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Content
1991
- 220 Time Varying Distributions and Dynamic Hedging with Foreign Currency Futures
by Kroner, K.F.
- 219 The Electronic Order Book and Automated Trade Execution in the Furure Market
by Wang, J. & Domowitz, I.
- 218 Is Normal Backwardation Normal?
by Kolb, R.W.
- 217 Trading Performance in Forward Markets: A Micro-Data Test of Normal Backwardation
by Phillips, G. & Weiner, R.
- 216 The Price Adjustment Process and Efficiency of Grain Futures Markets Implied by return Series of Various Time Intervals
by Thompson, S.R. & Liu, S.M.
- 215 Taxing Transactions in Futures Markets: Objectives and Effects
by Edwards, F.R.
- 214 Equally Open and Competitive: Regulatory Approval of Automated Trade Execution in the Future Markets
by Domowitz, I.
- 213 A Note On The Effect Of Alternative Return Measures In Financial Futures Research
by Schneeweis, T. & Savanayana, U.
- 212 Default Risk And The Difference Between Forward And Futures Markets: An Empirical Case-Study
by Weiner, R.J.
1990
- 211 Modelling Financial Futures Mispricing Using Self-Exciting Thresold Autoregressive Processes
by Pope,P.F. & Yadav,P.K.
- 210 Futures Markets As Hedging Markets And The Relative Effects Of Speculation On Hedging Effectiveness
by Meyer,T.O.
- 209 On Universal Currency Hedges
by Adler,M. & Prasad,B.
- 208 Portfolio Analysis Of Stocks, Bonds And Managed Futures Using Compromise Stochasticdominance
by Fishmar,D. & Peters,C.
- 207 Forecasting The Effects Of News On Cme Live Hog Futures Prices
by Carter,C. & Galopin,C.
- 206 On The Use Of The Portofolio Theory To Hedge Optimally Using Futures
by Chee,K-C.
- 205 Risk Premia And Price Volatility In Futures Markets
by Maddala,G.S. & Yoo,J.
- 204 "Chaos" In Futures Markets? A Nonlinear Dynamical Analysis
by Blanck, S.C.
- 203 The Intraday Analysis Of Liquidity And Price Volatility In The S&P 500 Index Futures Market
by Wang, G.H.K. & Michalski, R.J. & Mariarty, E.J. & Jourdan, J.V.
- 202 The Stochastic Behavior Of Forward Contarct Premiums For Corn And Soybeans
by Johnson, D.D.
1989
- 201 Modeling Commodity Price Distributions And Estimating The Optimal Futures Hedge
by Baillie, R.T. & Myers, R.J.
- 194 The Optimal Dynamic Hedging Positions For Grain Producers Before Harvest: A Case Study
by Martinez, S. & Zering, K.D.
- 191 Costomer Risk And The Regulation Of Futures Commission Marchants
by Jordan, J.V. & Morgan, J.E.
- 190 Trading Mechanism, Speculative Behavior Of Investors, And The Volatility Of Prices: Spot Versus Futures
by Park, H.Y.
- 189 Regulatory Reform Of Securities And Future Markets: Two Years After The Crash
by Edwards, F.R.
- 188 Futures Trading, Transaction Costs, And Stock Market Volatility
by Brorsen, W.
- 187 An Examination Of Deliveries In The Treasury Bond Futures Contract
by Labarge, K.P.
- 186 Does The Wild Card Option Really Have Value?
by Labarge, K.P.
- 185 Risk Premia In Futures And Asset Markets
by Bessembinder, H.
- 184 Nonlinearities And Chaotic Effects In Options Prices
by Savit, R.
- 183 Valuation Of Swaps
by Sundaresan, S.
- t12 When Financial Markets Work Too Well : A Cautious Case For A Securities Transactions Tax
by Summers, L.H. & Summers, V.P.
- t11 Commentary: Price Volatility, International Market Link, And Their Implications For Regulatory Policy
by Nelson, D.N.
- t10 Price Volatility, International Market Links, And Their Implications For Regulatory Policies
by Roll, R.
- t9 Commentary: Volatility, Price Resolution, And The Effectiveness Of Price Limits
by Lehmann, B.N.
- t8 Commentary: Volatility, Prices Resolution, And Effectiveness Of Price Limits
by Miller, M.H.
- t7 Volatility, Price Resolution, And The Effectiveness Of Price Limits
by Ma, C.K. & Rao, R.P. & Sears, R.S.
- t6 Margin Requirements And Stock Volatility
by Schwert, C.W.
- t5 Commentary: Stock Market Margin Requirements And Volatility
by Hardouvelis, G.A.
- t4 Stock Market Margin Requirements And Volatility: Implications For Regulation Of Stock Index Futures
by Salinger, M.A.
- t3 Commentary: Using Tax Policy To Curb Speculative Short-Term Trading
by Ross, S.A.
- t2 Using Tax Policy To Curb Speculative Short-Term Trading
by Stiglitz, J.E.
- t1 Prologue To Conference On Regulatory Reforme Of Stock And Futures Markets
by Edwards, F.R.
1988
- 182 Margin Requirements And The Demand For Futures Contracts
by Shanker, L.
- 181 Speculation And Price Volatility
by Hong, B.G.
- 180 Short-Sale Restrictions, Asset Price Volatility And Social Welfare
by Kamara, A. & Siegel, A.F.
- 179 Forecasting Sfficiency Of Energy Futures Prices
by Ma, C.W.
- 178 Integration Among Cash And Futures Prices In The Copper Market
by Budge, C.
- 177 Limit Moves And Price Resolution: The Case Of The Treasury Bond Futures Markets
by Ma, C.K. & Rao, R.P. & Sears, R.S.
- 176 Policies To Curb Stock Market Volatility
by Edwards, F.R.
- 175 Exploring The Share Of Probability Densities For Futures Price Changes
by Nelson, R.D.
- 174 The Term Structure Of Interest Rates: Empirical Evidence
by Gibbons, M.R. & Ramaswamy, K.
- 173 The Simple Price Dynamics Of Portfolio Insurance And Program Trading
by Anderson, R.W. & Tutuncu, M.
- 172 Determinants Of Liquidity Costs In Commodity Furures Markets
by Thompson, S. & Waller, M.L.
- 171 Basis Exepectations And Soybean Hedging Effectiveness
by Hauser, R.J. & Garcia, P. & Tumblin, A.D.
- 170 The Organization And Objectives Of U.S. Futures Exchanges
by Chambers, S. & Carter, C.
- 169 Trading Structures And Asset Pricing: Evidence From The Treasury Bill Markets
by Kamara, A.
- csfm-167 A Further Examination Of The Risk/Return Characteristics Of Portfolios Combining Commodity Futures Contracts With Common Stocks
by Herbst, A.F. & Mccormack, J.P.
- csfm-166 Commodity Pool Performance:Is The Information Contained In Pool Prospectuses Useful?
by Edwards, F.R. & Ma, C.
- csfm-165 Requiem For A Market: An Analysis Of The Rise And Fall Of A Financial Futures Contract
by Johnston, E.T. & Mcconnell, J.J.
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