Journal of Futures Markets

1981 - 2025

Current editor(s): Robert I. Webb

From John Wiley & Sons, Ltd.
Bibliographic data for series maintained by Wiley Content Delivery ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 5, issue 4, 1985

Hedging against Price Index Inflation with Futures Contracts pp. 489-504

Anthony F. Herbst

Reexamination of Normal Backwardation Hypothesis in Futures Markets pp. 505-515

Hun Y. Park

The Timing Performance of Small Traders pp. 517-527

Eric C. Chang and Richard A. Stevenson

Futures or Cash: Which Market Leads Live Beef Cattle Prices? pp. 529-538

Charles M. Oellermann and Paul L. Farris

Pricing Options on Agricultural Futures: Departures from Traditional Theory pp. 539-577

Robert J. Hauser and David Neff

Spreading between the Gold and Silver Markets: Is There a Parity? pp. 579-594

Christopher K. Ma

Optimal Futures Hedging in the Presence of Asymmetric Information pp. 595-605

Nabil T. Khoury and Jean‐Marc Martel

An Efficiency Analysis of the T‐Bond Futures Market pp. 607-620

Robert C. Klemkosky and Dennis J. Lasser

A Note: Hedging Market Risk for Capital Investment Projects pp. 621-624

Richard J. Dowen

The Foreign Currency Futures Market: Some Reflections on Competitiveness and Growth pp. 625-631

Norman S. Fieleke

Futures Trading and the Price Volatility of GNMA Certificates—Further Evidence pp. 633-641

Eugene J. Moriarty and Paula A. Tosini

Legal Notes pp. 643-644

Ronald J. Horowitz

Futures Bibliography pp. 645-649

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

Matthew Holt and Jon A. Brandt

Wood products futures markets and the reservation price of timber pp. 311-316

Peter Berck and Thomas Bible

Variable‐rate loan commitments, deposit withdrawal risk, and anticipatory hedging pp. 317-330

G. D. Koppenhaver

Some determinants of the volatility of futures prices pp. 331-348

Ronald W. Anderson

Are foreign currency options overvalued? The early experience of the Philadelphia stock exchange pp. 349-359

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

Simon Benninga and Michael Smirlock

The currency futures market and interbank foreign exchange trading pp. 375-384

Eric Clifton

A semi‐strong form test of the efficiency of the treasury bond futures market pp. 385-405

Don M. Chance

An empirical analysis of arbitrage opportunities in the treasury bill futures market pp. 407-424

Shantaram P. Hegde and Ben Branch

Testing futures market efficiency—A restatement pp. 425-432

Edwin Maberly

Dependency and efficiency in the London terminal markets pp. 433-446

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

Ira Kawaller

Comment on Feuerstein's “trading bond spreads in the delivery month” pp. 451-452

Stan Jonas

Legal notes pp. 453-454

Ronald J. Horowitz

Futures bibliography pp. 455-460

Robert T. Daigler

Public futures funds pp. 463-485

Scott Irwin and B Brorsen

Volume 5, issue 2, 1985

Public futures funds pp. 149-171

Scott Irwin and B Brorsen

An empirical test of a duration‐based hedge: The case of corporate bonds pp. 173-182

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

Stephen Figlewski

Use of three stock index futures in hedging decisions pp. 201-222

Joan C. Junkus and Cheng F. Lee

Estimating stock index futures volatility through the prices of their options pp. 223-237

Hun Y. Park and R. Stephen Sears

Effects of the Economic Recovery Tax Act of 1981 on futures market volume pp. 239-246

Kandice H. Kahl

Pricing options on agricultural futures: An application of the constant elasticity of variance option pricing model pp. 247-258

Jin W. Choi and Francis A. Longstaff

An examination of the distribution of futures price changes pp. 259-272

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

Shantaram P. Hegde and Kenneth P. Nunn

Legal notes pp. 287-288

Ronald J. Horowitz

Futures bibliography pp. 289-295

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

David Bigman and David Goldfarb

The systematic downward bias in live cattle futures: A further evaluation pp. 11-20

Darwin M. Pluhar, Carl E. Shafer and Thomas Sporleder

Simple and multiple cross‐hedging of millfeeds pp. 21-28

Stephen E. Miller

The degree of price resolution: The case of the gold market pp. 29-43

Clifford A. Ball, Walter N. Torous and Adrian Tschoegl

A measure of hedging's performance pp. 45-55

Ray D. Nelson and Robert A. Collins

Efficiency of commodity futures: A vector autoregression analysis pp. 57-76

Giorgio Canarella and Stephen K. Pollard

Differences between futures and forward prices: A further investigation of the marking‐to‐market effects pp. 77-88

Hun Y. Park and Andrew H. Chen

Taxes and the pricing of stock index futures: Empirical results pp. 89-101

Bradford Cornell

The economics of performance margins in futures markets pp. 103-112

Kandice H. Kahl, Roger D. Rutz and Jeanne C. Sinquefield

Memory in commodity futures contracts: A comment pp. 113-114

Nikolaos Milonas, Peter E. Koveos and G. Geoffrey Booth

Conversion factor risk in treasury bond futures: Comment pp. 115-119

Robert Jones

On commodity market risk premiums: Additional evidence pp. 121-125

Jennefer Baxter, Thomas E. Conine and Maurry Tamarkin

Legal notes pp. 127-129

Ronald J. Horowitz

Futures bibliography pp. 131-143

Robert T. Daigler