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

Returns and volatility in the Kuala Lumpur crude [0.03%]

Liew, Keng Yap; Brooks, Robert Liew

Journal of Futures Markets. 1998;18(8):985-999. DOI:10.1002/(sici)1096-9934(199812)18:83.0.co;2-5 1998

A note on estimating the minimum extended Gini hedge ratio [0.03%]

Lien, Donald; Shaffer, David R. Lien

Journal of Futures Markets. 1999;19(1):101-113. DOI:10.1002/(sici)1096-9934(199902)19:13.0.co;2-z 1999

The temporal relationship between derivatives trading and spot market volatility in the U.K.: Empirical analysis and Monte Carlo evidence [0.03%]

Kyriacou, Kyriacos; Sarno, Lucio Kyriacou

Journal of Futures Markets. 1999;19(3):245-270. DOI:10.1002/(sici)1096-9934(199905)19:33.0.co;2-j 1999

Modeling nonlinear dynamics of daily futures price changes [0.03%]

Gao, Andre H.; Wang, George H. K. Gao

Journal of Futures Markets. 1999;19(3):325-351. DOI:10.1002/(sici)1096-9934(199905)19:33.0.co;2-6 1999

Do S&P 500 index options violate the martingale restriction? [0.03%]

Strong, Norman; Xu, Xinzhong Strong

Journal of Futures Markets. 1999;19(5):499-521. DOI:10.1002/(sici)1096-9934(199908)19:53.0.co;2-o 1999

Is the Australian wool futures market efficient as a predictor of spot prices? [0.03%]

Graham-Higgs, Jeremy; Rambaldi, Alicia; Davidson et al. Graham-Higgs et al.

Journal of Futures Markets. 1999;19(5):565-582. DOI:10.1002/(sici)1096-9934(199908)19:53.0.co;2-r 1999

Valuation of futures and commodity options with information costs [0.03%]

Bellalah, Mondher Bellalah

Journal of Futures Markets. 1999;19(6):645-664. DOI:10.1002/(sici)1096-9934(199909)19:63.0.co;2-s 1999

Foreign exchange futures volatility: Day-of-the-week, intraday, and maturity patterns in the presence of macroeconomic announcements [0.03%]

Han, Li-Ming; Kling, John L.; Sell et al. Han et al.

Journal of Futures Markets. 1999;19(6):665-693. DOI:10.1002/(sici)1096-9934(199909)19:63.0.co;2-n 1999

Mispricing of index futures contracts and short sales constraints [0.03%]

Fung, Joseph K. W.; Draper, Paul Fung

Journal of Futures Markets. 1999;19(6):695-715. DOI:10.1002/(sici)1096-9934(199909)19:63.0.co;2-h 1999

Harvest contract price volatility for cotton [0.03%]

Hudson, Darren; Coble, Keith Hudson

Journal of Futures Markets. 1999;19(6):717-733. DOI:10.1002/(sici)1096-9934(199909)19:63.0.co;2-d 1999