Journal of Futures Markets

1981 - 2025

Current editor(s): Robert I. Webb

From John Wiley & Sons, Ltd.
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The use of crude oil futures by the governments of oil‐producing states pp. 603-617: James A. Overdahl
Alternative instruments for hedging inflation risk in the banking industry pp. 619-636: G. D. Koppenhaver and Cheng F. Lee
The inventory effect in commodity futures markets: An empirical study pp. 637-652: Da‐Hsiang Donald Lien
Risk premiums in financial futures markets: The case of treasury bond futures pp. 653-662: Mark S. Rzepczynski
Measuring hedging effectiveness in a traditional one‐periodic portfolio framework pp. 663-674: Øystein Gjerde
Hedging mortgage‐backed securities with treasury bond futures pp. 675-693: Carl A. Batlin
Empirical tests of the efficiency of the currency futures options market pp. 695-703: Joseph P. Ogden and Alan L. Tucker
Are petroleum futures prices good predictors of cash value? pp. 705-719: Anthony E. Bopp and Scott Sitzer
Futures bibliography pp. 721-726: Robert T. Daigler

Hedging dividend capture strategies with stock index futures pp. 471-481: David A. Dubofsky
Volume determination in stock and stock index futures markets: An analysis of arbitrage and volatility effects pp. 483-496: John J. Merrick
An analysis of trading and nontrading period returns for the value line composite index; spot versus futures: A note pp. 497-500: Edwin Maberly
Oil prices and energy futures pp. 501-518: K. C. Chen, R. Stephen Sears and Dah‐Nein Tzang
Hedging australian wheat exports using futures markets pp. 519-533: Terence C. Sheales and William G. Tomek
Transactions data tests of the black model for soybean futures options pp. 535-554: James V. Jordan, William E. Seale, Nancy C. McCabe and David E. Kenyon
Chernobyl, commodities, and chaos: An examination of the reaction of commodity futures prices to evolving information pp. 555-569: Stephen Pruitt, Wuttipan Tawarangkoon and K. C. John Wei
The effects of USDA crop announcements on commodity prices pp. 571-589: Nikolaos Milonas
A note on the factors affecting technical trading system returns pp. 591-595: Scott Irwin and B Brorsen
Futures bibliography pp. 597-601: Robert T. Daigler

The municipal‐treasury futures spread pp. 355-371: Marcelle Arak, Raj Daryanani, Philip Fischer and Laurie Goodman
Investigation of a lead‐lag relationship between spot stock indices and their futures contracts pp. 373-381: Anthony F. Herbst, Joseph P. McCormack and Elizabeth N. West
Futures, spots, stocks and bonds: Multi‐asset portfolio analysis pp. 383-395: Haim Levy
“Golden turtle tracks”: In search of unexploited profits in gold spreads pp. 397-412: Geoffrey Poitras
An analysis of cash and futures prices in the delivery period of maturing contracts in the coffee “c” market, 1972–1981 pp. 413-441: Frieda W. Shaviro
A portfolio approach to optimal hedging for a commercial cattle feedlot pp. 443-457: Paul E. Peterson and Raymond M. Leuthold
Broker—customer arbitration: An attractive alternative to litigation pp. 459-460: Frederick L. White and William L. Stein
Futures bibliography pp. 461-468: Robert T. Daigler

Determinants of trading volume in futures markets pp. 233-244: Terrence F. Martell and Avner S. Wolf
The efficiency of foreign exchange futures markets in turbulent and non‐turbulent periods pp. 245-267: Debra Glassman
Treasury bond futures: Valuing the delivery options pp. 269-286: Marcelle Arak and Laurie S. Goodman
Commodity futures price changes: Recent evidence for wheat, soybeans and live cattle pp. 287-301: Michael A. Hudson, Raymond M. Leuthold and Gboroton F. Sarassoro
The effect of coupon level on treasury bond futures delivery pp. 303-309: Miles Livingston
Commodity futures risk premium and unstable systematic risk pp. 311-326: Jacky C. So
A note: Debunking the myth of the risk‐free return pp. 327-331: Ira G. Kawaller
A note on volatility and pricing of futures options during choppy markets pp. 333-337: Robert I. Webb
Book review pp. 339-340: Perry J. Kaufman
New off‐exchange futures‐related instruments: Modern day “bucket shops” or legitimate products pp. 341-344: Frederick L. White and William L. Stein
Futures bibliography pp. 345-350: Robert T. Daigler

A portfolio approach to optimal hedging for a commercial cattle feedlot pp. 119-133: Raymond M. Leuthold and Paul E. Peterson
Comparison of analytical approaches for estimating hedge ratios for agricultural commodities pp. 135-146: Harvey J. Witt, Ted Schroeder and Marvin L. Hayenga
Hedging mispriced options pp. 147-156: Avner Wolf, Mark Castelino and Jack Clark Francis
Stock effects and seasonality in the fcoj futures basis pp. 157-167: William M. Malick and Ronald W. Ward
An investigation into seasonality in the futures market pp. 169-181: Gerald D. Gay and Tae‐Hyuk Kim
Analysis of profit margin hedging strategies for hog producers pp. 183-202: David Kenyon and John Clay
Futures trading and oil market conditions pp. 203-221: Douglas R. Bohi and Michael Toman
Futures bibliography pp. 223-229: Robert T. Daigler

Systematic risk, dividend yield and the hedging performance of stock index futures pp. 1-13: Robert Jennings and David Graham
Marking‐to‐market, stochastic interest rates and discounts on stock index futures pp. 15-20: Jack S. K. Chang and Jean C. H. Loo
An application of arbitrage pricing theory to futures markets: Tests of normal backwardation pp. 21-34: Michael C. Ehrhardt, James V. Jordan and Ralph A. Walkling
Hedging interest rate risk in banking pp. 35-47: David R. Goldfarb
Option expirations and treasury bond futures prices pp. 49-64: Anand K. Bhattacharya
Application of a simplified hedging rule pp. 65-72: Gary E. Bond, Stanley Thompson and Benny M. S. Lee
Factors affecting agricultural futures price variance pp. 73-91: David Kenyon, Kenneth Kling, Jim Jordan, William Seale and Nancy McCabe
Funds protections: An overview of what happens when a commodity broker becomes insolvent pp. 93-101: William F. Tueting and Christopher Q. King
Stable distributions, futures prices, and the measurement of trading performance: A reply pp. 103-107: J. Austin Murphy
Legal and regulatory developments. The exchange‐trading requirement of the commodity exchange act pp. 109-110: Frederick L. White
Futures bibliography pp. 111-113: Robert T. Daigler