A realistic model of market liquidity and depth

JOURNAL ARTICLE published May 2005 in Journal of Futures Markets

Authors: Vassilis Polimenis

Erratum

JOURNAL ARTICLE published December 1984 in Journal of Futures Markets

Futures contract options

JOURNAL ARTICLE published December 1984 in Journal of Futures Markets

Authors: George S. Oldfield | Carlos E. Rovira

Funds protections: An overview of what happens when a commodity broker becomes insolvent

JOURNAL ARTICLE published February 1987 in Journal of Futures Markets

Authors: William F. Tueting | Christopher Q. King

JOURNAL ISSUE published September 1984 in Journal of Futures Markets

Masthead

JOURNAL ARTICLE published December 1984 in Journal of Futures Markets

A semi‐strong form test of the efficiency of the treasury bond futures market

JOURNAL ARTICLE published September 1985 in Journal of Futures Markets

Authors: Don M. Chance

Equivalent delivery procedures for gnma futures contracts and options

JOURNAL ARTICLE published March 1984 in Journal of Futures Markets

Authors: Walter L. Eckardt

Futures Bibliography

JOURNAL ARTICLE published December 1985 in Journal of Futures Markets

Authors: Robert T. Daigler

Evidence for a weather persistence effect on the corn, wheat, and soybean growing season price dynamics

JOURNAL ARTICLE published February 1991 in Journal of Futures Markets

Authors: Stanley C. Stevens

A note on the relationship between the variability of the hedge ratio and hedging performance

JOURNAL ARTICLE published November 2010 in Journal of Futures Markets

Authors: Donald Lien

Pricing American options by canonical least‐squares Monte Carlo

JOURNAL ARTICLE published February 2010 in Journal of Futures Markets

Authors: Qiang Liu

Identifying the Factors that Affect Interest‐Rate Swap Spreads: Some Evidence from the United States and the United Kingdom

JOURNAL ARTICLE published August 2001 in Journal of Futures Markets

Authors: Ilias Lekkos | Costas Milas

General equilibrium and preference free model for pricing options under transformed gamma distribution

JOURNAL ARTICLE published May 2010 in Journal of Futures Markets

Authors: Luiz Vitiello | Ser‐Huang Poon

Bitcoin futures risk premia

JOURNAL ARTICLE published December 2022 in Journal of Futures Markets

Authors: Shimeng Shi

Trades or quotes: Which drives price discovery? Evidence from Chinese index futures markets

JOURNAL ARTICLE published December 2022 in Journal of Futures Markets

Research funded by National Natural Science Foundation of China (11801433,11971372,72101199)

Authors: Liwei Jin | Xianghui Yuan | Shihao Wang | Peiran Li | Feng Lian

JOURNAL ISSUE published November 2022 in Journal of Futures Markets

Estimation and forecasting of stock volatility with range‐based estimators

JOURNAL ARTICLE published June 2008 in Journal of Futures Markets

Authors: Joshy Jacob

The opportunity cost of hedging under incomplete information: Evidence from ETF/Ns

JOURNAL ARTICLE published November 2021 in Journal of Futures Markets

Authors: Zhenyu Cui | Majeed Simaan

The relationship between currency carry trades and U.S. stocks

JOURNAL ARTICLE published March 2012 in Journal of Futures Markets

Authors: Yiuman Tse | Lin Zhao