| Journal of Futures Markets 2001 |
| Title | Subject | Authors |
|---|
| Accuracy and Reliability Considerations of Option Pricing Algorithms.(Statistical Data Included) | Business, general | Kwok, Yue-Kuen, Lau, Ka-Wo |
| An application of finite elements to option pricing. | Business, general | Tomas, Michael J., III, Yalamanchili, Kishore K. |
| An empirical analysis of the efficiency of the Osaka Rice Market during Japan's Tokugawa era.(Statistical Data Included) | Business, general | Anderson, David A., Hamori, Shigeyuki, Hamori, Naoko |
| A Note On Finding The Optimal Allocation Between a Risky Stock and A Risky Bond.(Statistical Data Included) | Business, general | Angus, John E. |
| A Note on Loss Aversion and Futures Hedging. | Business, general | Lien, Donald |
| Asset storability and price discovery in commodity futures markets: a new look. | Business, general | Yang, Jian, Leatham, David J., Bessler, David A. |
| Clustering and psychological barriers: the importance of numbers.(trading market research) | Business, general | Mitchell, Jason |
| Foreign-exchange trading volume and Federal Reserve intervention.(Statistical Data Included) | Business, general | LeBaron, Blake, Chaboud, Alain |
| Future Hedging under dissappointment aversion.(research information) | Business, general | |
| Futures hedging under disappointment aversion.(Statistical Data Included) | Business, general | Lien, Donald |
| Hedge Fund Performance and Manager Skill.(research information) | Business, general | |
| Hedge fund performance and manager skill.(Statistical Data Included) | Business, general | Edwards, Franklin R., Caglayan, Mustafa Onur |
| Hedging in Incomplete Markets: An Approximation Procedure for Practical Application.(Futures Markets) | Business, general | Breuer, Wolfgang, Gurtler, Marc |
| Hedging multiple price and quantity exposures. | Business, general | McDermott, John B., Giaccotto, Carmelo, Hedge, Shantaram P. |
| Heterogeneous expectations of traders in speculative futures markets. | Business, general | Frechette, Darren, Weaver, Robert |
| Identifying the Factors that Affect Interest-Rate Swap Spreads: Some Evidence from the United States and the United Kingdom.(Statistical Data Included) | Business, general | Lekkos, Ilias, Milas, Costas |
| Information role of U.S. futures trading in a global financial market.(research information) | Business, general | |
| Information role of U.S. futures trading in a global financial market.(Statistical Data Included) | Business, general | Fung, Hung-Gay, Leung, Wai K., Xu, Xiaoqing Eleanor |
| Intraday volatility in interest-rate and foreign-exchange markets: ARCH, announcement and seasonality effects.(Statistical Data Included) | Business, general | Ederington, Louis, Lee, Jae Ha |
| Investor Sentiment and Return Predictability in Agricultural Futures Markets.(Statistical Data Included) | Business, general | Wang, Changyun |
| Limits to linear price behaviour: futures prices regulated by limits. | Business, general | Howell, Anthony, Kofman, Paul |
| Liquidity supply and volatility: futures market evidence. | Business, general | Locke, Peter R., Sarkar, Asani |
| Livestock revenue insurance.(Statistical Data Included) | Business, general | Hart, Chad E., Babcock, Bruce A., Hayes, Dernot J. |
| Maximum entropy in option pricing: a convex-spline smoothing method.(Statistical Data Included) | Business, general | Guo, Weiyu |
| Mean reversion and basis dynamics.(Statistical Data Included) | Business, general | Theobald, Michael, Yallup, Peter |
| Mean Reversion and the Comovement of Equilibrium Spot and Futures Prices: Implications from Alternative Data-Generating Processes.(Statistical Data Included) | Business, general | Zeng, Tian |
| Mean-variance efficiency of the market portfolio and futures trading. | Business, general | Lioui, Abraham, Poncet, Patrice |
| Natural seclection and market efficiency in a futures market with random shocks. | Business, general | Luo, Guo Ying |
| New insights into the impact of the introduction of futures trading on stock price volatility. | Business, general | Faff, Robert W., McKenzie, Michael D., Brailsford, Timothy J. |
| On a mean-generalized semivariance approach to determining the hedge ratio. | Business, general | Chen, Sheng-Syan, Lee, Cheng-Few, Shrestha, Keshab |
| Optimal No-Arbitrage Bounds on S&P 500 Index Options and The Volatility Smile.(Statistical Data Included) | Business, general | Dennis, Patrick J. |
| Option-Expiration Effects in Small markets; The Spanish Stock Exchange.(Statistical Data Included) | Business, general | Corredor, P., Lechon, P., Santamaria, R. |
| Option pricing based on the generalized lambda distribution. | Business, general | Corrado, Charles J. |
| Predicting monetary policy with federal funds futures prices. | Business, general | Soderstrom, Ulf |
| Pricing Eurodollar Futures Options with the Heath-Jarrow-Morton Model. | Business, general | Cakici, Nusret, Zhu, Jintao |
| Pricing FTSE 100 index options under stochastic volatility. | Business, general | Strong, Norman, Lin, Yueh-Neng, Xu, Xinzhong |
| Rational speculative bubbles in the gold futures market: an application of dynamic factor analysis. | Business, general | Bertus, Mark, Stanhouse, Bryan |
| Return and volatility dynamics in the spot and futures markets in Australia: an intervention analysis in a bivariate EGARCH-X framework.(Extended Exponential Generalized Autoregressive Conditional Heteroskedasticity)(Statistical Data Included) | Business, general | Bhar, Ramaprasad |
| Revisiting the finite mixture of Gaussian distributions with application to futures markets. | Business, general | Ane, Thierry, Labidi, Chiraz |
| Risk Management in Agricultural Markets: A Review. | Business, general | Tomek, William G., Peterson, Hikaru Hanawa |
| Risk premiums on inventory assets: the case of crude oil and natural gas. | Business, general | Considine, Timothy J., Larson, Donald F. |
| S&P futures returns and contrary sentiment indicators.(Standard & Poor's 500 futures contract) | Business, general | Simon, David, Wiggins, Roy |
| Stock index futures markets: stochastic volatility models and smiles. | Business, general | Tompkins, Robert G. |
| The cross-country hedging performance of implied versus statistical forecasting models.(Statistical Data Included) | Business, general | Brooks, Chris, Chong, James |
| The Cross-Currency Hedging Performance of Implied Versus Statistical Forecasting Models.(research information) | Business, general | |
| The Demand for Hedging with Futures and Options.(Statistical Data Included) | Business, general | Frechette, Darren L. |
| The Introduction of Derivatives on the Dow Jones Industrial Average and their Impact on the Volatility of Component Stocks. | Business, general | Rahman, Shafiqur |
| The Valuation of Options with Restrictions on Preferences and Distributions.(Statistical Data Included) | Business, general | Camara, Antonio |
| Time variation in the correlation structure of exchange rates: high-frequency analyses. | Business, general | Sarkar, Sudipto, Muthuswamy, Jayaram, Low, Aaron, Terry, Eric |
| Transaction Costs and Market Quality: Open Outcry Versus Electronic Trading.(Statistical Data Included) | Business, general | Tse, Yiuman, Zabotina, Tatyana V. |
| Two state option pricing: Binomial models revisited.(research information) | Business, general | |
| Two-state option pricing: binomial models revisited.(Statistical Data Included) | Business, general | Jabbour, George M., Kramin, Marat V., Young, Stephen D. |
| Volatility, global information, and market conditions: a study in futures markets. | Business, general | Hung-Gay Fung, Patterson, Gary A. |
| Volume and Volatility Surrounding Quarterly Redesignation of the Lead S&P 500 Futures Contract.(Statistical Data Included) | Business, general | Kawaller, Ira G., Koch, Paul D., Peterson, John E. |
| Vulnerable options, risky corporate bond, and credit spread. | Business, general | Cao, Melanie, Wei, Jason |
| What moves the gold market? | Business, general | Cai, Jun, Cheung, Yan-Leung, Wong, Michael C.S. |
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