Journal of Futures Markets

1981 - 2025

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

Charles T. Howard

Do futures markets help intertemporal allocation of resources? pp. 317-332

Eugene Kroch

Forward pricing feeder pigs pp. 333-340

Stephen E. Miller

The impact of interest rate level and volatility on the performance of interest rate hedges pp. 341-356

Shantaram P. Hegde

The effect of futures trading on the price volatility of gnma securities pp. 357-366

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

Robert Weaver and Aniruddha Banerjee

Fundamentals of commodity options on futures pp. 391-408

Avner Wolf

A note on net and double gains, or losses, in spreading operations pp. 409-414

P. Laborde

Comment on: “futures markets and the supply of storage with rational expectations” pp. 415-417

George M. Furstenberg

Legal notes pp. 419-420

Ronald J. Horowitz

Futures bibliography pp. 421-428

Robert T. Daigler

Volume 2, issue 3, 1982

Are there arbitrage opportunities in the treasury‐bond futures market? pp. 217-229

Robert W. Kolb, Gerald D. Gay and James V. Jordan

An immunized‐hedge procedure for bond futures pp. 231-242

Don M. Chance

The efficacy of hedging with financial futures: A historical perspective pp. 243-254

Bruce N. Wardrep and James F. Buck

Futures markets and the supply of storage with rational expectations pp. 255-260

Ronald Britto

Issues in futures markets: A survey pp. 261-294

Avraham Kamara

Legal notes pp. 295-296

Ronald J. Horowitz

Futures bibliography pp. 297-303

Robert T. Daigler

Volume 2, issue 2, 1982

Foreword pp. 119-119

Mark J. Powers

Alternative techniques for cross‐hedging wholesale beef prices pp. 121-129

Stephen E. Miller and Dawson B. Luke

Hedging wholesale meat prices: Analysis of basis risk pp. 131-140

Marvin L. Hayenga and Dennis D. Dipietre

Options, futures, and business risk pp. 141-149

James F. Gammill and James M. Stone

Managing foreign interest rate risk pp. 151-158

Robert W. Kolb, Gerald D. Gay and James V. Jordan

Ex ante evidence of backwardation/contango in commodities futures markets pp. 159-168

Thomas J. O'Brien and Peter M. Schwarz

Comment on “ex ante evidence of backwardation/contango in commodities futures markets” pp. 169-173

John F. Wilson

Gold and the “weekend effect” pp. 175-182

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

Restructuring the maturity of regulated deposits with treasury‐bill futures pp. 183-193

Rodney L. Jacobs

Basis speculation in commodity futures: The maturity effect pp. 195-206

Mark G. Castelino and Jack Clark Francis

Smith and jacobson VS. IRS pp. 207-208

Ronald J. Horowitz

Futures bibliography pp. 209-216

Robert T. Daigler

Volume 2, issue 1, 1982

A note on the design of commodity option contracts pp. 1-7

Michael R. Asay

Effectiveness of hedging in potato futures pp. 9-18

Kandice H. Kahl and William G. Tomek

A comment on greenstone's “the coffee cartel: Manipulation in the public interest” pp. 19-24

John Edmunds

Treasury‐bill futures market: A formulation and interpretation pp. 25-49

Brian G. Chow and David J. Brophy

Tandem t‐bill and cd spreads pp. 51-61

Thomas Eric Kilcollin

The economics of futures and options contracts based on cash settlement pp. 63-82

Frank J. Jones

Potential hedging use of a futures contract based on a composite stock index pp. 83-103

Paula A. Tosini and Eugene J. Moriarty

The delivery period and daily price limits: A comment pp. 105-105

Edwin Maberly

Economic considerations in the use of interest rate futures pp. 107-116

Charles T. Franckle and Andrew J. Senchack

Volume 1, issue 4, 1981

Spreads: Tails, turtles, and all that pp. 565-596

Frank J. Jones

Hedging money market CDs with treasury‐bill futures pp. 597-606

Jack W. Parker and Robert T. Daigler

Financial futures, bank portfolio risk, and accounting pp. 607-618

Michael R. Asay, Gisela A. Gonzalez and Benjamin Wolkowitz

Silver price volatility: A perspective on the july 1979‐april 1980 period pp. 619-647

Theodore M. Barnhill and James A. Powell

Application of statistical methodology to the evaluation of timing devices in commodities trading pp. 649-656

Jeffrey S. Simonoff

Proposed amendment of section 4d(2) of the commodity exchange act: Concerning investment of customer funds pp. 657-658

Leslie A. Blau and James S. Barber

A note on the hedging effectiveness of foreign currency futures pp. 659-664

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

Terrence F. Martell and Jerrold E. Salzman

The relationship between volume and price variability in futures markets pp. 303-316

Bradford Cornell

Fiduciaries and futures pp. 317-328

Willard R. Phillips

Measuring the operational costs of dual trading: An analytical framework pp. 329-336

Kenneth L. Stanley

The effect of inflation on the rules of futures exchanges: A case study of the chicago mercantile exchange pp. 337-345

Michael Gorham

A report on the systematic downward bias in live cattle futures prices pp. 347-358

John W. Helmuth

The systematic downward bias in live cattle futures: An evaluation pp. 359-366

Lennart A. Palme and James Graham

Low‐frequency filters in seasonal analysis pp. 367-378

David Handmaker

Usefulness of treasury bill futures as hedging instruments pp. 379-387

Paul Cicchetti, Charles Dale and Anthony J. Vignola

Comment on “usefulness of treasury bill futures as hedging instruments” pp. 389-391

James Kurt Dew

Optimal versus naive buy‐hedging with t‐bill futures pp. 393-403

Terry S. Maness

The futures market: Liquidity and the technique of spreading pp. 405-411

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

P. J. Kaufman

Volume 1, issue 2, 1981

Foreword pp. 105-105

Franklin R. Edwards

Futures markets: Some theoretical perspectives pp. 107-115

Kenneth Arrow

Principles of the regulation of futures markets pp. 117-121

James M. Stone

Innovation, competition, and new contract design in futures markets pp. 123-155

William L. Silber

Comments on “innovation, competition, and new contract design in futures markets” pp. 157-159

Gary L. Seevers

Comments on “innovation, competition, and new contract design in futures markets” pp. 161-167

James Kurt Dew

Financial futures markets: Is more regulation needed? pp. 169-189

Phillip Cagan

Comments on “financial futures markets: Is more regulation needed?” pp. 191-192

Kenneth C. Froewiss

Comments on “financial futures markets: Is more regulation needed?” pp. 193-199

Frederick M. Struble

The regulation of futures and forward trading by depository institutions: A legal and economic analysis pp. 201-218

Franklin R. Edwards

Comments on “the regulation of futures and forward trading by depository institutions: A legal and economic analysis” pp. 219-223

Owen Carney

Margins and futures contracts pp. 225-253

Lester G. Telser

Comments on “margins and futures contracts” pp. 255-257

Galen Burghardt and Donald L. Kohn

Comments on “margins and futures contracts” pp. 259-264

Ronald Anderson

The economics of hedging and spreading in futures markets pp. 265-286

Myron Scholes

Comments on “the economics of hedging and spreading futures markets” pp. 287-289

Anne E. Peck

Volume 1, issue 1, 1981

From the editors pp. 1-2

Mark J. Powers and Perry J. Kaufman

The coffee cartel: Manipulation in the public interest pp. 3-16

Wayne D. Greenstone

Safety‐adjusted performance evaluation pp. 17-31

P. J. Kaufman

The integration of the cash and futures markets for treasury securities pp. 33-57

Frank J. Jones

The hedging rationale for a stock index futures contract pp. 59-76

Neil S. Weiner

The hedging effectiveness of currency futures markets pp. 77-88

Charles Dale

Newspaper articles and their impact on commodity price formation case study: Copper pp. 89-91

Norman E. Frey and John W. Labuszewski

Identifying seasonality in futures prices using X‐11 pp. 93-101

Richard Vaughn, Marvin Kelly and Frank Hochheimer