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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 4, issue 4, 1984

Country hedging for real income stabilization: A case study of south korea and egypt pp. 449-464 Downloads
Kathryn M. Gordon and Gordon Rausser
Can chartists outperform the market? market efficiency tests for “technical analysis” pp. 465-478 Downloads
Salih Neftci and Andrew J. Policano
Futures contract options pp. 479-490 Downloads
George S. Oldfield and Carlos E. Rovira
Options of futures: Pricing and the effect of an anticipated price change pp. 491-512 Downloads
Avner Wolf
Risk and returns from alternative marketing strategies for corn producers pp. 513-530 Downloads
Larry J. Martin and David Hope
Stable distributions, futures prices, and the measurement of trading performance pp. 531-557 Downloads
Ronald W. Cornew, Donald E. Town and Lawrence D. Crowson
Memory in commodity futures contracts pp. 559-567 Downloads
Billy P. Helms, Fred R. Kaen and Robert Rosenman
Treasury bond futures delivery bias pp. 569-577 Downloads
James F. Meisner and John W. Labuszewski
Trading bond spreads in the delivery month pp. 579-583 Downloads
Jay R. Feuerstein
Legal notes pp. 585-586 Downloads
Ronald J. Horowitz
Futures bibliography pp. 587-589 Downloads
Robert T. Daigler

Volume 4, issue 3, 1984

Futures markets: Their purpose, their history, their growth, their successes and failures pp. 237-271 Downloads
Dennis Carlton
Customer protection in futures and securities markets pp. 273-295 Downloads
Daniel R. Fischel and Sanford Grossman
The regulation of futures contract innovations in the united states pp. 297-332 Downloads
Ronald W. Anderson
A legal and economic analysis of manipulation in futures markets pp. 333-366 Downloads
Linda N. Edwards and Franklin R. Edwards
Regulatory structure in futures markets: Jurisdictional competition between the sec, the cftc, and other agencies pp. 367-384 Downloads
Edward Kane
Margins and market integrity: Margin setting for stock index futures and options pp. 385-416 Downloads
Stephen Figlewski
The impact of financial futures and options on capital formation pp. 417-447 Downloads
Dwight M. Jaffee

Volume 4, issue 2, 1984

Cash‐and‐carry trading and the pricing of treasury bill futures pp. 115-123 Downloads
Ira G. Kawaller and Timothy W. Koch
The behavior of event‐related returns on oil futures contracts pp. 125-132 Downloads
Dennis W. Draper
Intertemporal price volatility of foreign currency futures contracts pp. 133-140 Downloads
Robert M. Eldridge
Profitable hedging opportunities and risk premiums for producers in live cattle and live hog futures markets pp. 141-154 Downloads
Marvin L. Hayenga, Dennis D. Dipietre, J. Marvin Skadberg and Ted Schroeder
The optimal hedge ratio in unbiased futures markets pp. 155-159 Downloads
Simon Benninga, Rafael Eldor and Itzhak Zilcha
The cheapest deliverable bond for the cbt treasury bond futures contract pp. 161-172 Downloads
Miles Livingston
An immunization strategy for futures contracts on government securities pp. 173-187 Downloads
Donald R. Chambers
Risk premiums in futures markets: An empirical investigation pp. 189-211 Downloads
Jacques Raynauld and Jacques Tessier
The mexican peso and the chicago international money market: A case. Study in foreign currency futures pp. 213-224 Downloads
Joseph E. Finnerty
Removing bias in duration based hedging models: A note pp. 225-228 Downloads
Gerald D. Gay and Robert W. Kolb
Legal notes pp. 229-230 Downloads
Ronald J. Horowitz
Futures bibliography pp. 231-234 Downloads
Robert T. Daigler

Volume 4, issue 1, 1984

Reducing inter‐temporal risk in financial futures hedging pp. 1-13 Downloads
Mark Pitts and Robert W. Kopprasch
Random processes in prices and technical analysis pp. 15-23 Downloads
William G. Tomek and Scott F. Querin
Does the treasury bond futures market destabilize the treasury bond cash market? pp. 25-38 Downloads
Gary A. Bortz
Spread volatility in commodity futures: The length effect pp. 39-46 Downloads
Mark G. Castelino and Ashok Vora
Macro versus micro futures hedges at commercial banks pp. 47-54 Downloads
Robert W. Kolb, Stephen G. Timme and Gerald D. Gay
Conversion factor risk and hedging in the treasury‐bond futures market pp. 55-64 Downloads
Alex Kane and Alan J. Marcus
Techniques for making decisions under uncertainty pp. 65-73 Downloads
Fred Gehm
Equivalent delivery procedures for gnma futures contracts and options pp. 75-85 Downloads
Walter L. Eckardt
Stock index futures contracts and separability of returns pp. 87-102 Downloads
Anthony F. Herbst and Nicholas O. Ordway
Legal notes pp. 103-104 Downloads
Ronald J. Horowitz
Futures bibliography pp. 105-109 Downloads
Robert T. Diagler

Volume 3, issue 4, 1983

Hedging corporate debt with U.S. treasury bond futures pp. 345-353 Downloads
Robert C. Kuberek and Norman G. Pefley
Designing spreads in forward exchange contracts and foreign exchange futures pp. 355-368 Downloads
Michael Adler
The clearing association in futures markets: Guarantor and regulator pp. 369-392 Downloads
Franklin R. Edwards
Allocating nonreported futures commitments pp. 393-401 Downloads
Ronald W. Ward and Robert M. Behr
Hedging performance of GNMA futures under rising and falling interest rates pp. 403-413 Downloads
Joanne Hill, Joseph Liro and Thomas Schneeweis
Accounting for interest rate futures in bank asset‐liability management pp. 415-427 Downloads
Laurie S. Goodman and Martha J. Langer
Cross hedging CDs with treasury bill futures pp. 429-438 Downloads
Andrew J. Senchack and John C. Easterwood
Pricing commodities when both price and output are uncertain pp. 439-450 Downloads
Robert M. Conroy and Richard J. Rendleman
Cash settlement of futures contracts: An economic analysis pp. 451-472 Downloads
Kenneth D. Carbade and William L. Silber
Fred Gehm, Commodity Market Money Management, John Wiley and Sons, New York, 1983, 361 pp pp. 473-474 Downloads
Perry J. Kaufman
Legal notes pp. 475-476 Downloads
Ronald J. Horowitz
Futures bibliography pp. 477-479 Downloads
Robert T. Daigler

Volume 3, issue 3, 1983

The impact of the Futures Trading Act of 1982 upon commodity regulation pp. 235-258 Downloads
Jeffrey S. Rosen
Preference space evaluation of trading system performance pp. 259-281 Downloads
Norman D. Strahm
Commercial banks and interest rate futures: A hedging survey pp. 283-293 Downloads
E. Theodore Veit and Wallace W. Reiff
Stability and the hedging performance of foreign currency futures pp. 295-305 Downloads
Theoharry Grammatikos and Anthony Saunders
The forward pricing efficiency of the live cattle futures market pp. 307-319 Downloads
G. D. Koppenhaver
Futures market efficiency and the time content of the information sets pp. 321-334 Downloads
David Bigman, David Goldfarb and Edna Schechtman
A note on the design of commodity option contracts: A reply pp. 335-338 Downloads
Michael R. Asay
Legal notes pp. 339-340 Downloads
Ronald J. Horowitz
Futures bibliography pp. 341-344 Downloads
Robert T. Daigler

Volume 3, issue 2, 1983

Commercial use and speculative measures of the livestock commodity futures markets pp. 113-135 Downloads
Raymond M. Leuthold
A note on hedging and solvency: The case of a phoenix pp. 137-141 Downloads
Jack M. Guttentag
Foreign exchange options pp. 143-166 Downloads
Ian H. Giddy
An overview of the USDA crop and livestock information system pp. 167-176 Downloads
Walter Spilka
Interest rate risk, prepayment risk, and the futures market hedging strategies of financial intermediaries pp. 177-184 Downloads
Carl Alan Batlin
The phased‐in money market certificate hedge pp. 185-190 Downloads
Jeffrey K. Speakes
Futures markets in transition: The uneasy balance between government and self‐regulation pp. 191-206 Downloads
Franklin R. Edwards
Futures trading liquidity: An application of a futures trading model pp. 207-224 Downloads
Ronald W. Ward and Robert M. Behr
Comment on “Usefulness of Treasury Bill Futures As Hedging Instruments” pp. 225-226 Downloads
David H. Goldenberg
Legal notes pp. 227-229 Downloads
Ronald J. Horowitz
Futures Bibliography pp. 231-234 Downloads
Robert T. Daigler

Volume 3, issue 1, 1983

The pricing of stock index futures pp. 1-14 Downloads
Bradford Cornell and Kenneth R. French
The relationship between spot and futures prices in stock index futures markets: Some preliminary evidence pp. 15-41 Downloads
David M. Modest and Mahadevan Sundaresan
A note on the design of commodity options contracts: A comment pp. 43-46 Downloads
Robert McDonald and Daniel Siegel
Observations on the relationship between agricultural commodity prices and real interest rates pp. 47-54 Downloads
Bruce A. Scherr and Howard C. Madsen
The performance of live cattle futures as predictors of subsequent spot prices pp. 55-63 Downloads
Robert W. Kolb and Gerald D. Gay
The effect of the tax treatment of treasury‐bill futures on their rates pp. 65-73 Downloads
Marcelle Arak
A fundamental overview of the energy futures market pp. 75-100 Downloads
David J. Hirschfeld
Legal Notes pp. 101-102 Downloads
Ronald J. Horowitz
Futures Bibliography pp. 103-109 Downloads
Robert T. Daigler
Page updated 2020-08-03