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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 2, issue 4, 1982

Are t‐bill futures good forecasters of interest rates? pp. 305-315 Downloads
Charles T. Howard
Do futures markets help intertemporal allocation of resources? pp. 317-332 Downloads
Eugene Kroch
Forward pricing feeder pigs pp. 333-340 Downloads
Stephen E. Miller
The impact of interest rate level and volatility on the performance of interest rate hedges pp. 341-356 Downloads
Shantaram P. Hegde
The effect of futures trading on the price volatility of gnma securities pp. 357-366 Downloads
W. Gary Simpson and Timothy C. Ireland
Cash price variation in the live beef cattle market: The causal role of futures trade pp. 367-389 Downloads
Robert Weaver and Aniruddha Banerjee
Fundamentals of commodity options on futures pp. 391-408 Downloads
Avner Wolf
A note on net and double gains, or losses, in spreading operations pp. 409-414 Downloads
P. Laborde
Comment on: “futures markets and the supply of storage with rational expectations” pp. 415-417 Downloads
George M. Furstenberg
Legal notes pp. 419-420 Downloads
Ronald J. Horowitz
Futures bibliography pp. 421-428 Downloads
Robert T. Daigler

Volume 2, issue 3, 1982

Are there arbitrage opportunities in the treasury‐bond futures market? pp. 217-229 Downloads
Robert W. Kolb, Gerald D. Gay and James V. Jordan
An immunized‐hedge procedure for bond futures pp. 231-242 Downloads
Don M. Chance
The efficacy of hedging with financial futures: A historical perspective pp. 243-254 Downloads
Bruce N. Wardrep and James F. Buck
Futures markets and the supply of storage with rational expectations pp. 255-260 Downloads
Ronald Britto
Issues in futures markets: A survey pp. 261-294 Downloads
Avraham Kamara
Legal notes pp. 295-296 Downloads
Ronald J. Horowitz
Futures bibliography pp. 297-303 Downloads
Robert T. Daigler

Volume 2, issue 2, 1982

Foreword pp. 119-119 Downloads
Mark J. Powers
Alternative techniques for cross‐hedging wholesale beef prices pp. 121-129 Downloads
Stephen E. Miller and Dawson B. Luke
Hedging wholesale meat prices: Analysis of basis risk pp. 131-140 Downloads
Marvin L. Hayenga and Dennis D. Dipietre
Options, futures, and business risk pp. 141-149 Downloads
James F. Gammill and James M. Stone
Managing foreign interest rate risk pp. 151-158 Downloads
Robert W. Kolb, Gerald D. Gay and James V. Jordan
Ex ante evidence of backwardation/contango in commodities futures markets pp. 159-168 Downloads
Thomas J. O'Brien and Peter M. Schwarz
Comment on “ex ante evidence of backwardation/contango in commodities futures markets” pp. 169-173 Downloads
John F. Wilson
Gold and the “weekend effect” pp. 175-182 Downloads
Clifford A. Ball, Walter N. Torous and Adrian Tschoegl
Restructuring the maturity of regulated deposits with treasury‐bill futures pp. 183-193 Downloads
Rodney L. Jacobs
Basis speculation in commodity futures: The maturity effect pp. 195-206 Downloads
Mark G. Castelino and Jack Clark Francis
Smith and jacobson VS. IRS pp. 207-208 Downloads
Ronald J. Horowitz
Futures bibliography pp. 209-216 Downloads
Robert T. Daigler

Volume 2, issue 1, 1982

A note on the design of commodity option contracts pp. 1-7 Downloads
Michael R. Asay
Effectiveness of hedging in potato futures pp. 9-18 Downloads
Kandice H. Kahl and William G. Tomek
A comment on greenstone's “the coffee cartel: Manipulation in the public interest” pp. 19-24 Downloads
John Edmunds
Treasury‐bill futures market: A formulation and interpretation pp. 25-49 Downloads
Brian G. Chow and David J. Brophy
Tandem t‐bill and cd spreads pp. 51-61 Downloads
Thomas Eric Kilcollin
The economics of futures and options contracts based on cash settlement pp. 63-82 Downloads
Frank J. Jones
Potential hedging use of a futures contract based on a composite stock index pp. 83-103 Downloads
Paula A. Tosini and Eugene J. Moriarty
The delivery period and daily price limits: A comment pp. 105-105 Downloads
Edwin Maberly
Economic considerations in the use of interest rate futures pp. 107-116 Downloads
Charles T. Franckle and Andrew J. Senchack

Volume 1, issue 4, 1981

Spreads: Tails, turtles, and all that pp. 565-596 Downloads
Frank J. Jones
Hedging money market CDs with treasury‐bill futures pp. 597-606 Downloads
Jack W. Parker and Robert T. Daigler
Financial futures, bank portfolio risk, and accounting pp. 607-618 Downloads
Michael R. Asay, Gisela A. Gonzalez and Benjamin Wolkowitz
Silver price volatility: A perspective on the july 1979‐april 1980 period pp. 619-647 Downloads
Theodore M. Barnhill and James A. Powell
Application of statistical methodology to the evaluation of timing devices in commodities trading pp. 649-656 Downloads
Jeffrey S. Simonoff
Proposed amendment of section 4d(2) of the commodity exchange act: Concerning investment of customer funds pp. 657-658 Downloads
Leslie A. Blau and James S. Barber
A note on the hedging effectiveness of foreign currency futures pp. 659-664 Downloads
Joanne Hill and Thomas Schneeweis

Volume 1, issue 3, 1981

Cash settlement for futures contracts based on common stock indices: An economic and legal perspective pp. 291-301 Downloads
Terrence F. Martell and Jerrold E. Salzman
The relationship between volume and price variability in futures markets pp. 303-316 Downloads
Bradford Cornell
Fiduciaries and futures pp. 317-328 Downloads
Willard R. Phillips
Measuring the operational costs of dual trading: An analytical framework pp. 329-336 Downloads
Kenneth L. Stanley
The effect of inflation on the rules of futures exchanges: A case study of the chicago mercantile exchange pp. 337-345 Downloads
Michael Gorham
A report on the systematic downward bias in live cattle futures prices pp. 347-358 Downloads
John W. Helmuth
The systematic downward bias in live cattle futures: An evaluation pp. 359-366 Downloads
Lennart A. Palme and James Graham
Low‐frequency filters in seasonal analysis pp. 367-378 Downloads
David Handmaker
Usefulness of treasury bill futures as hedging instruments pp. 379-387 Downloads
Paul Cicchetti, Charles Dale and Anthony J. Vignola
Comment on “usefulness of treasury bill futures as hedging instruments” pp. 389-391 Downloads
James Kurt Dew
Optimal versus naive buy‐hedging with t‐bill futures pp. 393-403 Downloads
Terry S. Maness
The futures market: Liquidity and the technique of spreading pp. 405-411 Downloads
Leo Melamed
Commodity Futures Markets and the Law of One Price, by Arvind K. Jain, Michigan International Business Studies, No. 16, Division of Research, Graduate School of Business Administration, University of Michigan, Ann Arbor, 1980 pp. 413-414 Downloads
P. J. Kaufman

Volume 1, issue 2, 1981

Foreword pp. 105-105 Downloads
Franklin R. Edwards
Futures markets: Some theoretical perspectives pp. 107-115 Downloads
Kenneth Arrow
Principles of the regulation of futures markets pp. 117-121 Downloads
James M. Stone
Innovation, competition, and new contract design in futures markets pp. 123-155 Downloads
William L. Silber
Comments on “innovation, competition, and new contract design in futures markets” pp. 157-159 Downloads
Gary L. Seevers
Comments on “innovation, competition, and new contract design in futures markets” pp. 161-167 Downloads
James Kurt Dew
Financial futures markets: Is more regulation needed? pp. 169-189 Downloads
Phillip Cagan
Comments on “financial futures markets: Is more regulation needed?” pp. 191-192 Downloads
Kenneth C. Froewiss
Comments on “financial futures markets: Is more regulation needed?” pp. 193-199 Downloads
Frederick M. Struble
The regulation of futures and forward trading by depository institutions: A legal and economic analysis pp. 201-218 Downloads
Franklin R. Edwards
Comments on “the regulation of futures and forward trading by depository institutions: A legal and economic analysis” pp. 219-223 Downloads
Owen Carney
Margins and futures contracts pp. 225-253 Downloads
Lester G. Telser
Comments on “margins and futures contracts” pp. 255-257 Downloads
Galen Burghardt and Donald L. Kohn
Comments on “margins and futures contracts” pp. 259-264 Downloads
Ronald Anderson
The economics of hedging and spreading in futures markets pp. 265-286 Downloads
Myron Scholes
Comments on “the economics of hedging and spreading futures markets” pp. 287-289 Downloads
Anne E. Peck

Volume 1, issue 1, 1981

From the editors pp. 1-2 Downloads
Mark J. Powers and Perry J. Kaufman
The coffee cartel: Manipulation in the public interest pp. 3-16 Downloads
Wayne D. Greenstone
Safety‐adjusted performance evaluation pp. 17-31 Downloads
P. J. Kaufman
The integration of the cash and futures markets for treasury securities pp. 33-57 Downloads
Frank J. Jones
The hedging rationale for a stock index futures contract pp. 59-76 Downloads
Neil S. Weiner
The hedging effectiveness of currency futures markets pp. 77-88 Downloads
Charles Dale
Newspaper articles and their impact on commodity price formation case study: Copper pp. 89-91 Downloads
Norman E. Frey and John W. Labuszewski
Identifying seasonality in futures prices using X‐11 pp. 93-101 Downloads
Richard Vaughn, Marvin Kelly and Frank Hochheimer
Page updated 2020-08-03