| Journal of Futures Markets 1992 |
| Title | Subject | Authors |
|---|
| A multiperiod model for the selection of a futures portfolio. | Business, general | Marshall, John F., Herbst, Anthony F. |
| An empirical evaluation of the extended mean-Gini coefficient for futures hedging. | Business, general | Kolb, Robert W., Okunev, John |
| A new look at interest rate futures contracts. | Business, general | Ren-Raw Chen |
| A note on constructing spot price indices to approximate futures prices. | Business, general | Lien, Donald, Cita, John |
| A note on the effect of no-arbitrage conditions. | Business, general | Da-Hsiang Donald Lien |
| Application of mean-variance analysis to broad-based futures contracts. (includes appendices) | Business, general | Lien, Da-Hsiang Donald |
| Arbitrage and price behavior of the Nikkei stock index futures. | Business, general | Lim, Kian Guan |
| A redetermination of hedging strategies using foreign currency futures contracts and forward markets. | Business, general | Herbst, A.F., Swanson, P.E., Caples, S.C. |
| A reexamination of the systematic downward bias in live cattle futures prices. | Business, general | Elam, Emmett, Wayoopagtr, Chaw |
| Bid-ask spreads in financial futures. (includes bibliography) | Business, general | Laux, Paul A., Senchack, A.J., Jr |
| Constructing accurate cash settlement indices: the role of index specifications. | Business, general | Lien, Donald, Cita, John |
| Dependence in commodity prices. | Business, general | Ma, Christopher K., Peterson, Richard L., Ritchey, Robert J. |
| Dividends and S&P 100 index option valuation. (Standard and Poor's 100 stock price index) | Business, general | Whaley, Robert E., Harvey, Campbell R. |
| Does the S&P 500 futures mispricing series exhibit nonlinear dependence across time? (Standard and Poor's 500 stock price index; includes bibliography) | Business, general | Vaidyanathan, Ravi, Krehbiel, Tim |
| Do futures markets react efficiently to predictable errors in government announcements? (includes bibliography) | Business, general | Runkle, David E. |
| Effect of institutional realities on dynamic hedging performance for a grain producer. | Business, general | Martinez, Steve, Zering, Kelly D. |
| Estimating the volatility of S&P futures prices using the extreme-value method. (Standard and Poor's) | Business, general | Wiggins, James B. |
| Evidence of chaos in commodity futures prices. | Business, general | Mitchell, Douglas W., DeCoster, Gregory P., Labys, Walter C. |
| Ex-ante hedging strategy selection using foreign-exchange-rate forecasting models. | Business, general | Hammer, Jerry A. |
| Futures prices are not stable-Paretian distributed. | Business, general | Gribbin, Donald W., Harris, Randy W., Hon-Shiang Lau |
| Hedge effectiveness: basis risk and minimum-variance hedging. | Business, general | Castelino, Mark G. |
| Hedge period length and ex-ante futures hedging effectiveness: the case of foreign-exchange risk cross hedges. | Business, general | Benet, Bruce A. |
| Hedge ratios under inherent risk reduction in a commodity complex: an interpretation. | Business, general | Schnabel, Jacques A. |
| Hedging with forecasting: a state-space approach to modeling vector-valued time series. | Business, general | Vukina, Tomislav |
| Hedging with synthetics, foreign-exchange forwards, and the export decision. | Business, general | Broll, Udo F., Wahl, Jack E. |
| Impact of the price adjustment process and trading noise on return patterns of grain futures. | Business, general | Newbold, Paul, Shi-Miin Liu, Thompson, Sarahelen |
| Inter-currency transmission of volatility in foreign exchange futures. | Business, general | Rahman, Hamid, Najand, Mohammad, Yung, Kenneth |
| Is normal backwardation normal? | Business, general | Kolb, Robert W. |
| Limit moves and price resolution: a reply. (response to G.J. Kuserk, The Journal of Futures Markets, vol. 10, p. 673, December 1990) | Business, general | Ma, Christopher K., Rao, Ramesh P., Sears, R. Stephen |
| Memories, heteroscedasticity, and price limit in currency futures markets. (includes bibliography) | Business, general | Ma, Christopher K., G. Wenchi Kao |
| Minimum variance hedge ratios for stock index futures: duration and expiration effects. | Business, general | Lindahl, Mary |
| Optimal futures positions for life insurance companies. | Business, general | Rahman, Hamid, Najand, Mohammad |
| Optimal hedging with futures contracts: the case for fixed-income portfolios. (includes bibliography) | Business, general | Briys, Eric, Pieptea, Dan |
| Option-based evidence of the nonstationarity of expected S&P 500 futures price distributions. (Standard and Poor's) | Business, general | Sherrick, Bruce J., Irwin, Scott H., Forster, D. Lynn |
| Robustness results for regression hedge ratios: futures contracts with multiple deliverable grades. | Business, general | Viswanath, P.V., Chatterjee, Sris |
| Rolling over futures contracts: a note. | Business, general | Ma, Christopher K., Mercer, Jeffrey M., Walker, Matthew A. |
| Stock index futures listing and structural change in time-varying volatility. | Business, general | Sang Bin Lee, Ki Yool Ohk |
| Supplementary information and Markov processes in soybean futures trading. | Business, general | Turner, Steven C., Houston, Jack E., Shepherd, Tommie L. |
| The behavior of oil futures returns around OPEC conferences. (Organization of Petrolum Exporting Countries) | Business, general | Deaves, Richard, Krinsky, Itzhak |
| The effect of futures trading on the stability of Standard and Poor 500 returns. (includes bibliography) | Business, general | Miller, Thomas W., Jr., Siegel, Andrew F., Kamara, Avraham |
| The effects of amendments to Rule 80A on liquidity, volatility and price efficiency in the S&P 500 futures. | Business, general | Locke, Peter R., Kuserk, Gregory J., Sayers, Chera L. |
| The informational role of end-of-day returns in stock index futures. | Business, general | Maberly, Edwin D., Herbst, Anthony F. |
| The profitability of volatility spreads around information releases. | Business, general | Monroe, Margaret A. |
| The significance of hedging capital requirements. | Business, general | Blank, Steven C. |
| The theoretical source of autocorrelation in forward and futures price relationships. | Business, general | Polakoff, Michael A., Diz, Fernando |
| Trading noise, adverse selection, and intraday bid-ask spreads in futures markets. | Business, general | Ma, Christopher K., Peterson, Richard L., Sears, R. Stephen |
| Two-step testing procedure for price discovery role of futures prices. | Business, general | Quan, Jing |
| Variability in soyabean futures prices: an integrated framework. (includes bibliography) | Business, general | Tomek, William G., Streeter, Deborah H. |
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