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Journal of Futures Markets

1981 - 2020

Current editor(s): Robert I. Webb

From John Wiley & Sons, Ltd.
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Volume 5, issue 4, 1985

Hedging against Price Index Inflation with Futures Contracts pp. 489-504 Downloads
Anthony F. Herbst
Reexamination of Normal Backwardation Hypothesis in Futures Markets pp. 505-515 Downloads
Hun Y. Park
The Timing Performance of Small Traders pp. 517-527 Downloads
Eric C. Chang and Richard A. Stevenson
Futures or Cash: Which Market Leads Live Beef Cattle Prices? pp. 529-538 Downloads
Charles M. Oellermann and Paul L. Farris
Pricing Options on Agricultural Futures: Departures from Traditional Theory pp. 539-577 Downloads
Robert J. Hauser and David Neff
Spreading between the Gold and Silver Markets: Is There a Parity? pp. 579-594 Downloads
Christopher K. Ma
Optimal Futures Hedging in the Presence of Asymmetric Information pp. 595-605 Downloads
Nabil T. Khoury and Jean‐Marc Martel
An Efficiency Analysis of the T‐Bond Futures Market pp. 607-620 Downloads
Robert C. Klemkosky and Dennis J. Lasser
A Note: Hedging Market Risk for Capital Investment Projects pp. 621-624 Downloads
Richard J. Dowen
The Foreign Currency Futures Market: Some Reflections on Competitiveness and Growth pp. 625-631 Downloads
Norman S. Fieleke
Futures Trading and the Price Volatility of GNMA Certificates—Further Evidence pp. 633-641 Downloads
Eugene J. Moriarty and Paula A. Tosini
Legal Notes pp. 643-644 Downloads
Ronald J. Horowitz
Futures Bibliography pp. 645-649 Downloads
Robert T. Daigler

Volume 5, issue 3, 1985

Combining price forecasting with hedging of hogs: An evaluation using alternative measures of risk pp. 297-309 Downloads
Matthew Holt and Jon A. Brandt
Wood products futures markets and the reservation price of timber pp. 311-316 Downloads
Peter Berck and Thomas Bible
Variable‐rate loan commitments, deposit withdrawal risk, and anticipatory hedging pp. 317-330 Downloads
G. D. Koppenhaver
Some determinants of the volatility of futures prices pp. 331-348 Downloads
Ronald W. Anderson
Are foreign currency options overvalued? The early experience of the Philadelphia stock exchange pp. 349-359 Downloads
Laurie S. Goodman, Susan Ross and Frederick Schmidt
An empirical analysis of the delivery option, marking to market, and the pricing of treasury bond futures pp. 361-374 Downloads
Simon Benninga and Michael Smirlock
The currency futures market and interbank foreign exchange trading pp. 375-384 Downloads
Eric Clifton
A semi‐strong form test of the efficiency of the treasury bond futures market pp. 385-405 Downloads
Don M. Chance
An empirical analysis of arbitrage opportunities in the treasury bill futures market pp. 407-424 Downloads
Shantaram P. Hegde and Ben Branch
Testing futures market efficiency—A restatement pp. 425-432 Downloads
Edwin Maberly
Dependency and efficiency in the London terminal markets pp. 433-446 Downloads
Peter J. W. N. Bird
A comment on Figlewski's “hedging with stock index futures: Theory and application in a new market” pp. 447-449 Downloads
Ira Kawaller
Comment on Feuerstein's “trading bond spreads in the delivery month” pp. 451-452 Downloads
Stan Jonas
Legal notes pp. 453-454 Downloads
Ronald J. Horowitz
Futures bibliography pp. 455-460 Downloads
Robert T. Daigler
Public futures funds pp. 463-485 Downloads
Scott Irwin and B Brorsen

Volume 5, issue 2, 1985

Public futures funds pp. 149-171 Downloads
Scott Irwin and B Brorsen
An empirical test of a duration‐based hedge: The case of corporate bonds pp. 173-182 Downloads
William J. Landes, John D. Stoffels and James A. Seifert
Hedging with stock index futures: Theory and application in a new market pp. 183-199 Downloads
Stephen Figlewski
Use of three stock index futures in hedging decisions pp. 201-222 Downloads
Joan C. Junkus and Cheng F. Lee
Estimating stock index futures volatility through the prices of their options pp. 223-237 Downloads
Hun Y. Park and R. Stephen Sears
Effects of the Economic Recovery Tax Act of 1981 on futures market volume pp. 239-246 Downloads
Kandice H. Kahl
Pricing options on agricultural futures: An application of the constant elasticity of variance option pricing model pp. 247-258 Downloads
Jin W. Choi and Francis A. Longstaff
An examination of the distribution of futures price changes pp. 259-272 Downloads
Billy P. Helms and Terrence F. Martell
Interest rate volatility, trading volume, and the hedging performance of T‐bond and GNMA futures—A note pp. 273-286 Downloads
Shantaram P. Hegde and Kenneth P. Nunn
Legal notes pp. 287-288 Downloads
Ronald J. Horowitz
Futures bibliography pp. 289-295 Downloads
Robert T. Daigler

Volume 5, issue 1, 1985

Efficiency and efficient trading rules for food and feed grains in the world commodity markets: The Israeli experience pp. 1-10 Downloads
David Bigman and David Goldfarb
The systematic downward bias in live cattle futures: A further evaluation pp. 11-20 Downloads
Darwin M. Pluhar, Carl E. Shafer and Thomas Sporleder
Simple and multiple cross‐hedging of millfeeds pp. 21-28 Downloads
Stephen E. Miller
The degree of price resolution: The case of the gold market pp. 29-43 Downloads
Clifford A. Ball, Walter N. Torous and Adrian Tschoegl
A measure of hedging's performance pp. 45-55 Downloads
Ray D. Nelson and Robert A. Collins
Efficiency of commodity futures: A vector autoregression analysis pp. 57-76 Downloads
Giorgio Canarella and Stephen K. Pollard
Differences between futures and forward prices: A further investigation of the marking‐to‐market effects pp. 77-88 Downloads
Hun Y. Park and Andrew H. Chen
Taxes and the pricing of stock index futures: Empirical results pp. 89-101 Downloads
Bradford Cornell
The economics of performance margins in futures markets pp. 103-112 Downloads
Kandice H. Kahl, Roger D. Rutz and Jeanne C. Sinquefield
Memory in commodity futures contracts: A comment pp. 113-114 Downloads
Nikolaos Milonas, Peter E. Koveos and G. Geoffrey Booth
Conversion factor risk in treasury bond futures: Comment pp. 115-119 Downloads
Robert Jones
On commodity market risk premiums: Additional evidence pp. 121-125 Downloads
Jennefer Baxter, Thomas E. Conine and Maurry Tamarkin
Legal notes pp. 127-129 Downloads
Ronald J. Horowitz
Futures bibliography pp. 131-143 Downloads
Robert T. Daigler
Page updated 2020-08-10