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

An analysis of the profiles and motivations of habitual commodity speculators [0.03%]

Canoles, W. Bruce; Thompson, Sarahelen; Irwin et al. Canoles et al.

Journal of Futures Markets. 1998;18(7):765-801. DOI:10.1002/(sici)1096-9934(199810)18:73.0.co;2-u 1998

Asymmetric information in commodity futures markets: Theory and empirical evidence [0.03%]

Perrakis, Stylianos; Khoury, Nabil Perrakis

Journal of Futures Markets. 1998;18(7):803-825. DOI:10.1002/(sici)1096-9934(199810)18:73.0.co;2-# 1998

The exchange rate crisis of September 1992 and the pricing of Italian financial futures [0.03%]

Cifarelli, Giulio Cifarelli

Journal of Futures Markets. 1998;18(7):827-849. DOI:10.1002/(sici)1096-9934(199810)18:73.0.co;2-j 1998

Are regression approach futures hedge ratios stationary? [0.03%]

Ferguson, Robert; Leistikow, Dean Ferguson

Journal of Futures Markets. 1998;18(7):851-866. DOI:10.1002/(sici)1096-9934(199810)18:73.0.co;2-v 1998

A note on a risk-return measure of hedging effectiveness [0.03%]

Satyanarayan, Sudhakar Satyanarayan

Journal of Futures Markets. 1998;18(7):867-870. DOI:10.1002/(sici)1096-9934(199810)18:73.0.co;2-9 1998

Regime switching and cointegration tests of the efficiency of futures markets [0.03%]

Chow, Ying-Foon Chow

Journal of Futures Markets. 1998;18(8):871-901. DOI:10.1002/(sici)1096-9934(199812)18:83.0.co;2-# 1998

Short selling, unwinding, and mispricing [0.03%]

Kempf, Alexander Kempf

Journal of Futures Markets. 1998;18(8):903-923. DOI:10.1002/(sici)1096-9934(199812)18:83.0.co;2-v 1998

Dynamic hedging of paper with T bill futures [0.03%]

Koutmos, Gregory; Pericli, Andreas Koutmos

Journal of Futures Markets. 1998;18(8):925-938. DOI:10.1002/(sici)1096-9934(199812)18:83.0.co;2-k 1998

Noninformative and informative tests of efficiency in three energy futures markets [0.03%]

Peroni, Emilio; McNown, Robert Peroni

Journal of Futures Markets. 1998;18(8):939-964. DOI:10.1002/(sici)1096-9934(199812)18:83.0.co;2-4 1998

Commodity futures trading performance using neural network models versus ARIMA models [0.03%]

Ntungo, Chrispin; Boyd, Milton Ntungo

Journal of Futures Markets. 1998;18(8):965-983. DOI:10.1002/(sici)1096-9934(199812)18:83.0.co;2-a 1998