Journal of Futures Markets

1981 - 2025

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

Kathryn M. Gordon and Gordon Rausser

Can chartists outperform the market? market efficiency tests for “technical analysis” pp. 465-478

Salih Neftci and Andrew J. Policano

Futures contract options pp. 479-490

George S. Oldfield and Carlos E. Rovira

Options of futures: Pricing and the effect of an anticipated price change pp. 491-512

Avner Wolf

Risk and returns from alternative marketing strategies for corn producers pp. 513-530

Larry J. Martin and David Hope

Stable distributions, futures prices, and the measurement of trading performance pp. 531-557

Ronald W. Cornew, Donald E. Town and Lawrence D. Crowson

Memory in commodity futures contracts pp. 559-567

Billy P. Helms, Fred R. Kaen and Robert Rosenman

Treasury bond futures delivery bias pp. 569-577

James F. Meisner and John W. Labuszewski

Trading bond spreads in the delivery month pp. 579-583

Jay R. Feuerstein

Legal notes pp. 585-586

Ronald J. Horowitz

Futures bibliography pp. 587-589

Robert T. Daigler

Volume 4, issue 3, 1984

Futures markets: Their purpose, their history, their growth, their successes and failures pp. 237-271

Dennis Carlton

Customer protection in futures and securities markets pp. 273-295

Daniel R. Fischel and Sanford Grossman

The regulation of futures contract innovations in the united states pp. 297-332

Ronald W. Anderson

A legal and economic analysis of manipulation in futures markets pp. 333-366

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

Edward Kane

Margins and market integrity: Margin setting for stock index futures and options pp. 385-416

Stephen Figlewski

The impact of financial futures and options on capital formation pp. 417-447

Dwight M. Jaffee

Volume 4, issue 2, 1984

Cash‐and‐carry trading and the pricing of treasury bill futures pp. 115-123

Ira G. Kawaller and Timothy W. Koch

The behavior of event‐related returns on oil futures contracts pp. 125-132

Dennis W. Draper

Intertemporal price volatility of foreign currency futures contracts pp. 133-140

Robert M. Eldridge

Profitable hedging opportunities and risk premiums for producers in live cattle and live hog futures markets pp. 141-154

Marvin L. Hayenga, Dennis D. Dipietre, J. Marvin Skadberg and Ted Schroeder

The optimal hedge ratio in unbiased futures markets pp. 155-159

Simon Benninga, Rafael Eldor and Itzhak Zilcha

The cheapest deliverable bond for the cbt treasury bond futures contract pp. 161-172

Miles Livingston

An immunization strategy for futures contracts on government securities pp. 173-187

Donald R. Chambers

Risk premiums in futures markets: An empirical investigation pp. 189-211

Jacques Raynauld and Jacques Tessier

The mexican peso and the chicago international money market: A case. Study in foreign currency futures pp. 213-224

Joseph E. Finnerty

Removing bias in duration based hedging models: A note pp. 225-228

Gerald D. Gay and Robert W. Kolb

Legal notes pp. 229-230

Ronald J. Horowitz

Futures bibliography pp. 231-234

Robert T. Daigler

Volume 4, issue 1, 1984

Reducing inter‐temporal risk in financial futures hedging pp. 1-13

Mark Pitts and Robert W. Kopprasch

Random processes in prices and technical analysis pp. 15-23

William G. Tomek and Scott F. Querin

Does the treasury bond futures market destabilize the treasury bond cash market? pp. 25-38

Gary A. Bortz

Spread volatility in commodity futures: The length effect pp. 39-46

Mark G. Castelino and Ashok Vora

Macro versus micro futures hedges at commercial banks pp. 47-54

Robert W. Kolb, Stephen G. Timme and Gerald D. Gay

Conversion factor risk and hedging in the treasury‐bond futures market pp. 55-64

Alex Kane and Alan J. Marcus

Techniques for making decisions under uncertainty pp. 65-73

Fred Gehm

Equivalent delivery procedures for gnma futures contracts and options pp. 75-85

Walter L. Eckardt

Stock index futures contracts and separability of returns pp. 87-102

Anthony F. Herbst and Nicholas O. Ordway

Legal notes pp. 103-104

Ronald J. Horowitz

Futures bibliography pp. 105-109

Robert T. Diagler

Volume 3, issue 4, 1983

Hedging corporate debt with U.S. treasury bond futures pp. 345-353

Robert C. Kuberek and Norman G. Pefley

Designing spreads in forward exchange contracts and foreign exchange futures pp. 355-368

Michael Adler

The clearing association in futures markets: Guarantor and regulator pp. 369-392

Franklin R. Edwards

Allocating nonreported futures commitments pp. 393-401

Ronald W. Ward and Robert M. Behr

Hedging performance of GNMA futures under rising and falling interest rates pp. 403-413

Joanne Hill, Joseph Liro and Thomas Schneeweis

Accounting for interest rate futures in bank asset‐liability management pp. 415-427

Laurie S. Goodman and Martha J. Langer

Cross hedging CDs with treasury bill futures pp. 429-438

Andrew J. Senchack and John C. Easterwood

Pricing commodities when both price and output are uncertain pp. 439-450

Robert M. Conroy and Richard J. Rendleman

Cash settlement of futures contracts: An economic analysis pp. 451-472

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

Perry J. Kaufman

Legal notes pp. 475-476

Ronald J. Horowitz

Futures bibliography pp. 477-479

Robert T. Daigler

Volume 3, issue 3, 1983

The impact of the Futures Trading Act of 1982 upon commodity regulation pp. 235-258

Jeffrey S. Rosen

Preference space evaluation of trading system performance pp. 259-281

Norman D. Strahm

Commercial banks and interest rate futures: A hedging survey pp. 283-293

E. Theodore Veit and Wallace W. Reiff

Stability and the hedging performance of foreign currency futures pp. 295-305

Theoharry Grammatikos and Anthony Saunders

The forward pricing efficiency of the live cattle futures market pp. 307-319

G. D. Koppenhaver

Futures market efficiency and the time content of the information sets pp. 321-334

David Bigman, David Goldfarb and Edna Schechtman

A note on the design of commodity option contracts: A reply pp. 335-338

Michael R. Asay

Legal notes pp. 339-340

Ronald J. Horowitz

Futures bibliography pp. 341-344

Robert T. Daigler

Volume 3, issue 2, 1983

Commercial use and speculative measures of the livestock commodity futures markets pp. 113-135

Raymond M. Leuthold

A note on hedging and solvency: The case of a phoenix pp. 137-141

Jack M. Guttentag

Foreign exchange options pp. 143-166

Ian H. Giddy

An overview of the USDA crop and livestock information system pp. 167-176

Walter Spilka

Interest rate risk, prepayment risk, and the futures market hedging strategies of financial intermediaries pp. 177-184

Carl Alan Batlin

The phased‐in money market certificate hedge pp. 185-190

Jeffrey K. Speakes

Futures markets in transition: The uneasy balance between government and self‐regulation pp. 191-206

Franklin R. Edwards

Futures trading liquidity: An application of a futures trading model pp. 207-224

Ronald W. Ward and Robert M. Behr

Comment on “Usefulness of Treasury Bill Futures As Hedging Instruments” pp. 225-226

David H. Goldenberg

Legal notes pp. 227-229

Ronald J. Horowitz

Futures Bibliography pp. 231-234

Robert T. Daigler

Volume 3, issue 1, 1983

The pricing of stock index futures pp. 1-14

Bradford Cornell and Kenneth French

The relationship between spot and futures prices in stock index futures markets: Some preliminary evidence pp. 15-41

David M. Modest and Mahadevan Sundaresan

A note on the design of commodity options contracts: A comment pp. 43-46

Robert McDonald and Daniel Siegel

Observations on the relationship between agricultural commodity prices and real interest rates pp. 47-54

Bruce A. Scherr and Howard C. Madsen

The performance of live cattle futures as predictors of subsequent spot prices pp. 55-63

Robert W. Kolb and Gerald D. Gay

The effect of the tax treatment of treasury‐bill futures on their rates pp. 65-73

Marcelle Arak

A fundamental overview of the energy futures market pp. 75-100

David J. Hirschfeld

Legal Notes pp. 101-102

Ronald J. Horowitz

Futures Bibliography pp. 103-109

Robert T. Daigler