| Journal of Futures Markets 2000 |
| Title | Subject | Authors |
|---|
| A theory of negative prices for storage.(commodity storage)(Statistical Data Included) | Business, general | Wright, Brian D., Williams, Jeffrecy C. |
| Bernoulli speculator and trading strategy risk. | Business, general | Lioui, Abraham, Poncet, Patrice |
| Cash settlement of futures contracts: an economic analysis.(Statistical Data Included) | Business, general | Garbade, Kenneth D., Silber, William L. |
| Cointegration, unbiased expectations, and forecasting in the BIFFEX freight futures market. | Business, general | Haigh, Michael S. |
| Determinants of endogenous price risk in corn and wheat futures markets. | Business, general | Goodwin, Barry K., Schnepf, Randy |
| Early Exercise of American Put Options: Investor Rationality on the Swedish Equity Options Market.(Statistical Data Included) | Business, general | Engstrom, Malin, Norden, Lars, Stromberg, Anders |
| Effects of reduced government deficiency payments on post-harvest wheat marketing strategies.(Statistical Data Included) | Business, general | Brorsen, B. Wade, Adam, Brian D., Betts, Steven |
| Efficient use of commodity futures in diversified portfolios.(futures markets) | Business, general | Jensen, Gerald, Johnson, Robert (English judge), Mercer, Jeffrey |
| Empirical performance of alternative pricing models of currency options.(Statistical Data Included) | Business, general | Sarwar, Ghulam, Krehbiel, Timothy |
| Estimating time-varying optimal hedge ratios on futures markets.(Statistical Data Included) | Business, general | Meyers, Robert J. |
| Examining futures price changes and volatility on the trading day after a limit-lock day.(financial futures) | Business, general | Chul Woo Park |
| Exports and hedging exchange rate risks: The multi-country case.(international trade) | Business, general | Adam-Muller, Axel F.A. |
| Futures hedging when the structure of the underlying asset changes; the case of the BIFFEX contract.(Baltic International Freight Futures Exchange) | Business, general | Kavussanos, Manolis G., Nomikos, Nikos K. |
| Hedge effectiveness: basis risk and minimum-variance hedging.(Statistical Data Included) | Business, general | Castelino, Mark G. |
| Hedging downside risk under asymmetic taxation.(Statistical Data Included) | Business, general | Lien, Donald, Metz, Michael |
| Integration and arbitrage in the Spanish financial markets: an empirical approach.(Statistical Data Included) | Business, general | Balbas, Alejandro, Longgarela, Inaki R., Pardo, Angel |
| Intra-day volatility components in FTSE-100 stock index futures.(financial futures markets) | Business, general | Speight, Alan, McMillan, David, Gwilym, Owain |
| Lower-boundary violations and market efficiency: evidence from the German DAX-index options market.(financial futures) | Business, general | Mittnik, Stefan, Rieken, Sascha |
| Market Volatility and the Demand for Hedging in Stock Index Futures.(Statistical Data Included) | Business, general | Chang, Eric, Chou, Ray Y., Nelling, Edward F. |
| Memory in returns and volatilities of futures' contracts.(futures markets) | Business, general | Crato, Nuno, Ray, Bonnie K. |
| Modeling the conditional mean and variance of the short rate using diffusion, GARCH, and moving average models.(generalized autoregressive conditional heteroskedasticity) | Business, general | Bali, Turan G. |
| Modes of fluctuation in metal futures prices.(Statistical Data Included) | Business, general | Urich, Thomas J. |
| Normal backwardation is normal.(futures markets - research) | Business, general | Miffre, Joelle |
| Optimal hedging of contingent exposure: The importance of a risk premium.(financial management research) | Business, general | Persson, Svein-Arne, Trovik, Torres |
| Optimal hedging under nonlinear borrowing cost, progressive tax rates, and liquidity constraints.(Statistical Data Included) | Business, general | Arias, Joaquin, Brorsen, B. Wade, Harri, Ardian |
| Pascal spreading of shert-term interest rate contracts.(Statistical Data Included) | Business, general | Merrick, John J., Jr. |
| Portfolio insurance trading rules.(Statistical Data Included) | Business, general | Bookstaber, Richard, Langsam, Joseph A. |
| Price limits, margin requirements, and default risk.(futures markets) | Business, general | Pin-Huang Chou, Mei-Chen Lin, Min-Teh Yu |
| Pricing American options with stochastic volatility: Evidence from S&P 500 futures options. | Business, general | Lim, Kian Guan, Guo, Xiaoqiang |
| Pricing Dynamics of Index Options and Index Futures in Hong Kong Before and During the Asian Financial Crises.(Statistical Data Included) | Business, general | Cheng, Louis T. W., Fung, Joseph K. W., Chan, Kam C. |
| Pricing Eurodollar futures options using the BDT term structure model: the effect of yield curve smoothing.(Black, Derman, Toy)(Statistical Data Included) | Business, general | Bali, Turan G., Kragozoglu, Ahmet K. |
| Production and hedging under Knightian uncertainty.(Statistical Data Included) | Business, general | Lien, Donald |
| Response to price and production risk: the case of Australian wheat.(Statistical Data Included) | Business, general | Rambaldi, Alicia N., Simmons, Phil |
| Standard and Poor's depository receipts and the performance of the S&P 500 Index futures market. | Business, general | Switzer, Lorne N., Varson, Paula L., Zghidi, Samia |
| Stock index futures trading and volatility in international equity markets. | Business, general | Gulen, Huseyin, Mayhew, Stewart |
| The cost of carry model and regime shifts in stock index futures markets: An empirical investigation. | Business, general | Sarno, Lucio, Valente, Giorgio |
| The intraday distribution of volatility and the value of wildcard options.(Statistical Data Included) | Business, general | Dawson, Paul |
| The lead-lag relationship between equities and stock index futures markets around information releases.(futures markets) | Business, general | Frino, Alex, Walter, Terry, West, Andrew |
| The motivation for hedging revisited.(improving contract relationships between companies) | Business, general | Pennings, Joost M.E., Leuthold, Raymond M. |
| The relationship between index option moneyness and relative liquidity.(Statistical Data Included) | Business, general | Etling, Cheri, Miller, Thomas W., Jr. |
| The relationship between volume and price variability in futures markets.(Statistical Data Included) | Business, general | Cornell, Bradford |
| The Risk Management Effectiveness of Multivariate Hedging Models in the U.S. Soy Complex.(Statistical Data Included) | Business, general | Collins, Robert A. |
| The role of floor brokers in the supply of liquidity: an empirical analysis.(Statistical Data Included) | Business, general | Berkman, Henk, Hayes, Laura |
| Time Series Volatility of Commodity Futures Prices.(Statistical Data Included) | Business, general | Black, Jane, Tonks, Ian |
| Trading and hedging in S&P spot and futures markets using genetic programming.(Statistical Data Included) | Business, general | Wang, Jun |
| Trading volume, bid-ask spread, and price volatility in futures markets.(Statistical Data Included) | Business, general | Wang, George H.K., Yau, Jot |
| Transactions data tests of efficiency: An investigation int the Singapore futures markets. | Business, general | Raj, Mahendra |
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