Volume 13; Issue 5

Journal of Futures Markets

Volume 13; Issue 5
1

Masthead

Journal:
Journal of Futures Markets
Year:
1993
Language:
english
File:
PDF, 97 KB
english, 1993
2

Optimal hedging when preferences are state dependent

Eric Briys, Harris Schlesinger
Journal:
Journal of Futures Markets
Year:
1993
Language:
english
File:
PDF, 689 KB
english, 1993
3

Seasonal effects in S&P 100 index option returns

John S. Cotner, Nandkumar Nayar
Journal:
Journal of Futures Markets
Year:
1993
Language:
english
File:
PDF, 719 KB
english, 1993
4

How price discovery by futures impacts the cash market

James T. Witherspoon
Journal:
Journal of Futures Markets
Year:
1993
Language:
english
File:
PDF, 1.28 MB
english, 1993
5

Feeder cattle cash settlement: Hedging risk reduction or illusion?

Don R. Rich, Raymond M. Leuthold
Journal:
Journal of Futures Markets
Year:
1993
Language:
english
File:
PDF, 1.07 MB
english, 1993
6

Managing non-parallel shift risk of yield curve with interest rate futures

Sang Bin Lee, Seung Hyun Oh
Journal:
Journal of Futures Markets
Year:
1993
Language:
english
File:
PDF, 652 KB
english, 1993
7

Reducing the bias in empirical studies due to limit moves

Kenneth H. Sutrick
Journal:
Journal of Futures Markets
Year:
1993
Language:
english
File:
PDF, 1.05 MB
english, 1993
8

Boundary conditions for index options: Evidence from the finnish market

Vesa Puttonen
Journal:
Journal of Futures Markets
Year:
1993
Language:
english
File:
PDF, 919 KB
english, 1993
9

A modified lattice approach to option pricing

Yisong Tian
Journal:
Journal of Futures Markets
Year:
1993
Language:
english
File:
PDF, 809 KB
english, 1993