| Journal of Futures Markets 1995 |
| Title | Subject | Authors |
|---|
| Analysis of spreads in agricultural futures. | Business, general | Barrett, W. Brian, Kolb, Robert W. |
| A risk-return measure of hedging effectiveness: a simplification. | Business, general | Kuo, Cheng-Kun, Chen, Keng-Wang |
| A statistical model for the relationship between futures contract hedging effectiveness and investment horizon length. | Business, general | Geppert, John M. |
| A trading simulation test for weak-form efficiency in live cattle futures. | Business, general | Schroeder, Ted C., Kastens, Terry L. |
| A two-factor, preference-free model for interest rate sensitive claims. | Business, general | Chen, Ren-Raw |
| Bivariate GARCH estimation of the optimal hedge ratios for stock index futures: a note. (Generalized Autoregressive Conditional Heteroscedastic framework) | Business, general | Switzer, Lorne N., Park, Tae H. |
| Conditional dynamics and optimal spreading in the precious metals futures markets. | Business, general | Wahab, Mahmoud |
| Conditional heteroskedasticity, asymmetry, and option pricing. | Business, general | Brorsen, B. Wade, Kang, Taehoon |
| DAX index futures: mispricing arbitrage in German markets. (Deutscher Aktienindex) | Business, general | Buhler, Wolfgang, Kempf, Alexander |
| Distortion-free futures price series. (futures trading) | Business, general | Geiss, Charles G. |
| Does options trading lead to greater cash market volatility? | Business, general | Chatrath, Arjun, Ramchander, Sanjay, Song, Frank |
| Do futures prices for commodities embody risk premiums? | Business, general | Deaves, Richard, Krinsky, Itzhak |
| Exporting and hedging decisions with a forward currency market: the multiperiod case. | Business, general | Donoso, Guillermo |
| Finnish turn-of-the-month effects: returns, volume, and implied volatility. | Business, general | Martikainen, Teppo, Puttonen, Vesa, Perttunen, Jukka |
| Forecasting futures trading volume using neural networks. | Business, general | Kaastra, Iebeling, Boyd, Milton S. |
| Has futures trading activity caused stock price volatility? | Business, general | Rahman, Shafiqur, Darrat, Ali F. |
| Hedge performance of SPX index options and S&P 500 futures. | Business, general | Benet, Bruce A., Luft, Carl F. |
| Hedging short-term interest risk under time-varying distributions. | Business, general | Gagnon, Louis, Lypny, Greg |
| Implications of trader mix to price discovery and market effectiveness in live cattle futures.(Statistical Data Included) | Business, general | Yum, Won-Cheol, Purcell, Wayne, McQuirk, Anya, Kenyon, David |
| Import and hedging uncertainty in international trade. | Business, general | Wolf, Avner |
| Index arbitrage as cross-sectional market making.(Statistical Data Included) | Business, general | Holden, Craig W. |
| Index participation units and the performance of index futures markets: evidence from the Toronto 35 Index Participation Units market. | Business, general | Switzer, Lorne N., Park, Tae H. |
| Intraday volatility in interest rate and foreign exchange spot and futures markets.(Statistical Data Included) | Business, general | Lee, Jae Ha, Crain, Susan J. |
| Long memory in interest rate futures markets: a fractional cointegration analysis. | Business, general | Tse, Yiuman, Booth. G. Geoffrey |
| Mean-Gini hedging in futures markets. | Business, general | Shalit, Haim |
| Mixed manipulation strategies in commodity futures markets. | Business, general | Pirrong, Stephen Craig |
| New trading practices and short-run market efficiency. (securities trading) | Business, general | Froot, Kenneth A., Perold, Andre F. |
| Option initiation and underlying market behavior: evidence from Norway. | Business, general | Gjerde, Oystein, Saettem, Frode |
| Predicting stock market volatility: a new measure. | Business, general | Whaley, Robert E., Fleming, Jeff, Ostdiek, Barbara |
| Price limits as an explanation of thin-tailedness in pork bellies futures prices. | Business, general | Brorsen, B. Wade, Yang, Seung-Ryong |
| Price movements and price discovery in the municipal bond index and the index futures market.(Statistical Data Included) | Business, general | Zhang, Hua, Hung, Mag-Wei |
| Price transmission and information assymmetry in Bund futures markets: LIFFE vs. DTB. (London International Financial Futures Exchange; Deutsche Terminborse) | Business, general | Shyy, Gang, Lee, Jie-Haun |
| Return and volatility dynemics in the FT-SE stock index and stock index futures market.(Financial Times Stock Exchange Index)(Statistical Data Included) | Business, general | Abhyankar, Abhay |
| Solving for optimal futures and options positions using a simulation-optimization technique. | Business, general | Liu, Donald, Lei, Li-Fen, Hallam, Arne |
| Some easy-to-implement methods of calculating American futures option prices. | Business, general | Chaudhury, M.M. |
| The collapse of Metallgesellschaft: unhedgeable risks, poor hedging strategy, or just bad luck? | Business, general | Edwards, Franklin R., Canter, Michael S. |
| The effectiveness of arbitrage and speculation in the crude oil futures market. | Business, general | Moosa, Imad A., Al-Loughani, Nabeel E. |
| The failure of the mortgage-backed futures contract. | Business, general | Wang, George H.K., Nothaft, Frank E., Lekkas, Vassilis |
| The mispricing of U.S. Treasury callable bonds. | Business, general | Carayannopoulos, Peter |
| The welfare costs of Arkansas Best: the inefficiency of asymmetric taxation of hedging gains and losses. (tax case of Arkansas Best Corp.) | Business, general | Pirrong, Craig |
| Volatility, volume, and the notion of balance in the S&P 500-cash and futures markets. (Standard and Poor's 500 stock price index) | Business, general | Brown-Hruska, Sharon, Kuserk, Gregory |
| Volume-volatility relationships for crude oil futures markets. | Business, general | Foster, Andrew J. |
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