| Journal of Futures Markets 1998 |
| Title | Subject | Authors |
|---|
| A bivariate generalized autoregressive conditional heteroscedasticity-in-mean study of the relationship between return variability and trading volume in international futures markets. | Business, general | Onochie, Joseph, Jacobs, Michael, Jr. |
| An analysis of the profiles and motivations of habitual commodity speculations. | Business, general | Thompson, Sarahelen, Canoles, W. Bruce, Irwin, Scott, France, Virginia Grace |
| An empirical test of the Hull-White option pricing model. | Business, general | Su, Tie, Corrado, Charles |
| An examination of the relationship between stock index cash and futures markets: a cointegration approach. | Business, general | Pizzi, Michael A., Economopoulos, Andrew J., O'Neill, Heather M. |
| A note on a risk-return measure of hedging effectiveness. | Business, general | Satyanarayan, Sudhakar |
| Are regression approach futures hedge ratios stationary? | Business, general | Ferguson, Robert, Leistikow, Dean |
| Assessing inefficiency in the futures markets. | Business, general | Olszewski, E. A. |
| Asymmetric information in commodity futures markets: theory and empirical evidence. | Business, general | Perrakis, Stylianos, Khoury, Nabil |
| A test of the cost-of-carry relationship using the London Metal Exchange lead contract. | Business, general | Heany, Richard |
| Commodity futures trading performance using neural network models versus ARIMA models. | Business, general | Ntungo, Chrispin, Boyd, Milton |
| Conditional information: when are pork belly cold storage reports informative? | Business, general | Dowen, Richard, Mann, Thomas L. |
| Covered arbitrage in foreign exchange markets with forward forward contracts in interest rates. | Business, general | Ghosh, Dilip K. |
| Design, pricing, and returns of short-term hog marketing window contracts. | Business, general | Unterschultz, James, Novak, Frank, Bresee, Donald, Koontz, Stephen |
| Dynamic hedging of commercial paper with T-bill futures. | Business, general | Koutmos, Gregory, Pericli, Andreas |
| Effectiveness of dual hedging with price and yield futures. | Business, general | Vukina, Tomislav, Dong-Feng Li |
| Extracting market views from the price of options on futures. | Business, general | Martinez, Gregory M. |
| Hedging hard red winter wheat: Kansas City versus Chicago. | Business, general | Brorsen, B. Wade, Koontz, Stephen R., Buck, Darren W. |
| Hedging time-varying downside risk. | Business, general | Lien, Donald, Yiu Kuen Tse |
| How to finance your investment opportunity internally: a note. | Business, general | Pennings, Enrico |
| Information and volatility futures and spot markets: the case of the Japanese yen. | Business, general | Song, Frank, Chatrah, Arjun |
| International linkages in Euromark futures markets: information transmission and market integration. | Business, general | Yiuman Tse |
| Is after-hours trading informative? | Business, general | Ulibarri, Carlos A. |
| Linear and nonlinear Granger causality: evidence from the U.K. stock index futures market. | Business, general | Abhyankar, Abhay |
| Noninformative and informative tests of efficiency in three energy futures markets. | Business, general | McNown, Robert, Peroni, Emilio |
| Options trading when the underlying market is not transparent. | Business, general | Board, John, Sutcliffe, Charles |
| Regime switching and cointegration tests of the efficiency of futures. | Business, general | Ying-Foon Chow |
| Returns and volatility in the Kuala Lumpur crude palm oil futures market. | Business, general | Brooks, Robert D., Keng Yap Liew |
| Return-volume dynamics in futures markets. | Business, general | Shachmurove, Yochanan, Kocagil, Ahmet E. |
| Seasonality in petroleum futures spreads. | Business, general | Paulson, Albert S., Girma, Paul Berhanu |
| Short selling, unwinding, and mispricing. | Business, general | Kempf, Alexander |
| Spread options, exchange options, and arithmetic Brownian motion. | Business, general | Poitras, Geoffrey |
| Stochastic dominance arguments and the bounding of the generalized concave option price. | Business, general | Henin, Claude, Pistre, Nathalie |
| Stochastic volatility functions implicit in eurodollar futures options. | Business, general | Bhanot, Karan |
| The bid-ask spread on stock index options: an ordered probit analysis. | Business, general | Gwilym, Owain Ap, Thomas, Stephen, Clare, Andrew |
| The effects of stock index futures trading on stock index volatility: an analysis of the asymmetric response of volatility to news. | Business, general | Priestley, Richard, Holmes, Phil, Antoniou, Antonios |
| The emergence of a futures market: mungbeans on the China Zhengzhou Commodity Exchange. | Business, general | Williams, Jeffrey, Rozelle, Scott, Park, Albert, Peck, Anne |
| The exchange rate crisis of September 1992 and the pricing of Italian financial futures. | Business, general | Cifarelli, Giulio |
| The mispricing of callable U.S. Treasury bonds: a closer look. | Business, general | Jordan, Bradford D., Kuipers, David R., Jordan, Susan D. |
| The profitability of index futures arbitrage: evidence from bid-ask quotes. | Business, general | Chan, Kalok, Kee-Hong Bae, Yan-Leung Cheung |
| Valuation of a European futures option in the BIFFEX market.(Baltic International Freight Futures Exchange) | Business, general | Tvedt, Jostein |
| Volume and price relationships: hypothesis and testing for agricultural futures. | Business, general | Malliaris, A.G., Urrutia, Jorge L. |
| Volume relationships among types of traders in the financial futures market. | Business, general | Daigler, Robert T., Wiley, Marilyn K. |
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