| Journal of Futures Markets 1997 |
| Title | Subject | Authors |
|---|
| A comparison of futures pricing models in a new market: the case of individual share futures. | Business, general | Brailsford, T.J., Cusack, A.J. |
| An evaluation of price linkages between futures and cash markets for cheddar cheese. | Business, general | Zapata, Hector O., Fortenbery, T. Randall |
| An examination of linear and nonlinear causal relationships between price variability and volume in petroleum futures markets. | Business, general | Fujihara, Roger A., Mougoue, Mbodja |
| A note on the valuation of an exotic timing option.(stock options) | Business, general | Bellalah, Mondher, Prigent, Jean-Luc |
| A simple approach to bond option pricing. | Business, general | Wei, Jason Z. |
| Cash settlement when the underlying securities are thinly traded: a case study. | Business, general | Cornell, Bradford |
| Charting: chaos theory in disguise? | Business, general | Osler, Carol L., Clyde, William C. |
| Commitment of traders, basis behavior, and the issue of risk premia in futures markets. | Business, general | Chatrath, Arjun, Song, Frank, Youguo Liang |
| Continuously traded options on discretely traded commodity futures contracts. | Business, general | Webb, Robert I., Iwata, Gyoichi, Fujiwara, Koichi, Sunada, Hiroshi |
| Convenience yields as call options: an empirical analysis. | Business, general | Milonas, Nikolaos T., Thomadakis, Stavros B. |
| Crop year influences and variability of the agricultural futures spreads. | Business, general | Wang, George H.K., Fenton, John, Dutt, Hans R., Smith, Jonathan D. |
| Cross hedging in currency forward markets: a note.(managing exchange rate risks) | Business, general | Broll, Udo |
| Derivatives and the price of risk. | Business, general | Bollen, Nicolas P.B. |
| Estimating cash settlement price: the bootstrap and other estimators. | Business, general | Lien, Donald, Cita, John |
| Forwards or options: a correction.(currency options and forwards' relationship) | Business, general | Da-Hsiang Donald Lien |
| Fractional dynamics in international commodity prices. | Business, general | Labys, Walter C., Barkoulas, John, Onochie, Joseph |
| Futures market transaction costs. | Business, general | Locke, Peter R., Venkatesh, P. C. |
| Hedging efficiency: a futures exchange management approach. | Business, general | Pennings, Joost M.E., Meulenberg, Matthew T.G. |
| Hedging ratios and cash/futures market linkages. | Business, general | Theobald, Michael, Yallup, Peter |
| Implied volatility asymmetries in treasury bond futures options. | Business, general | Simon, David P. |
| Index futures and options and stock market volatility. | Business, general | Koutmos, Gregory, Pericli, Andreas |
| Informational content in historical CTA performance. (commodity trading advisors) | Business, general | Schneeweis, Thomas, Spurgin, Richard, McCarthy, David |
| International currency relationship information revealed by cross-option prices. | Business, general | Siegel, Andrew F. |
| Intraday futures volatility and theories of market behavior. | Business, general | Daigler, Robert T. |
| Linear dependence, nonlinear dependence and petroleum futures market efficiency. | Business, general | Fujihara, Roger A., Mougoue, Mbodja |
| Liquidity without volume: the case of FINEX, Dublin. | Business, general | Clyman, Dana R., Allen, Christopher S., Jaycobs, Richard |
| Marking-to-market and the demand for interest rate futures contracts. | Business, general | Lioui, Abraham |
| Metallgesellschaft: a prudent hedger ruined, or a wildcatter on NYMEX? | Business, general | Pirrong, Stephen Craig |
| Multiple-year pricing strategies for corn and soybeans. | Business, general | Kenyon, David E., Beckman, Charles V. |
| Out-of-sample hedging effectiveness of currency futures for alternative models and hedging strategies. | Business, general | Veld, Chris, Jong, Abe de, Roon, Frans de |
| Predicting spot exchange rates in a nonlinear estimation framework using futures prices. | Business, general | Parhizgari, A.M., Boyrie, Maria Eugenia de |
| Program trading, nonprogram trading, and market volatility.(includes bibliography) | Business, general | Kroner, Kenneth F., Sultan, Jahangir, Hogan, Kedreth C. Jr. |
| Put-call parity with futures-style margining. (futures options) | Business, general | Easton, Stephen A. |
| Risk premia in the ruble/dollar futures market. | Business, general | Presetsky, Anatoly, de Roon, Frans |
| Searching for fractal structure in agricultural futures markets. | Business, general | Nardelli, Carla, Corazza, Marco, Malliaris, A. G. |
| Short-run deviations and volatility in spot and futures stock returns: evidence from Australia, Hong Kong, and Japan. | Business, general | Choudhry, Taufiq |
| Stochastic interest rates, transaction costs, and immunizing foreign currency risk. | Business, general | Tippett, Mark, Chiang, Raymond, Okunev, John |
| The impact of market-specific public information on return variance in an illiquid market. | Business, general | Christie-David, Rohan, Koch, Timothy W. |
| The impact of proprietary - public information on pork futures. | Business, general | Mann, Thomas L., Dowen, Richard J |
| The intraday pricing efficiency of Hong Kong Hang Seng index options and futures markets. | Business, general | Chan, Kam C., Fung, Joseph K.W., Cheng, Louis T.W. |
| The rolling spot futures contract: an error correction model analysis. | Business, general | Ghosh, Asim, Gilmore, Claire G. |
| Time-dependent barrier option values. | Business, general | Hui, Cho H. |
| Trading volume and transaction costs in futures market. | Business, general | Wang, George H.K., Yau, Jot, Baptiste, Tony |
| Using derivatives in major currencies for cross-hedging currency risks in Asian emerging markets. | Business, general | Aggarwal, Raj, Demaskey, Andrea L. |
| Volatility, storage and convenience: evidence from natural gas markets. | Business, general | Thompson, Andrew, Susmel, Raul |
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