Journal of futures markets文章索引

期刊名：Journal of futures markets

缩写：

ISSN：0270-7314

e-ISSN：1096-9934

IF/分区：2.3/Q2

共收录本刊相关文章索引1893条

The influence of daily price limits on trading in Nikkei futures [0.03%]

Berkman, Henk; Steenbeek, Onno W. Berkman

Journal of Futures Markets. 1998;18(3):265-279. DOI:10.1002/(sici)1096-9934(199805)18:33.0.co;2-i 1998

Liquidity without volume. II. Using block orders to measure market resiliency [0.03%]

Clyman, Dana R.; Jaycobs, Richard Clyman

Journal of Futures Markets. 1998;18(3):281-296. DOI:10.1002/(sici)1096-9934(199805)18:33.0.co;2-p 1998

The impact of warrant introductions on the underlying stocks, with a comparison to stock options [0.03%]

Alkebäck, Per; Hagelin, Niclas Alkebäck

Journal of Futures Markets. 1998;18(3):307-328. DOI:10.1002/(sici)1096-9934(199805)18:33.0.co;2-6 1998

The mispricing of callable U.S. treasury bonds: A note [0.03%]

Carayannopoulos, Peter Carayannopoulos

Journal of Futures Markets. 1998;18(3):329-342. DOI:10.1002/(sici)1096-9934(199805)18:33.0.co;2-w 1998

A bivariate generalized autoregressive conditional heteroscedasticity-in-mean study of the relationship between return variability and trading volume in international futures markets [0.03%]

Jacobs, Michael; Onochie, Joseph Jacobs

Journal of Futures Markets. 1998;18(4):379-397. DOI:10.1002/(sici)1096-9934(199806)18:43.0.co;2-z 1998

Spread options, exchange options, and arithmetic Brownian motion [0.03%]

Poitras, Geoffrey Poitras

Journal of Futures Markets. 1998;18(5):487-517. DOI:10.1002/(sici)1096-9934(199808)18:53.0.co;2-z 1998

Is after-hours trading informative? [0.03%]

Ulibarri, Carlos A. Ulibarri

Journal of Futures Markets. 1998;18(5):563-579. DOI:10.1002/(sici)1096-9934(199808)18:53.0.co;2-0 1998

Seasonality in petroleum futures spreads [0.03%]

Girma, Paul Berhanu; Paulson, Albert S. Girma

Journal of Futures Markets. 1998;18(5):581-598. DOI:10.1002/(sici)1096-9934(199808)18:53.0.co;2-1 1998

How to finance your investment opportunity internally: A note [0.03%]

Pennings, Enrico Pennings

Journal of Futures Markets. 1998;18(5):599-604. DOI:10.1002/(sici)1096-9934(199808)18:53.0.co;2-a 1998

Design, pricing, and returns of short-term hog marketing window contracts [0.03%]

Unterschultz, James; Novak, Frank; Bresee et al. Unterschultz et al.

Journal of Futures Markets. 1998;18(6):723-742. DOI:10.1002/(sici)1096-9934(199809)18:63.0.co;2-s 1998