' Friday Opening: A Note," Journal of Futures Markets, 1990, v10(3), 323-325.
Hill, Joanne, Thomas Schneeweis and Jot Yau. "International Trading/Non Trading Time Effects On Risk Estimation In Futures Markets," Journal of Futures Markets, 1990, v10(4), 407-424.
Kamara, Avraham. "Forecasting Accuracy And Development Of A Financial Market: The Treasury Bill Futures Market," Journal of Futures Markets, 1990, v10(4), 397-406.
Koontz, Stephen R., Philip Garcia and Michael A. Hudson. "Dominant-Satellite Relationships Between Live Cattle Cash And Futures Markets," Journal of Futures Markets, 1990, v10(2), 123-136.
Koppenhaver, G. D. "An Empirical Analysis Of Bank Hedging In Futures Markets," Journal of Futures Markets, 1990, v10(1), 1-12.
Kuserk, Gregory J. "Limit Moves And Price Resolution: The Case Of The Treasury Bond Futures Market: A Comment," Journal of Futures Markets, 1990, v10(6), 673-674.
Leistikow, Dean. "The Relative Responsiveness To Information And Variability Of Storable Commodity Spot And Futures Prices," Journal of Futures Markets, 1990, v10(4), 377-396.
Lien, Da-Hsiang Donald. "A Note On Hedging Performance And Portfolio Effects," Journal of Futures Markets, 1990, v10(2), 201-204.
Lien, Da-Hsiang Donald. "Entry-Deterring Contract Specification On Futures Markets," Journal of Futures Markets, 1990, v10(1), 89-96.
Lieu, Derming. "Option Pricing With Futures-Style Margining," Journal of Futures Markets, 1990, v10(4), 327-338.
Ma, Christopher K., William H. Dare and Darla R. Donaldson. "Testing Rationality In Futures Markets," Journal of Futures Markets, 1990, v10(2), 137-152.
Martell, Terrence F. and Ruben C. Trevino. "The Intraday Behavior Of Commodity Futures Prices," Journal of Futures Markets, 1990, v10(6), 661-672.
Melvin, Michael and Jahangir Sultan. "South African Political Unrest, Oil Prices, And The Time Varying Risk Premium In The Gold Futures Market," Journal of Futures Markets, 1990, v10(2), 103-112.
Morard, Bernard and Ahmed Naciri. "Options And Investment Strategies," Journal of Futures Markets, 1990, v10(5), 505-518.
Moser, James T. "Public Policy Intervention Through Futures Market Operations," Journal of Futures Markets, 1990, v10(6), 567-572.
Moser, James T. and Billy Helms. "An Examination Of Basis Risk Due To Estimation," Journal of Futures Markets, 1990, v10(5), 457-468.
Murphy, Austin and Doug Gordon. "An Empirical Note On Hedging Mortgages With Puts," Journal of Futures Markets, 1990, v10(1), 75-78.
O'Neill, William D. "Estimation And Revision Of A Sequential Auction Model For The Soybean Futures Current Contract," Journal of Futures Markets, 1990, v10(4), 425-441.
Ouattara, Korotoumou, Ted C. Schroeder and L. Orlo Sorenson. "Potential Use Of Futures Markets For International Marketing Of Cote D'Ivoire Coffee," Journal of Futures Markets, 1990, v10(2), 113-122.
Park, Timothy and Frances Antonovitz. "Basis Risk And Optimal Decision Making For California Feedlots," Journal of Futures Markets, 1990, v10(3), 259-272.
Poitras, Geoffrey. "The Distribution Of Gold Futures Spreads," Journal of Futures Markets, 1990, v10(6), 643-660.
Ritchken, Peter and L. Sankarasubramanian. "On Valuing Complex Interest Rate Claims," Journal of Futures Markets, 1990, v10(5), 443-456.
Shen, Chung-Hua and Lee-Rong Wang. "Examining The Validity Of A Test Of Futures Market Efficiency: A Comment," Journal of Futures Markets, 1990, v10(2), 195-196.
Thompson, Sarahelen, Thomas J. McNeill and James S. Eales. "Expiration And Delivery On The World Sugar Futures Contract," Journal of Futures Markets, 1990, v10(2), 153-168.
Turvey, Calum G. "Alternative Estimates Of Weighted Implied Volatilities From Soybean And Live Cattle Options," Journal of Futures Markets, 1990, v10(4), 353-366.
Tzang, Dah-Nein and Raymond M. Leuthold. "Hedge Ratios Under Inherent Risk Reduction In A Commodity Complex," Journal of Futures Markets, 1990, v10(5), 497-504.
Weaver, Robert D. and Aniruddha Banerjee. "Does Futures Trading Destabilize Cash Prices? Evidence For U.S. Live Beef Cattle," Journal of Futures Markets, 1990, v10(1), 41-60.
Wilson, William W. and Hung-Gay Fung. "Information Content Of Volatilities Implied By Option Premiums In Grain Futures Markets," Journal of Futures Markets, 1990, v10(1), 13-28.
Yadav, Pradeep K. and Peter F. Pope. "Stock Index Futures Arbitrage: International Evidence," Journal of Futures Markets, 1990, v10(6), 573-604.
Baldauf, Brad and G. J. Santoni. "Stock Price Volatility: Some Evidence From An ARCH Model," Journal of Futures Markets, 1991, v11(2), 191-200.
Bessler, David A. and Ted Covey. "Cointegration: Some Results On U.S. Cattle Prices," Journal of Futures Markets, 1991, v11(4), 461-474.
Blank, Steven C. "'Chaos' In Futures Markets? A Nonlinear Dynamical Analysis," Journal of Futures Markets, 1991, v11(6), 711-728.
Braga, Francesco S. and Larry J. Martin. "Hedging Strategies For Exports Of Cereals And Cereal Products To The European Community," Journal of Futures Markets, 1991, v11(3), 347-370.
Brooks, Robert. "Analyzing Portfolios With Derivative Assets: A Stochastic Dominance Approach Using Numerical Integration," Journal of Futures Markets, 1991, v11(4), 411-440.
Brorsen, B. Wade. "Futures Trading, Transaction Costs, And Stock Market Volatility," Journal of Futures Markets, 1991, v11(2), 153-164.
Cakici, Nusret and Sris Chatterjee. "Pricing Stock Index Futures With Stochastic Interest Rates," Journal of Futures Markets, 1991, v11(4), 441-452.
Chowdhury, Abdur R. "Futures Market Efficiency: Evidence From Cointegration Tests," Journal of Futures Markets, 1991, v11(5), 577-590.
Cole, C. Steven, Michael Impson and William Reichenstein. "Do Treasury Bill Futures Rates Satisfy Rational Expectation Properties?," Journal of Futures Markets, 1991, v11(5), 591-602.
Cotner, John S. "Index Option Pricing: Do Investors Pay For Skewness?," Journal of Futures Markets, 1991, v11(1), 1-8.
Elam, Emmett. "Reduction In Hedging Risk From Adjusting For Autocorrelation In The Residuals Of A Price Level Regression," Journal of Futures Markets, 1991, v11(3), 371-384.
Figlewski, Stephen, Yoram Landskroner and William L. Silber. "Tailing The Hedge: Why And How," Journal of Futures Markets, 1991, v11(2), 201-212.
Fischmar, Daniel and Carl Peters. "Portfolio Analysis Of Stocks, Bonds, And Managed Futures Using Compromise Stochastic Dominance," Journal of Futures Markets, 1991, v11(3), 259-270.
Flesaker, Bjorn. "The Relationship Between Forward And Futures Contracts: A Comment," Journal of Futures Markets, 1991, v11(1), 113-116.
Franses, Philip Hans and Paul Kofman. "An Empirical Test For Parities Between Metal Prices At The LME," Journal of Futures Markets, 1991, v11(6), 729-736.
Gay, Gerald D. and Steven Manaster. "Equilibrium Treasury Bond Futures Pricing In The Presence Of Implicit Delivery Options," Journal of Futures Markets, 1991, v11(5), 623-646.
Hancock, G. D. "Futures Option Expirations And Volatility In The Stock Index Futures Market," Journal of Futures Markets, 1991, v11(3), 319-330.
Heaney, John and Geoffrey Poitras. "Estimation Of The Optimal Hedge Ratio, Expected Utility, And Ordinary Least Squares Regression," Journal of Futures Markets, 1991, v11(5), 603-612.
Heifner, Richard G., Bruce H. Wright and Lynn J. Maish. "Prospects For Hedging Federal Farm Program Budgetary Risks," Journal of Futures Markets, 1991, v11(5), 539-556.
Herbst, Anthony F. and Edwin D. Maberly. "An Alternative Methodology For Measuring Expiration Day Price Effects At Friday's Close: The Expected Price Reversal - A Note," Journal of Futures Markets, 1991, v11(6), 751-754.
Hill, Stephen R., Norman H. Moore and Stephen W. Pruitt. "Cold Fusion - Hot Metal: An Analysis Of The Metals Futures Market Reactions To The Cold Fusion Announcement," Journal of Futures Markets, 1991, v11(3), 385-397.
Howard, Charles T. and Louis J. D'Antonio. "Multiperiod Hedging Using Futures: A Risk Minimization Approach In The Presence Of Autocorrelation," Journal of Futures Markets, 1991, v11(6), 697-710.
Johnson, Robert L., Carl R. Zulauf, Scott H. Irwin and Mary E. Gerlow. "The Soybean Complex Spread: An Examination Of Market Efficiency From The Viewpoint Of A Production Process," Journal of Futures Markets, 1991, v11(1), 25-38.
Junkus, Joan C. "Systematic Skewness In Futures Contracts," Journal of Futures Markets, 1991, v11(1), 9-24.
Kalavathi, L. and Latha Shanker. "Margin Requirements And The Demand For Futures Contracts," Journal of Futures Markets, 1991, v11(2), 213-238.
Kawaller, Ira G. "Determining The Relevant Fair Value(s) Of S&P 500 Futures: A Case Study Approach," Journal of Futures Markets, 1991, v11(4), 453-460.
Khoury, Nabil T. and Pierre Yourougou. "The Informational Content Of The Basis: Evidence From Canadian Barley, Oats, And Canola Futures Markets," Journal of Futures Markets, 1991, v11(1), 69-80.
Klemkosky, Robert C. and Jae Ha Lee. "The Intraday Ex Post And Ex Ante Profitability Of Index Arbitrage," Journal of Futures Markets, 1991, v11(3), 291-312.
Laatsch, Francis E. "A Note On The Effects Of The Initiation Of Major Market Index Futures On The Daily Returns Of The Component Stocks," Journal of Futures Markets, 1991, v11(3), 313-318.
Ladd, George W. and Steven D. Hanson. "Price-Risk Management With Options: Optimal Market Positions And Institutional Value," Journal of Futures Markets, 1991, v11(6), 737-750.
Lai, Kon S. and Michael Lai. "A Cointegration Test For Market Efficiency," Journal of Futures Markets, 1991, v11(5), 567-576.
Lien, Da-Hsiang Donald. "Long Hedgers And Multiple Delivery Specifications On Futures Contracts," Journal of Futures Markets, 1991, v11(5), 557-566.
Lindahl, Mary. "Risk-Return Hedging Effectiveness Measures For Stock Index Futures," Journal of Futures Markets, 1991, v11(4), 399-410.
Maberly, Edwin D. and Brian A. Maris. "The January Effect, Arbitrage Opportunities, And Derivative Securities: Has Anything Changed?," Journal of Futures Markets, 1991, v11(2), 253-257.
Malliaris, A. G. and Jorge L. Urrutia. "The Impact Of The Lengths Of Estimation Periods And Hedging Horizons On The Effectiveness Of A Hedge: Evidence From Foreign Currency Futures," Journal of Futures Markets, 1991, v11(3), 271-290.
Malliaris, A. G. and Jorge Urrutia. "Tests Of Random Walk Of Hedge Ratios And Measures Of Hedging Effectiveness For Stock Indexes And Foreign Currencies," Journal of Futures Markets, 1991, v11(1), 55-68.
Martin, John D. and A. J. Senchack, Jr. "Index Futures, Program Trading, And The Covariability Of The Major Market Index Stocks," Journal of Futures Markets, 1991, v11(1), 95-112.
Milonas, Nikolaos T. "Measuring Seasonalities In Commodity Markets And The Half-Month Effect," Journal of Futures Markets, 1991, v11(3), 331-346.
Murphy, J. Austin. "An Empirical Analysis Of Thrift Futures Market Activity," Journal of Futures Markets, 1991, v11(4), 491-504.
Myers, Robert J. "Estimating Time-Varying Optimal Hedge Ratios On Futures Markets," Journal of Futures Markets, 1991, v11(1), 39-54.
Najand, Mohammad and Kenneth Yung. "A GARCH Examination Of The Relationship Between Volume And Price Volatility In Futures Markets," Journal of Futures Markets, 1991, v11(5), 613-622.
Pliska, Stanley R. and Catherine T. Shalen. "The Effects Of Regulations On Trading Activity And Return Volatility In Futures Markets," Journal of Futures Markets, 1991, v11(2), 135-152.
Polakoff, Michael A. "A Note On The Role Of Futures Indivisibility: Reconciling The Theoretical Literature," Journal of Futures Markets, 1991, v11(1), 117-120.
Randolph, W. L. and Mohammad Najand. "A Test Of Two Models In Forecasting Stock Index Futures Price Volatility," Journal of Futures Markets, 1991, v11(2), 179-190.
Rumsey, John. "Pricing Cross-Currency Options," Journal of Futures Markets, 1991, v11(1), 89-94.
Schneeweis, Thomas, Uttama Savanayana and David McCarthy. "Alternative Commodity Trading Vehicles: A Performance Analysis," Journal of Futures Markets, 1991, v11(4), 475-490.
Schroeder, Ted C. and Barry K. Goodwin. "Price Discovery And Cointegration For Live Hogs," Journal of Futures Markets, 1991, v11(6), 685-696.
Schwarz, Thomas V. "The Relationship Between Stock Indices And Stock Index Futures From 3:00 To 3:15: A Clarification," Journal of Futures Markets, 1991, v11(5), 647-649.
Schwarz, Thomas V. and Francis E. Laatsch. "Dynamic Efficiency And Price Leadership In Stock Index Cash And Futures Markets," Journal of Futures Markets, 1991, v11(6), 669-684.
Stevens, Stanley C. "Evidence For A Weather Persistence Effect On The Corn, Wheat, And Soybean Growing Season Price Dynamics," Journal of Futures Markets, 1991, v11(1), 81-88.
Walsh, Michael J. and Stephen J. Dinehart. "Dual Trading And Futures Market Liquidity: An Analysis Of Three Chicago Board Of Trade Contract Markets," Journal of Futures Markets, 1991, v11(5), 519-538.
Webb, Robert I. "The Behavior Of 'False' Futures Prices," Journal of Futures Markets, 1991, v11(6), 651-668.
Yadav, Pradeep K. and Peter F. Pope. "Testing Index Futures Market Efficiency Using Price Differences: A Critical Analysis," Journal of Futures Markets, 1991, v11(2), 239-252.
Yoo, Jisoo and G. S. Maddala. "Risk Premia And Price Volatility In Futures Markets," Journal of Futures Markets, 1991, v11(2), 165-178.
Benet, Bruce A. "Hedge Period Length And Ex-Ante Futures Hedging Effectiveness: The Case Of Foreign-Exchange Risk Cross Hedges," Journal of Futures Markets, 1992, v12(2), 163-176.
Blank, Steven C. "The Signficance Of Hedging Capital Requirements," Journal of Futures Markets, 1992, v12(1), 11-18.
Briys, Eric and Dan Pieptea. "Optimal Hedging With Futures Contracts: The Case For Fixed-Income Portfolios," Journal of Futures Markets, 1992, v12(6), 693-704.
Broll, Udo F. and Jack E. Wahl. "Hedging With Synthetics, Foreign-Exchange Forwards, And The Export Decision," Journal of Futures Markets, 1992, v12(5), 511-518.
Castelino, Mark G. "Hedge Effectiveness: Basis Risk And Minimum Variance Hedging," Journal of Futures Markets, 1992, v12(2), 187-202.
Chen, Ren-Raw. "A New Look At Interest Rate Futures Contracts," Journal of Futures Markets, 1992, v12(5), 539-548.
Cita, John and Donald Lien. "A Note On Constructing Spot Price Indices To Approximate Futures Prices," Journal of Futures Markets, 1992, v12(4), 447-458.
Cita, John and Donald Lien. "Constructing Accurate Cash Settlement Indices: The Role Of Index Specifictions," Journal of Futures Markets, 1992, v12(3), 339-360.
DeCoster, Gregory P., Walter C. Labys and Douglas W. Mitchell. "Evidence Of Chaos In Commodity Futures Prices," Journal of Futures Markets, 1992, v12(3), 291-306.
Deaves, Richard and Itzhak Krinsky. "The Behavior Of Oil Futures Around OPEC Conferences," Journal of Futures Markets, 1992, v12(5), 563-574.
Ekman, Peter D. "Intraday Patterns In The S&P 500 Index Futures Market," Journal of Futures Markets, 1992, v12(4), 365-382.
Elam, Emmett and Chaw Wayoopagtr. "A Reexamination Of The Systematic Downward Bias In Live Cattle Futures Prices," Journal of Futures Markets, 1992, v12(3), 329-338.
Gribbin, Donald W., Randy W. Harris and Hon-Shiang Lau. "Futures Prices Are Not Stable-Paretian Distributed," Journal of Futures Markets, 1992, v12(4), 475-488.
Hammer, Jerry A. "Ex-Ante Hedging Strategy Selection Using Foreign-Exchange-Rate Foreasting Models," Journal of Futures Markets, 1992, v12(2), 219-236.
Harvey, Campbell R. and Robert E. Whaley. "Dividends And S&P 100 Index Option Valuation," Journal of Futures Markets, 1992, v12(2), 123-138.
Herbst, A. F., P. E. Swanson and S. C. Caples. "A Redetermination Of Hedging Strategies Using Foreign Currency Futures Contracts And Forward Markets," Journal of Futures Markets, 1992, v12(1), 93-104.
Herbst, Anthony F. and Edwin D. Maberly. "The Informational Role Of End-Of-The-Day Returns On Stock Index Futures," Journal of Futures Markets, 1992, v12(5), 595-602.
Kamara, Avraham, Thomas W. Miller, Jr. and Andrew F. Siegel. "The Effect Of Futures Trading On The Stability Of Standard And Poor 500 Returns," Journal of Futures Markets, 1992, v12(6), 645-658.
Kao, G. Wenchi and Christopher K. Ma. "Memories, Heteroscedasticity, And Price Limit In Currency Futures Markets," Journal of Futures Markets, 1992, v12(6), 679-692.
Kolb, Robert W. "Is Normal Backwardation Normal?," Journal of Futures Markets, 1992, v12(1), 75-92.
Kolb, Robert W. and John Okunev. "An Empirical Evaluation Of The Extended Mean-Gini Coefficient For Futures Hedging," Journal of Futures Markets, 1992, v12(2), 177-186.
Krull, Steven and Anoop Rai. "Optimal Weights And International Portfolio Hedging With U.S. Dollar Index Futures: An Empirical Investigation," Journal of Futures Markets, 1992, v12(5), 549-562.
Kuserk, Gregory J., Peter R. Locke and Chera L. Sayers. "The Effects Of Amendments To Rule 80A On Liquidity, Volatility, And Price Efficiency In The S&P 500 Futures," Journal of Futures Markets, 1992, v12(4), 383-410.
Laux, Paul A. and A. J. Senchack, Jr. "Bid-Ask Spreads In Financial Futures," Journal of Futures Markets, 1992, v12(6), 621-634.
Lee, Sang Bin and Ki Yool Ohk. "Stock Index Futures Listing And Structural Change In Time-Varying Volatility," Journal of Futures Markets, 1992, v12(5), 493-510.
Lien, Da-Hsiang Donald. "A Note On The Effect Of No-Arbitrage Conditions," Journal of Futures Markets, 1992, v12(5), 587-594.
Lien, Da-Hsiang Donald. "Application Of Mean-Variance Analysis To Broad-Based Futures Contracts," Journal of Futures Markets, 1992, v12(1), 19-32.
Lim, Kian-Guan. "Arbitrage And Price Behavior Of The Nikkei Stock Index Futures," Journal of Futures Markets, 1992, v12(2), 151-162.
Lindahl, Mary. "Minimum Variance Hedge Ratios For Stock Index Futures: Duration And Expiration Effects," Journal of Futures Markets, 1992, v12(1), 33-54.
Liu, Shi-Miin, Sarahelen Thompson and Paul Newbold. "Impact Of The Price Adjustment Process And Trading Noise On Return Patterns Of Grain Futures," Journal of Futures Markets, 1992, v12(5), 575-586.
Ma, Christopher K., Jeffrey M. Mercer and Matthew A. Walker. "Rolling Over Futures Contracts: A Note," Journal of Futures Markets, 1992, v12(2), 203-218.
Ma, Christopher K., Ramesh P. Rao and R. Stephen Sears. "Limit Moves And Price Resolution: A Reply," Journal of Futures Markets, 1992, v12(3), 361-363.
Ma, Christopher K., Richard L. Peterson and R. Stephen Sears. "Trading Noise, Adverse Selection, And Intraday Bid-Ask Spreads In Futures Markets," Journal of Futures Markets, 1992, v12(5), 519-538.
Marshall, John F. and Anthony F. Herbst. "A Multiperiod Model For Selection Of A Futures Portfolio," Journal of Futures Markets, 1992, v12(4), 411-428.
Martinez, Steve and Kelly D. Zering. "Effect Of Institutional Realities On Dynamic Hedging Performance For A Grain Producer," Journal of Futures Markets, 1992, v12(2), 237-251.
Monroe, Margaret A. "The Profitability Of Volatility Spreads Around Information Releases," Journal of Futures Markets, 1992, v12(1), 1-10.
Najand, Mohammad, Hamid Rahman and Kenneth Yung. "Inter-Currency Transmission Of Volatility In Foreign Exchange Futures," Journal of Futures Markets, 1992, v12(6), 609-620.
Peterson, Richard L., Christopher K. Ma and Robert J. Ritchey. "Dependence In Commodity Prices," Journal of Futures Markets, 1992, v12(4), 429-446.
Polakoff, Michael A. and Fernando Diz. "The Theoretical Source Of Autocorrelation In Forward And Futures Price Relationships," Journal of Futures Markets, 1992, v12(4), 459-474.
Quan, Jing. "Two-Step Testing Procedure For Price Discovery Role Of Futures Prices," Journal of Futures Markets, 1992, v12(2), 139-150.
Rahman, Hamid and Mohammad Najand. "Optimal Futures Positions For Life Insurance Companies," Journal of Futures Markets, 1992, v12(1), 105-116.
Runkle, David E. "Do Futures Markets React Efficiently To Predictable Errors In Government Announcements?," Journal of Futures Markets, 1992, v12(6), 635-644.
Schnabel, Jacques A. "Hedge Ratios Under Inherent Risk Reduction In A Commidty Complex: An Interpretation," Journal of Futures Markets, 1992, v12(1), 55-60.
Sherrick, Bruce J., Scott H. Irwin and D. Lynn Forster. "Option-Based Evidence Of The Nonstationarity Of Expected S&P 500 Futures Price Distributions," Journal of Futures Markets, 1992, v12(3), 275-290.
Streeter, Deborah H. and William G. Tomek. "Variability In Soybean Futures Prices: An Integrated Framework," Journal of Futures Markets, 1992, v12(6), 705-730.
Turner, Steven C., Jack E. Houston and Tommie L. Shepherd. "Supplementary Information And Markov Processes In Soybean Futures Trading," Journal of Futures Markets, 1992, v12(1), 71-74.
Vaidyanathan, Ravi and Tim Krehbiel. "Does The S&P 500 Futures Mispricing Series Exhibit Nonlinear Dependence Across Time?," Journal of Futures Markets, 1992, v12(6), 659-678.
Viswanath, P. V. and Sris Chatterjee. "Robustness Results For Regression Hedge Ratios: Futures Contracts With Multiple Deliverable Grades," Journal of Futures Markets, 1992, v12(3), 253-264.
Vukina, Tomislav. "Hedging With Forecasting: A State-Space Approach To Modeling Vector-Valued Time Series," Journal of Futures Markets, 1992, v12(3), 307-328.
Wiggins, James B. "Estimating The Volatility Of S&P 500 Futures Prices Using The Extreme-Value Method," Journal of Futures Markets, 1992, v12(3), 265-274.
Adam, Brian D., Philip Garcia and Robert J. Hauser. "Robust Live Hog Pricing Strategies Under Uncertain Prices And Risk Preferences," Journal of Futures Markets, 1993, v13(8), 849-864.
Beck, Stacie E. "A Test Of The Intertemporal Hedging Model Of The Commodities Futures Markets," Journal of Futures Markets, 1993, v13(3), 223-236.
Bessembinder, Hendrik. "An Empirical Analysis Of Risk Premia In Futures Markets," Journal of Futures Markets, 1993, v13(6), 611-630.
Briys, Eric and Harris Schlesinger. "Optimal Hedging When Preferences Are State Dependent," Journal of Futures Markets, 1993, v13(5), 441-451.
Cakici, Nusret, Sris Chatterjee and Avner Wolf. "Empirical Tests Of Valuation Models For Options On T-Note And T-Bond Futures," Journal of Futures Markets, 1993, v13(1), 1-14.
Chance, Don M. and Michael L. Hemler. "The Impact Of Delivery Options On Futures Prices: A Survey," Journal of Futures Markets, 1993, v13(2), 127-156.
Chen, Andrew H., Marcia Millon Cornett and Prafulla G. Nabar. "An Empirical Examination Of Interest-Rate Futures Prices," Journal of Futures Markets, 1993, v13(7), 781-797.
Chen, Ren-Raw and Louis Scott. "Pricing Interest Rate Futures Options With Futures-Style Margining," Journal of Futures Markets, 1993, v13(1), 15-22.
Chiang, Raymond and John Okunev. "An Alternative Formulation On The Pricing Of Foreign Currency Options," Journal of Futures Markets, 1993, v13(8), 903-907.
Cooper, Rick. "Risk Premia In The Futures And Forward Markets," Journal of Futures Markets, 1993, v13(4), 357-371.
Corcoran, Andrea M. and John C. Lawton. "Regulatory Oversight And Automated Trading Design: Elements Of Consideration," Journal of Futures Markets, 1993, v13(2), 213-222.
Cotner, John S. and Nandkumar Nayar. "Seasonal Effects In S&P 100 Index Option Returns," Journal of Futures Markets, 1993, v13(5), 453-467.
Crowder, William J. and Anas Hamed. "A Cointegration Test For Oil Futures Market Efficiency," Journal of Futures Markets, 1993, v13(8), 933-941.
Diz, Fernando and Thomas J. Finucane. "Do The Options Markets Really Overreact?," Journal of Futures Markets, 1993, v13(3), 299-312.
Domowitz, Ian. "Equally Open And Competitive: Regulatory Approval Of Automated Trade Execution In The Futures Markets," Journal of Futures Markets, 1993, v13(1), 93-113.
Eaker, Mark, Dwight Grant and Nelson Woodard. "A Multinational Examination Of International Equity And Bond Investment With Currency Hedging," Journal of Futures Markets, 1993, v13(3), 313-324.
Fackler, Paul L. "Delivery And Manipulation In Futures Markets," Journal of Futures Markets, 1993, v13(6), 693-702.
Feldman, David. "European Options On Bond Futures: A Closed Form Solution," Journal of Futures Markets, 1993, v13(3), 325-333.
Fenn, George W. and Paul Kupiec. "Prudential Margin Policy In A Futures-Style Settlement System," Journal of Futures Markets, 1993, v13(4), 389-408.
Flesaker, Bjorn. "Arbitrage Free Pricing Of Interest Rate Futures And Forward Contracts," Journal of Futures Markets, 1993, v13(1), 77-92.
Fortenbery, T. Randall and Daniel A. Sumner. "The Effects Of USDA Reports In Futures And Options Markets," Journal of Futures Markets, 1993, v13(2), 157-174.
Fortenbery, T. Randall and Hector O. Zapata. "An Examination Of Cointegration Relations Between Futures And Local Grain Markets," Journal of Futures Markets, 1993, v13(8), 921-932.
Fung, Hung-Gay and Wai K. Leung. "The Pricing Relationship Of Eurodollar Futures And Eurodollar Deposit Rates," Journal of Futures Markets, 1993, v13(2), 115-126.
Fung, Hung-Gay and Wai-Chung Lo. "Memory In Interest Rate Futures," Journal of Futures Markets, 1993, v13(8), 865-872.
Ghosh, Asim. "Cointegration And Error Correction Models: Intertemporal Causality Between Index And Futures Prices," Journal of Futures Markets, 1993, v13(2), 193-198.
Ghosh, Asim. "Hedging With Stock Index Futures: Estimation And Forecasting With Error Correction Model," Journal of Futures Markets, 1993, v13(7), 743-752.
Grundnitski, Gary and Larry Osburn. "Forecasting S&P And Gold Futures Prices: An Application Of Neural Networks," Journal of Futures Markets, 1993, v13(6), 631-643.
Hauser, Robert J. and David Neff. "Export/Import Risks At Alternative Stages Of U.S. Grain Export Trade," Journal of Futures Markets, 1993, v13(6), 579-595.
Irwin, Scott H., Terry R. Krukemyer and Carl R. Zulauf. "Investment Performance Of Public Commodity Pools: 1979-1990," Journal of Futures Markets, 1993, v13(7), 799-820.
Jabbour, George M. and J. Minor Sachlis. "Hedging Risk On Futures Contracts Under Stochastic Interest Rates," Journal of Futures Markets, 1993, v13(1), 55-60.
Khoury, Nabil and Pierre Yourougou. "Determinants Of Agricultural Futures Prices Volatilities: Evidence From Winnipeg Commodity Exchange," Journal of Futures Markets, 1993, v13(4), 345-356.
Kolb, Robert W. and John Okunev. "Utility Maximizing Hedge Ratios In The Extended Mean Gini Framework," Journal of Futures Markets, 1993, v13(6), 597-609.
Krehbiel, Tim and Lee C. Adkins. "Cointegration Tests Of The Unbiased Expectations Hypothesis In Metals Markets," Journal of Futures Markets, 1993, v13(7), 753-763.
Kupiec, Paul H. "Futures Margins And Stock Price Volatility: Is There Any Link?," Journal of Futures Markets, 1993, v13(6), 677-692.
Kuserk, Gregory J. and Peter R. Locke. "Scalper Behavior In Futures Markets: An Empirical Examination," Journal of Futures Markets, 1993, v13(4), 409-431.
Lee, Jae Ha and Nandkumar Nayar. "A Transaction Data Analysis Of Arbitrage Between Index Options And Index Futures," Journal of Futures Markets, 1993, v13(8), 889-902.
Lee, Sang Bin and Seung Hyun Oh. "Managing Non-parallel Shift Risk Of Yield Curve With Interest Rate Futures," Journal of Futures Markets, 1993, v13(5), 515-526.
Leistikow, Dean. "Impacts Of Shifts In Uncertainty On Spot And Futures Price Change Serial Correlation And Standardized Covariation Measures," Journal of Futures Markets, 1993, v13(8), 873-887.
Lien, Donald and Xiangdong Luo. "Estimating The Extended Mean-Gini Coefficient For Futures Hedging," Journal of Futures Markets, 1993, v13(6), 665-676.
Lien, Donald and Xiangdong Luo. "A Theoretical Comparison Of Composite Index Futures Contracts," Journal of Futures Markets, 1993, v13(7), 821-836.
Lien, Donald and Xiangdong Luo. "Estimating Multiperiod Hedge Ratios In Cointegrated Markets," Journal of Futures Markets, 1993, v13(8), 909-920.
MacDonald, S. Scott and Scott E. Hein. "An Empirical Evaluation Of Treasury-Bill Futures Market Efficiency: Evidence From Forecast Efficiency Tests," Journal of Futures Markets, 1993, v13(2), 199-212.
McCarthy, Joseph and Mohammad Najand. "State Space Modeling Of Price And Volume Dependence: Evidence From Currency Futures," Journal of Futures Markets, 1993, v13(4), 335-344.
Poitras, Geoffrey. "Hedging And Crop Insurance," Journal of Futures Markets, 1993, v13(4), 373-388.
Puttonen, Vesa. "Boundary Conditions For Index Options: Evidence From The Finnish Market," Journal of Futures Markets, 1993, v13(5), 545-562.
Puttonen, Vesa. "Short Sales Restrictions And The Temporal Relationships Between Stock Index Cash And Derivatives Markets," Journal of Futures Markets, 1993, v13(6), 645-664.
Rechner, Dominic and Geoffrey Poitras. "Putting On The Crush: Day Trading The Soybean Complex Spread," Journal of Futures Markets, 1993, v13(1), 61-76.
Rich, Don R. and Raymond M. Leuthold. "Feeder Cattle Cash Settlement: Hedging Risk Reduction Or Illusion?," Journal of Futures Markets, 1993, v13(5), 497-514.
Ritchken, Peter and L. Sankarasubramanian. "Averaging And Deferred Payment Yield Agreements," Journal of Futures Markets, 1993, v13(1), 23-42.
Santoni, G. J. and Tung Liu. "Circuit Breakers And Stock Market Volatility," Journal of Futures Markets, 1993, v13(3), 261-278.
Shafer, Carl E. "Hedge Ratios And Basis Behavior: An Intuitive Insight?," Journal of Futures Markets, 1993, v13(8), 837-847.
Shanker, Latha. "Optimal Hedging Under Indivisible Choices," Journal of Futures Markets, 1993, v13(3), 237-260.
Silva, Elvira Maria De Sousa and Kandice H. Kahl. "Reliability Of Soybean And Corn Option-Based Probability Assessments," Journal of Futures Markets, 1993, v13(7), 765-779.
Sutrick, Kenneth H. "Reducing The Bias In Empirical Studies Due To Limit Moves," Journal of Futures Markets, 1993, v13(5), 527-543.
Tian, Yisong. "A Modified Lattice Approach To Option Pricing," Journal of Futures Markets, 1993, v13(5), 563-577.
Venkateswaran, Meenakshi, B. Wade Brorsen and Joyce A. Hall. "The Distribution Of Standardized Futures Price Changes," Journal of Futures Markets, 1993, v13(3), 279-298.
Viswanath, P. V. "Efficient Use Of Information, Convergence Adjustments, And Regression Estimates Of Hedge Ratios," Journal of Futures Markets, 1993, v13(1), 43-54.
Wahab, Mahmoud and Malek Lashgari. "Price Dynamics And Error Correction In Stock Index And Stock Index Futures Markets: A Cointegration Approach," Journal of Futures Markets, 1993, v13(7), 711-742.
Witherspoon, James T. "How Price Discovery By Futures Impacts The Cash Market," Journal of Futures Markets, 1993, v13(5), 469-496.
Yang, Seung-Ryong and B. Wade Brorsen. "Nonlinear Dynamics Of Daily Futures Prices: Conditional Heteroskedasticity Of Chaos?," Journal of Futures Markets, 1993, v13(2), 175-192.
Antoniou, Antonios and Phil Holmes. "Systematic Risk And Returns To Stock Index Futures Contracts: International Evidence," Journal of Futures Markets, 1994, v14(7), 773-787.
Arshanapalli, Bala and John Doukas. "Common Volatility In S&P 500 Stock Index And S&P 500 Index Futures Prices During October 1987," Journal of Futures Markets, 1994, v14(8), 915-925.
Bowden, Roger J. "Forwards Or Options? Nesting Procedures For 'Fire And Forget' Commodity Hedging," Journal of Futures Markets, 1994, v14(8), 891-913.
Chakravarty, Sugato. "Should Actively Traded Futures Contracts Come Under The Dual-Trading Ban?," Journal of Futures Markets, 1994, v14(6), 661-684.
Chance, Don M. "Futures Pricing And The Cost Of Carry Under Price Limits," Journal of Futures Markets, 1994, v14(7), 813-836.
Chang, Eric C., Peter R. Locke and Steven C. Mann. "The Effect Of CME Rule 552 On Dual Traders," Journal of Futures Markets, 1994, v14(4), 493-510.
Chaudhury Mohammed M. and Jason Wei. "Upper Bounds For American Futures Options: A Note," Journal of Futures Markets, 1994, v14(1), 111-116.
Chen, Chao and James Williams. "Triple-Witching Hour, The Change In Expiration Timing, And Stock Market Reaction," Journal of Futures Markets, 1994, v14(3), 275-292.
Choi, Hong and Avanidhar Subrahmanyam. "Using Intraday Data To Test For Effects Of Index Futures On The Underlying Stock Markets," Journal of Futures Markets, 1994, v14(3), 293-322.
Cole, C. Steven and William Reichenstein. "Forecasting Interest Rates With Eurodollar Futures Rates," Journal of Futures Markets, 1994, v14(1), 37-50.
Cyr, Don and Tanya Llewellyn. "A Time Series Test Of Calendar Seasonalities In The S&P 500 Index Since The Introduction Of Index Derivative Securities," Journal of Futures Markets, 1994, v14(5), 511-529.
Dawson, Paul. "Comparative Pricing Of American And European Index Options: An Empirical Analysis," Journal of Futures Markets, 1994, v14(3), 363-378.
Esposito, Marcello and Claudio Giraldi. "Preliminary Evidence On A New Market: The Futures On The Italian Treasury Bonds," Journal of Futures Markets, 1994, v14(2), 121-146.
Fang, Hsing, Kon S. Lai and Michael Lai. "Fractal Structure In Currency Futures Price Dynamics," Journal of Futures Markets, 1994, v14(2), 169-181.
Fung, Hung-Gay, Wai-Chung Lo and John E. Peterson. "Examining The Dependency Of Intraday Stock Index Futures," Journal of Futures Markets, 1994, v14(4), 405-419.
Fung, Joseph K. W. and Kam C. Chan. "On The Arbitrage-Free Pricing Relationship Between Index Futures And Index Options: A Note," Journal of Futures Markets, 1994, v14(8), 957-962.
Gay, Gerald D., Jayant R. Kale, Robert W. Kolb and Thomas H. Noe. "(Micro) Fads In Asset Prices: Evidence From The Futures Market," Journal of Futures Markets, 1994, v14(6), 637-659.
Hamilton, Thomas R., Scott E. Hein and Timothy W. Koch. "The Pricing Of Municipal Bond Index Futures," Journal of Futures Markets, 1994, v14(5), 575-596.
Hancock, G. D. and P. D. Weise. "Competing Derivative Equity Instruments: Empirical Evidence On Hedged Portfolio Performance," Journal of Futures Markets, 1994, v14(4), 421-436.
Howard, Charles T. and Louis J. D'Antonio. "The Cost Of Hedging And The Optimal Hedge Ratio," Journal of Futures Markets, 1994, v14(2), 237-258.
Hsin, Chin-Wen, Jerry Kuo and Cheng-Few Lee. "A New Measure To Compare The Hedging Effectiveness Of Foreign Currency Futures Versus Options," Journal of Futures Markets, 1994, v14(6), 685-707.
Irwin, Scott H., Mary E. Gerlow and Te-Ru Liu. "The Forecasting Performacne Of Livestock Futures Prices: A Comparison Of USDA Expert Predictions," Journal of Futures Markets, 1994, v14(7), 861-875.
Jabbour, George M. "Prediction Of Future Currency Exchange Rates From Current Currency Futures Prices: The Case Of GM And JY," Journal of Futures Markets, 1994, v14(1), 25-36.
Kawaller, Ira G., Paul D. Koch and John E. Peterson. "Assessing The Intraday Relationship Between Implied And Historical Volatility," Journal of Futures Markets, 1994, v14(3), 323-346.
Kim, In Joon. "Analytic Approximation Of The Optimal Exercise Boundaries For American Futures Options," Journal of Futures Markets, 1994, v14(1), 1-24.
Kimle, Kevin L. and Marvin L. Hayenga. "Cash Settlement As An Alternative Settlement Mechanism For The Live Hog Futures Contract," Journal of Futures Markets, 1994, v14(3), 347-361.
Krehbiel, Tim and Lee C. Adkins. "Interest Rate Futures: Evidence On Forecast Power, Expected Premiums, And The Unbiased Expectations Hypothesis," Journal of Futures Markets, 1994, v14(5), 531-543.
Kupiec, Paul H. "The Performance Of S&P 500 Futures Product Margins Under The SPAN Margining System," Journal of Futures Markets, 1994, v14(7), 789-811.
Lien, Donald and Xiangdong Luo. "Multiperiod Hedging In The Presence Of Conditional Heteroskedasticity," Journal of Futures Markets, 1994, v14(8), 927-955.
Liu, Shi-Miin, B. Wade Brorsen, Charles M. Oellermann and Paul L. Farris. "Forecasting The Nearby Basis Of Live Cattle," Journal of Futures Markets, 1994, v14(3), 259-273.
Marchand, Patrick H., James T. Lindley and Richard A. Followill. "Further Evidence On Parity Relationships In Options On S&P 500 Index Futures," Journal of Futures Markets, 1994, v14(6), 757-771.
McNew, Kevin P. and Juan Andres Espinosa. "The Informational Content Of USA Crop Reports: Impacts On Uncertainty And Expectations In Grain Futures Markets," Journal of Futures Markets, 1994, v14(4), 475-492.
Moser, James T. "A Note On The Crash And Participation In Stock Index Futures," Journal of Futures Markets, 1994, v14(1), 118-119.
NcNew, Kevin P. and Paul L. Fackler. "Nonconstant Optimal Hedge Ratio Estimation And Nested Hypotheses Tests," Journal of Futures Markets, 1994, v14(5), 619-635.
Pirrong, Stephen Craig, Roger Kormendi and Philip Meguire. "Multiple Delivery Points, Pricing Dynamics, And Hedging Effectiveness In Futures Markets For Spatial Commodities," Journal of Futures Markets, 1994, v14(5), 545-574.
Ronn, Ehud I. and Robert R. Bliss, Jr. "A Nonstationary Trinomial Model For The Valuation Of Options On Treasury Bond Futures Contracts," Journal of Futures Markets, 1994, v14(5), 597-617.
Schwarz, Thomas V. and Andrew C. Szakmary. "Price Discovery In Petroleum Markets: Arbitrage, Cointegration, And The Time Interval Of Analysis," Journal of Futures Markets, 1994, v14(2), 147-167.
Shimko, David C. "Options On Futures Spreads: Hedging, Speculation, And Valuation," Journal of Futures Markets, 1994, v14(2), 183-213.
Shyy, Gang and Bob Butcher. "Price Equilibrium And Transmission In A Controlled Economy: A Case Study Of The Metal Exchange In China," Journal of Futures Markets, 1994, v14(8), 877-890.
Smith, Tom and Robert E. Whaley. "Estimating The Effective Bid-Ask Spread From Time And Sales Data," Journal of Futures Markets, 1994, v14(4), 437-455.
Sternberg, Joel S. "A Reexamination Of Put-Call Parity On Index Futures," Journal of Futures Markets, 1994, v14(1), 79-105.
Sultan, Jahangir. "Trade Deficit Announcements And Exchange Rate Volatility: Evidence From The Stop And Futures Markets," Journal of Futures Markets, 1994, v14(4), 379-404.
Taylor, Stephen J. "Trading Futures Using A Channel Rule: A Study Of The Predictive Power Of Technical Analysis With Currency Examples," Journal of Futures Markets, 1994, v14(2), 215-235.
Tomek, William G. "Dependence In Commodity Prices: A Comment," Journal of Futures Markets, 1994, v14(1), 103-109.
Wahab, Mahmoud, Richard Cohn and Malek Lashgari. "The Gold-Silver Spread: Integration, Cointegration, Predictability, And Ex-Ante Arbitrage," Journal of Futures Markets, 1994, v14(6), 709-756.
Wang, George H. K. and Jot Yau. "A Time Series Approach To Testing For Market Linkage: Unit Root And Cointegration Tests," Journal of Futures Markets, 1994, v14(4), 457-474.
Wang, George H. K., Raphael J. Michalski, James V. Jordan and Eugene J. Moriarty. "An Intraday Analysis Of Bid-Ask Spreads And Price Volatility In The S&P 500 Index Futures Market," Journal of Futures Markets, 1994, v14(7), 837-859.
Webb, Robert I. and David G. Smith. "The Effect Of Market Opening And Closing On The Volatility Of Eurodollar Futures Prices," Journal of Futures Markets, 1994, v14(1), 51-78.
Abhyankar, Abhay H. "Return And Volatility Dynamics In The FT-SE 100 Stock Index And Stock Index Futures Markets," Journal of Futures Markets, 1995, v15(4), 457-488.
Barrett, W. Brian and Robert W. Kolb. "Analysis Of Spreads In Agricultural Futures," Journal of Futures Markets, 1995, v15(1), 69-86.
Benet, Bruce A. and Carl F. Luft. "Hedge Performance Of SPX Index Options And S&P 500 Futures," Journal of Futures Markets, 1995, v15(6), 691-717.
Booth, G. Geoffrey and Yiuman Tse. "Long Memory In Interest Rate Futures Markets: A Fractional Cointegration Analysis," Journal of Futures Markets, 1995, v15(5), 573-584.
Brown-Hruska, Sharon and Gregory Kuserk. "Volatility, Volume, And The Notion Of Balance In The S&P 500 Cash And Futures Markets," Journal of Futures Markets, 1995, v15(6), 677-689.
Buhler, Wolfgang and Alexander Kempf. "DAX Index Futures: Mispricing And Arbitrage In German Markets," Journal of Futures Markets, 1995, v15(7), 833-859.
Carayannopoulos, Peter. "The Mispricing Of U.S. Treasury Callable Bonds," Journal of Futures Markets, 1995, v15(8), 861-879.
Chatrath, Arjun, Sanjay Ramchander and Frank Song. "Does Options Trading Lead To Greater Cash Market Volatility?," Journal of Futures Markets, 1995, v15(7), 785-803.
Chaudhury, M. M. "Some Easy-To-Implement Methods Of Calculating American Futures Options Prices," Journal of Futures Markets, 1995, v15(3), 303-344.
Chen, Ren-Raw. "A Two-Factor, Preference-Free Model For Interest Rate Sensitive Claims," Journal of Futures Markets, 1995, v15(3), 345-372.
Crain, Susan J. and Jae Ha Lee. "Intraday Volatility In Interest Rate And Foreign Exchange Spot And Futures Markets," Journal of Futures Markets, 1995, v15(4), 395-421.
Darrat, Ali F. and Shafiqur Rahman. "Has Futures Trading Activity Caused Stock Price Volatility?," Journal of Futures Markets, 1995, v15(5), 537-557.
Deaves, Richard and Itzhak Krinsky. "Do Futures Prices For Commodities Embody Risk Premiums?," Journal of Futures Markets, 1995, v15(6), 637-648.
Donoso, Guillermo. "Exporting And Hedging Decisions With A Forward Currency Market: The Multiperiod Case," Journal of Futures Markets, 1995, v15(1), 1-11.
Edwards, Franklin R. and Michael S. Canter. "The Collapse Of Metallgesellschaft: Unhedgeable Risks, Poor Hedging Strategy, Or Just Bad Luck?," Journal of Futures Markets, 1995, v15(3), 211-264.
Fleming, Jeff, Barbara Ostdiek and Robert E. Whaley. "Predicting Stock Market Volatility: A New Measure," Journal of Futures Markets, 1995, v15(3), 265-302.
Foster, Andrew J. "Volume-Volatility Relationships For Crude Oil Futures Markets," Journal of Futures Markets, 1995, v15(8), 929-951.
Froot, Kenneth A. and Andre F. Perold. "New Trading Practices And Short-Run Market Efficiency," Journal of Futures Markets, 1995, v15(7), 731-765.
Gagnon, Louis and Greg Lypny. "Hedging Short-Term Interest Risk Under Time-Varying Distributions," Journal of Futures Markets, 1995, v15(7), 767-783.
Geiss, Charles G. "Distortion-Free Futures Price Series," Journal of Futures Markets, 1995, v15(7), 805-831.
Geppert, John M. "A Statistical Model For The Relationship Between Futures Contract Hedging Effectiveness And Investment Horizon Length," Journal of Futures Markets, 1995, v15(5), 507-536.
Gjerde, Oystein and Frode Saettem. "Option Initiation And Underlying Market Behavior: Evidence From Norway," Journal of Futures Markets, 1995, v15(8), 881-899.
Holden, Craig W. "Index Arbitrage As Cross-Sectional Market Making," Journal of Futures Markets, 1995, v15(4), 423-455.
Hung, Mao-Wei and Hua Zhang. "Price Movements And Price Discovery In The Municipal Bond Index And The Index Futures Markets," Journal of Futures Markets, 1995, v15(4), 489-506.
Kaastra, Iebeling and Milton S. Boyd. "Forecasting Futures Trading Volume Using Neural Networks," Journal of Futures Markets, 1995, v15(8), 953-970.
Kang, Taehoon and B. Wade Brorsen. "Conditional Heteroskedasticity, Asymmetry, And Option Pricing," Journal of Futures Markets, 1995, v15(8), 901-928.
Kastens, Terry L. and Ted C. Schroeder. "A Trading Simulation Test For Weak-Form Efficiency In Live Cattle Futures," Journal of Futures Markets, 1995, v15(6), 649-675.
Kuo, Cheng-Kun and Keng-Wang Chen. "A Risk-Return Measure Of Hedging Effectiveness: A Simplification," Journal of Futures Markets, 1995, v15(1), 39-44.
Lei, Li-Fen, Donald Liu and Arne Hallam. "Solving For Optimal Futures And Options Positions Using A Simultaneous-Optimization Technique," Journal of Futures Markets, 1995, v15(5), 559-571.
Martikainen, Teppo, Jukka Perttunen and Vesa Puttonen. "Finnish Turn-Of-The-Month Effects: Returns, Volume, And Implied Volatility," Journal of Futures Markets, 1995, v15(6), 605-615.
Moosa, Imad A. and Nabeel E. Al-Loughani. "The Effectiveness Of Arbitrage And Speculation In The Crude Oil Futures Market," Journal of Futures Markets, 1995, v15(2), 167-186.
Nothaft, Frank E., Vassilis Lekkas and George H. K. Wang. "The Failure Of The Mortgage-Backed Futures Contract," Journal of Futures Markets, 1995, v15(5), 585-603.
Park, Tae H. and Lorne N. Switzer. "Bivariate GARCH Estimation Of The Optimal Hedge Ratios For Stock Index Futures: A Note," Journal of Futures Markets, 1995, v15(1), 61-67.
Park, Tae H. and Lorne N. Switzer. "Index Participation Units And The Performance Of Index Futures Markets: Evidence From The Toronto 35 Index Participation Units Market," Journal of Futures Markets, 1995, v15(2), 187-200.
Pirrong, Craig. "The Welfare Costs Of Arkansas Best: The Inefficiency Of Asymmetric Taxation Of Hedging Gains And Losses," Journal of Futures Markets, 1995, v15(2), 111-129.
Pirrong, Stephen Craig. "Mixed Manipulation Strategies In Commodity Futures Markets," Journal of Futures Markets, 1995, v15(1), 13-38.
Shalit, Haim. "Mean-Gini Hedging In Futures Markets," Journal of Futures Markets, 1995, v15(6), 617-635.
Shyy, Gang and Jie-Haun Lee. "Price Transmission And Information Asymmetry In Bond Futures Markets: LIFFE Vs. DTB," Journal of Futures Markets, 1995, v15(1), 87-99.
Wahab, Mahmoud. "Conditional Dynamics Of Optimal Spreading In The Precious Metals Futures Markets," Journal of Futures Markets, 1995, v15(2), 131-166.
Wolf, Avner. "Import And Hedging Uncertainty In International Trade," Journal of Futures Markets, 1995, v15(2), 101-110.
Yang, Seung-Ryong and B. Wade Brorsen. "Price Limits As An Explanation Of Thin-Tailedness In Pork Bellies Futures Prices," Journal of Futures Markets, 1995, v15(1), 45-59.
Yun, Won-Cheol, Wayne Purcell, Anya McGuirk and David Kenyon. "Implications Of Trader Mix To Price Discovery And Market Effectiveness In Live Cattle Futures," Journal of Futures Markets, 1995, v15(4), 373-394.
1996 Back to the Top
Alexander, Gordon J. and Michael Stutzer. "A Graphical Note On European Put Thetas," Journal of Futures Markets, 1996, v16(2,Apr), 201-209.
Barnhart, Scott W., Kandice H. Kahl and Cora Moore Barnhart. "An Empirical Analysis Of The Alleged Manipulation Attempt And Forced Liquidation Of The July 1989 Soybean Futures Contract," Journal of Futures Markets, 1996, v16(7,Oct), 781-808.
Baum, Christopher F. and John Barkoulas. "Time-Varying Risk Premia In The Foreign Currency," Journal of Futures Markets, 1996, v16(7,Oct), 735-755.
Becker, Kent G., Joseph E. Finnerty and Kenneth J. Kopecky. "Macroeconomic News And The Efficiency Of International Bond Futures Markets," Journal of Futures Markets, 1996, v16(2,Apr), 131-145.
Board, John and Charles Sutcliffe. "The Dual Listing Of Stock Index Futures: Arbitrage, Spread Arbitrage, And Currency Risk," Journal of Futures Markets, 1996, v16(1,Feb), 29-54.
Chatrath, Arjun, Sanjay Ramchander and Frank Song. "The Role Of Futures Trading Activity In Exchange Rate Volatility," Journal of Futures Markets, 1996, v16(5,Aug), 561-584.
Corrado, Charles J. and Thomas W. Miller, Jr. "Efficient Option-Implied Volatility Estimators," Journal of Futures Markets, 1996, v16(3,May), 247-272.
Corrado, Charles j. and Tie Su. "S&P 500 Index Tests Of Jarrow And Rudd's Approximate Option Valuation Formula," Journal of Futures Markets 1996, v16(6,Sep), 611-629.
De Roon, Frans and Chris Veld. "Put-Call Parities And The Value Of Early Exercise For Put Options On A Performance Index," Journal of Futures Markets, 1996, v16(1,Feb), 71-80.
Easton, Stephen A. "A Note On Modified Lattice Approaches To Option Pricing," Journal of Futures Markets, 1996, v16(5,Aug), 585-594.
Edwards, Franklin R. and James M. Park. "Do Managed Futures Make Good Investments?," Journal of Futures Markets, 1996, v16(5,Aug), 475-517.
Galloway, Tina M. and Robert W. Kolb. "Futures Prices And The Maturity Effect," Journal of Futures Markets, 1996, v16(7,Oct), 809-828.
Gemmill, Gordon. "Did Option Traders Anticipate The Crash? Evidence From Volatility Smiles In The U.K. With U.S. Comparisons," Journal of Futures Markets, 1996, v16(8,Dec), 881-897.
Guo, Dajiang. "The Predictive Power Of Implied Stochastic Variance From Currency Options," Journal of Futures Markets, 1996, v16(8,Dec), 915-942.
Hardouvelis, Gikas A. and Dongcheol Kim. "Price Volatility And Futures Margins," Journal of Futures Markets, 1996, v16(1,Feb), 81-111.
Huang, Roger D., Ronald W. Masulis and Hans R. Stoll. "Energy Shocks And Financial Markets," Journal of Futures Markets, 1996, v16(1,Feb), 1-27.
Iihara, Yoshio, Kiyoshi Kato and Toshifumi Tokunaga. "Intraday Return Dynamics Between The Cash And The Futures Markets In Japan," Journal of Futures Markets, 1996, v16(2,Apr), 147-162.
Kolb, Robert W. "The Systematic Risk Of Futures Contracts," Journal of Futures Markets, 1996, v16(6,Sep), 631-654.
Koutmos, Gregory and Michael Tucker. "Temporal Relationships And Dynamic Interactions Between Spot And Futures Stock Markets," Journal of Futures Markets, 1996, v16(1,Feb), 55-69.
Krehbiel, Tim and Roger Collier. "Normal Backwardation In Short-Term Interest Rate Futures Markets," Journal of Futures Markets, 1996, v16(8,Dec), 899-913.
Krueger, Joel T. and Kenneth N. Kuttner. "The Fed Funds Futures Rate As A Predictor Of Federal Reserve Policy," Journal of Futures Markets, 1996, v16(8,Dec), 865-879.
Kupiec, Paul H. and A. Patricia White. "Regulatory Competition And The Efficiency Of Alternative Derivative Product Margining Systems," Journal of Futures Markets, 1996, v16(8,Dec), 943-968.
Kuserk, Gregory J. and Peter R. Locke. "Market Making With Price Limits," Journal of Futures Markets, 1996, v16(6,Sep), 677-696.
Lence, Sergio H., Marvin L. Hayenga and Michael D. Patterson. "Storage Profitability And Hedge Ratio Estimation," Journal of Futures Markets, 1996, v16(6,Sep), 655-676.
Leng, Hsiaohua. "Announcement Versus Nonannouncement: A Study Of Intraday Transaction Price Paths Of Deutsche Mark And Japanese Yen Futures," Journal of Futures Markets, 1996, v16(7,Oct), 829-857.
Lien, Da-Hsiang Donald. "On The Conventional Definition Of Currency Hedge Ratio," Journal of Futures Markets, 1996, v16(2,Apr), 219-226.
Lien, Da-Hsiang Donald. "The Effect Of The Cointegration Relationship On Futures Hedging: A Note," Journal of Futures Markets, 1996, v16(7,Oct), 773-780.
Malliaris, A. G. and Jorge L. Urrutia. "Linkages Between Agricultural Commodity Futures Contracts," Journal of Futures Markets, 1996, v16(5,Aug), 595-609.
Mann, Thomas L. and Richard J. Dowen. "Are Hog And Pig Reports Informative?," Journal of Futures Markets, 1996, v16(3,May), 273-287.
Merrill, Craig and David Babbel. "Interest-Rate Option Pricing Revisited," Journal of Futures Markets, 1996, v16(8,Dec), 859-863.
Netz, Janet S. "An Empirical Test Of The Effect Of Basis Risk On Cash Market Positions," Journal of Futures Markets, 1996, v16(3,May), 289-311.
Novak, Frank S. and James R. Unterschultz. "Simple Risk Measures When Hedging Commodities Using Foreign Markets: A Note," Journal of Futures Markets, 1996, v16(2,Apr), 211-217.
Park, Tae H. and Lorne N. Switzer. "Mean Reversion Of Interest-Rate Term Premiums And Profits From Trading Strategies With Treasury Futures Spreads," Journal of Futures Markets, 1996, v16(3,May), 331-352.
Pirrong, Craig. "Market Liquidity And Depth On Computerized And Open Outcry Trading Systems: A Comparison Of DTB And LIFFE Bund Contracts," Journal of Futures Markets, 1996, v16(5,Aug), 519-543.
Rougier, Jonathan. "An Optimal Price Index For Stock Index Futures Contracts," Journal of Futures Markets, 1996, v16(2,Apr), 189-199.
Schneeweis, Thomas, Richard Spurgin and David McCarthy. "Survivor Bias In Commodity Trading Advisor Performance," Journal of Futures Markets, 1996, v16(7,Oct), 757-772.
Sherrick, Bruce J., Philip Garcia and Viswanath Tirupattur. "Recovering Probabilistic Information From Option Markets: Tests Of Distributional Assumptions," Journal of Futures Markets, 1996, v16(5,Aug), 545-560.
Sulganik, Eyal and Itzhak Zilcha. "The Value Of Information In The Presence Of Futures Markets," Journal of Futures Markets, 1996, v16(2,Apr), 227-240.
Thompson, Sarahelen, Philip Garcia and Lynne Dallafior Wildman. "The Demise Of The High Fructose Corn Syrup Futures Contract: A Case Study," Journal of Futures Markets, 1996, v16(6,Sep), 697-724.
Tian, Yisong. "A Reexamination Of Portfolio Insurance: The Use Of Index Put Options," Journal of Futures Markets, 1996, v16(2,Apr), 163-188.
Wilson, Berry, Reena Aggarwal and Carla Inclan. "Detecting Volatility Changes Across The Oil Sector," Journal of Futures Markets, 1996, v16(3,May), 313-330.
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