EconPapers    
Economics at your fingertips  
 

Working Papers

From Columbia - Center for Futures Markets
COLUMBIA UNIVERSITY, CENTER FOR THE STUDY OF FUTURE MARKETS, BUSINESS SCHOOL, MORNING SIDE HEIGHTS NY NEW YORK 10027 U.S.A...
Contact information at EDIRC.

Bibliographic data for series maintained by Thomas Krichel ().

Access Statistics for this working paper series.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.


1991: Time Varying Distributions and Dynamic Hedging with Foreign Currency Futures
K.F. Kroner
1991: The Electronic Order Book and Automated Trade Execution in the Furure Market
J. Wang and Ian Domowitz
1991: Is Normal Backwardation Normal?
R.W. Kolb
1991: Trading Performance in Forward Markets: A Micro-Data Test of Normal Backwardation
Gordon Phillips and R. Weiner
1991: The Price Adjustment Process and Efficiency of Grain Futures Markets Implied by return Series of Various Time Intervals
Sarahelen Thompson and S.M. Liu
1991: Taxing Transactions in Futures Markets: Objectives and Effects
F.R. Edwards
1991: Equally Open and Competitive: Regulatory Approval of Automated Trade Execution in the Future Markets
Ian Domowitz
1991: A NOTE ON THE EFFECT OF ALTERNATIVE RETURN MEASURES IN FINANCIAL FUTURES RESEARCH
T. Schneeweis and U. Savanayana
1991: DEFAULT RISK AND THE DIFFERENCE BETWEEN FORWARD AND FUTURES MARKETS: AN EMPIRICAL CASE-STUDY
R.J. Weiner
1990: MODELLING FINANCIAL FUTURES MISPRICING USING SELF-EXCITING THRESOLD AUTOREGRESSIVE PROCESSES
P.F. Pope and P.K. Yadav
1990: FUTURES MARKETS AS HEDGING MARKETS AND THE RELATIVE EFFECTS OF SPECULATION ON HEDGING EFFECTIVENESS
T.O. Meyer
1990: ON UNIVERSAL CURRENCY HEDGES
M. Adler and B. Prasad
1990: PORTFOLIO ANALYSIS OF STOCKS, BONDS AND MANAGED FUTURES USING COMPROMISE STOCHASTICDOMINANCE
D. Fishmar and C. Peters
1990: FORECASTING THE EFFECTS OF NEWS ON CME LIVE HOG FUTURES PRICES
Colin Carter and C. Galopin
1990: ON THE USE OF THE PORTOFOLIO THEORY TO HEDGE OPTIMALLY USING FUTURES
K-C. Chee
1990: RISK PREMIA AND PRICE VOLATILITY IN FUTURES MARKETS
G.S. Maddala and J. Yoo
1990: "CHAOS" IN FUTURES MARKETS? A NONLINEAR DYNAMICAL ANALYSIS
S.C. Blanck
1990: THE INTRADAY ANALYSIS OF LIQUIDITY AND PRICE VOLATILITY IN THE S&P 500 INDEX FUTURES MARKET
G.H.K. Wang, R.J. Michalski, E.J. Mariarty and J.V. Jourdan
1990: THE STOCHASTIC BEHAVIOR OF FORWARD CONTARCT PREMIUMS FOR CORN AND SOYBEANS
D.D. Johnson
1989: COMMENTARY: VOLATILITY, PRICE RESOLUTION, AND THE EFFECTIVENESS OF PRICE LIMITS
B.N. Lehmann
1989: COMMENTARY: VOLATILITY, PRICES RESOLUTION, AND EFFECTIVENESS OF PRICE LIMITS
Merton Miller
1989: VOLATILITY, PRICE RESOLUTION, AND THE EFFECTIVENESS OF PRICE LIMITS
C.K. Ma, Ramesh Rao and R.S. Sears
1989: MARGIN REQUIREMENTS AND STOCK VOLATILITY
G. Schwert
1989: COMMENTARY: STOCK MARKET MARGIN REQUIREMENTS AND VOLATILITY
Gikas Hardouvelis
1989: STOCK MARKET MARGIN REQUIREMENTS AND VOLATILITY: IMPLICATIONS FOR REGULATION OF STOCK INDEX FUTURES
Michael Salinger
1989: COMMENTARY: USING TAX POLICY TO CURB SPECULATIVE SHORT-TERM TRADING
Stephen Ross
1989: USING TAX POLICY TO CURB SPECULATIVE SHORT-TERM TRADING
Joseph Stiglitz
1989: WHEN FINANCIAL MARKETS WORK TOO WELL: A CAUTIOUS CASE FOR A SECURITIES TRANSACTIONS TAX
L.H. Summers and V.P. Summers
1989: COMMENTARY: PRICE VOLATILITY, INTERNATIONAL MARKET LINK, AND THEIR IMPLICATIONS FOR REGULATORY POLICY
D.N. Nelson
1989: PRICE VOLATILITY, INTERNATIONAL MARKET LINKS, AND THEIR IMPLICATIONS FOR REGULATORY POLICIES
Richard Roll
1989: PROLOGUE TO CONFERENCE ON REGULATORY REFORME OF STOCK AND FUTURES MARKETS
F.R. Edwards
1989: MODELING COMMODITY PRICE DISTRIBUTIONS AND ESTIMATING THE OPTIMAL FUTURES HEDGE
Richard Baillie and Robert Myers
1989: THE OPTIMAL DYNAMIC HEDGING POSITIONS FOR GRAIN PRODUCERS BEFORE HARVEST: A CASE STUDY
Steve Martinez and Kelly Zering
1989: COSTOMER RISK AND THE REGULATION OF FUTURES COMMISSION MARCHANTS
J.V. Jordan and J.E. Morgan
1989: TRADING MECHANISM, SPECULATIVE BEHAVIOR OF INVESTORS, AND THE VOLATILITY OF PRICES: SPOT VERSUS FUTURES
H.Y. Park
1989: REGULATORY REFORM OF SECURITIES AND FUTURE MARKETS: TWO YEARS AFTER THE CRASH
F.R. Edwards
1989: FUTURES TRADING, TRANSACTION COSTS, AND STOCK MARKET VOLATILITY
B Brorsen
1989: AN EXAMINATION OF DELIVERIES IN THE TREASURY BOND FUTURES CONTRACT
K.P. Labarge
1989: DOES THE WILD CARD OPTION REALLY HAVE VALUE?
K.P. Labarge
1989: RISK PREMIA IN FUTURES AND ASSET MARKETS
Hendrik Bessembinder
1989: NONLINEARITIES AND CHAOTIC EFFECTS IN OPTIONS PRICES
R. Savit
1989: VALUATION OF SWAPS
S. Sundaresan
1988: A FURTHER EXAMINATION OF THE RISK/RETURN CHARACTERISTICS OF PORTFOLIOS COMBINING COMMODITY FUTURES CONTRACTS WITH COMMON STOCKS
A.F. Herbst and J.P. McCormack
1988: COMMODITY POOL PERFORMANCE:IS THE INFORMATION CONTAINED IN POOL PROSPECTUSES USEFUL?
F.R. Edwards and C. Ma
1988: REQUIEM FOR A MARKET: AN ANALYSIS OF THE RISE AND FALL OF A FINANCIAL FUTURES CONTRACT
E.T. Johnston and J.J. McConnell
1988: MARGIN REQUIREMENTS AND THE DEMAND FOR FUTURES CONTRACTS
L. Shanker
1988: SPECULATION AND PRICE VOLATILITY
B.G. Hong
1988: SHORT-SALE RESTRICTIONS, ASSET PRICE VOLATILITY AND SOCIAL WELFARE
A. Kamara and A.F. Siegel
1988: FORECASTING SFFICIENCY OF ENERGY FUTURES PRICES
C.W. Ma
1988: INTEGRATION AMONG CASH AND FUTURES PRICES IN THE COPPER MARKET
C. Budge
1988: LIMIT MOVES AND PRICE RESOLUTION: THE CASE OF THE TREASURY BOND FUTURES MARKETS
C.K. Ma, Ramesh Rao and R.S. Sears
1988: POLICIES TO CURB STOCK MARKET VOLATILITY
F.R. Edwards
1988: EXPLORING THE SHARE OF PROBABILITY DENSITIES FOR FUTURES PRICE CHANGES
R.D. Nelson
1988: THE TERM STRUCTURE OF INTEREST RATES: EMPIRICAL EVIDENCE
M.R. Gibbons and Krishna Ramaswamy
1988: THE SIMPLE PRICE DYNAMICS OF PORTFOLIO INSURANCE AND PROGRAM TRADING
R.W. Anderson and M. Tutuncu
1988: DETERMINANTS OF LIQUIDITY COSTS IN COMMODITY FURURES MARKETS
Sarahelen Thompson and Mark Waller
1988: BASIS EXEPECTATIONS AND SOYBEAN HEDGING EFFECTIVENESS
R.J. Hauser, Philip Garcia and A.D. Tumblin
1988: THE ORGANIZATION AND OBJECTIVES OF U.S. FUTURES EXCHANGES
S. Chambers and Colin Carter
1988: TRADING STRUCTURES AND ASSET PRICING: EVIDENCE FROM THE TREASURY BILL MARKETS
A. Kamara
Page updated 2020-07-08
Sorted by date