| Journal of Futures Markets 1993 |
| Title | Subject | Authors |
|---|
| A multinational examination of international equity and bond investment with currency hedging. | Business, general | Eaker, Mark, Grant, Dwight, Woodard, Nelson |
| An empirical evaluation of treasury-bill futures market efficiency: evidencefrom forecast efficiency tests. | Business, general | Hein, Scott E., MacDonald, S. Scott |
| Arbitrage free pricing of interest rate futures and forward contracts. | Business, general | Flesaker, Bjorn |
| A test of the intertemporal hedging model of the commodities futures markets. | Business, general | Beck, Stacie E. |
| Averaging and deferred payment yield agreements. | Business, general | Ritchken, Peter, Sankarasubramanian, L. |
| Circuit breakers and stock market volatility. | Business, general | Santoni, G.J., Liu Tung |
| Cointegration and error correction models: intertemporal causality between index and futures prices. | Business, general | Ghosh, Asim |
| Determinants of agricultural futures price volatilities: evidence from Winnipeg Commodity Exchange. | Business, general | Khoury, Nabil, Yourougou, Pierre |
| Do the options markets really overreact? | Business, general | Diz, Fernanco, Finucane, Thomas J. |
| Efficient use of information, convergence adjustments, and regression estimates of Hedge ratios. | Business, general | Viswanath, P.V. |
| Empirical tests of valuation models for options on t-note and t-bond futures. | Business, general | Cakici, Nusret, Chatterjee, Sris, Wolf, Avner |
| Equally open and competitive: regulatory approval of automated trade execution in the futures market. | Business, general | Domowitz, Ian |
| European options on bond futures: a closed form solution. | Business, general | Feldman, David |
| Hedging and crop insurance. | Business, general | Poitras, Geoffrey |
| Hedging risk on futures contracts under stochastic interest rates. | Business, general | Sachlis, J. Minor, Jabbour, George M. |
| Nonlinear dynamics of daily futures prices: conditional heteroskedasticity or chaos? | Business, general | Brorsen, B. Wade, Yang, Seung-Ryong |
| Optimal hedging under invisible choices. | Business, general | Shanker, Latha |
| Pricing interest rate futures options with the futures-style margining. | Business, general | Chen Ren-Raw, Scott, Louis |
| Prudential margin policy in a futures-style settlement system. | Business, general | Fenn, George W., Kupiec, Paul |
| Putting on the crush: day trading the soybean complex spread. | Business, general | Poitras, Geoffrey, Rechner, Dominic |
| Regulatory oversight and automated trading design: elements of consideration. | Business, general | Corcoran, Andrea M., Lawton, John C. |
| Risk premia in the futures and forward markets. | Business, general | Cooper, Rick |
| Scalper behavior in futures markets: an empirical examination. | Business, general | Locke, Peter R., Kuserk, Gregory J. |
| State space modeling of price and volume dependence: evidence from currency futures. | Business, general | Najand, Mohammad, McCarthy, Joseph |
| The distribution of standardized futures price changes. | Business, general | Brorsen, B. Wade, Venkateswaran, Meenakshi, Hall, Joyce A. |
| The effects of USDA reports in futures and options markets. | Business, general | Fortenbery, T. Randall, Sumner, Daniel A. |
| The impact of delivery options on futures prices: a survey. | Business, general | Chance, Don M., Hemler, Michael L. |
| The pricing relationship of Eurodollar futures and Eurodollar deposit rates. | Business, general | Fung, Hung-Gay, Leung, Wai K. |
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