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Showing results for ISSN matching 0270-7314

JOURNAL ISSUE published September 2018 in Journal of Futures Markets

https://doi.org/10.1002/fut.v38.9 Actions

JOURNAL ISSUE published November 2001 in Journal of Futures Markets

https://doi.org/10.1002/fut.v21:11 Actions

JOURNAL ISSUE published August 2001 in Journal of Futures Markets

https://doi.org/10.1002/fut.v21:8 Actions

JOURNAL ISSUE published June 2001 in Journal of Futures Markets

https://doi.org/10.1002/fut.v21:6 Actions

Forecasting the nearby basis of live cattle

JOURNAL ARTICLE published May 1994 in Journal of Futures Markets

Authors: Shi‐Miin Liu | B. Wade Brorsen | Charles M. Oellermann | Apul L. Farris

https://doi.org/10.1002/fut.3990140303 Actions

A note on the relationships between some risk‐adjusted performance measures

JOURNAL ARTICLE published May 2002 in Journal of Futures Markets

Authors: Donald Lien

https://doi.org/10.1002/fut.10024 Actions

Pricing Eurodollar futures options using the BDT term structure model: The effect of yield curve smoothing

JOURNAL ARTICLE published March 2000 in Journal of Futures Markets

Authors: Turin G. Bali | Ahmet K. Karagozoglu

https://doi.org/10.1002/(sici)1096-9934(200003)20:3<293::aid-fut5>3.0.co;2-4 Actions

Masthead

JOURNAL ARTICLE published February 1996 in Journal of Futures Markets

https://doi.org/10.1002/fut.3990160101 Actions

Erratum to “An analytical perturbative solution to the Merton Garman model using symmetries”

JOURNAL ARTICLE published April 2021 in Journal of Futures Markets

Authors: Xavier Calmet | Nathaniel Wiesendanger Shaw

https://doi.org/10.1002/fut.22193 Actions

Is after-hours trading informative?

JOURNAL ARTICLE published August 1998 in Journal of Futures Markets

Authors: Carlos A. Ulibarri

https://doi.org/10.1002/(sici)1096-9934(199808)18:5<563::aid-fut4>3.0.co;2-0 Actions

JOURNAL ISSUE published June 2004 in Journal of Futures Markets

https://doi.org/10.1002/fut.v24:6 Actions

JOURNAL ISSUE published October 2003 in Journal of Futures Markets

https://doi.org/10.1002/fut.v23:10 Actions

Bid‐ask spreads in financial futures

JOURNAL ARTICLE published December 1992 in Journal of Futures Markets

Authors: Paul A. Laux | A. J. Senchack

https://doi.org/10.1002/fut.3990120603 Actions

Futures margins and stock price volatility: Is there any link?

JOURNAL ARTICLE published September 1993 in Journal of Futures Markets

Authors: Paul H. Kupiec

https://doi.org/10.1002/fut.3990130608 Actions

Do treasury bill futures rates satisfy rational expectation properties?

JOURNAL ARTICLE published October 1991 in Journal of Futures Markets

Authors: C. Steven Cole | Michael Impson | William Reichenstein

https://doi.org/10.1002/fut.3990110507 Actions

Commodity trading advisors' leverage and reported margin‐to‐equity ratios

JOURNAL ARTICLE published October 2003 in Journal of Futures Markets

Authors: Fernando Diz

https://doi.org/10.1002/fut.10095 Actions

Margin requirements and futures activity: Evidence from the soybean and corn markets

JOURNAL ARTICLE published June 1999 in Journal of Futures Markets

Authors: Bahram Adrangi | Arjun Chatrath

https://doi.org/10.1002/(sici)1096-9934(199906)19:4<433::aid-fut3>3.0.co;2-a Actions

The municipal‐treasury futures spread

JOURNAL ARTICLE published August 1987 in Journal of Futures Markets

Authors: Marcelle Arak | Raj Daryanani | Philip Fischer | Laurie Goodman

https://doi.org/10.1002/fut.3990070402 Actions

Price Discovery in the Pits: The Role of Market Makers on the CBOT and the Sydney Futures Exchange

JOURNAL ARTICLE published August 2004 in Journal of Futures Markets

Authors: Alex Frino | Frederick H. deB. Harris | Thomas H. McInish | Michael J. Tomas III

https://doi.org/10.1002/fut.20105 Actions

Information and Noise in U.K. Futures Markets

JOURNAL ARTICLE published August 2004 in Journal of Futures Markets

Authors: Phil Holmes | Mark Tomsett

https://doi.org/10.1002/fut.20104 Actions
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