Journal of Futures Markets


ISSN: 0270-7314        年代:1991
当前卷期:Volume 11  issue 2     [ 查看所有卷期 ]

年代:1991
 
     Volume 11  issue 1   
     Volume 11  issue 2
     Volume 11  issue 3   
     Volume 11  issue 4   
     Volume 11  issue 5   
     Volume 11  issue 6   
1. The effects of regulations on trading activity and return volatility in futures markets
  Journal of Futures Markets,   Volume  11,   Issue  2,   1991,   Page  135-151

Stanley R. Pliska,   Catherine T. Shalen,  

Preview   |   PDF (1036KB)

2. Futures trading, transaction costs, and stock market volatility
  Journal of Futures Markets,   Volume  11,   Issue  2,   1991,   Page  153-163

B. Wade Brorsen,  

Preview   |   PDF (689KB)

3. Risk premia and price volatility in futures markets
  Journal of Futures Markets,   Volume  11,   Issue  2,   1991,   Page  165-177

Jisoo Yoo,   G. S. Maddala,  

Preview   |   PDF (705KB)

4. A test of two models in forecasting stock index futures price volatility
  Journal of Futures Markets,   Volume  11,   Issue  2,   1991,   Page  179-190

W. L. Randolph,   Mohammad Najand,  

Preview   |   PDF (751KB)

5. Stock price volatility: Some evidence from an ARCH model
  Journal of Futures Markets,   Volume  11,   Issue  2,   1991,   Page  191-200

Brad Baldauf,   G. J. Santoni,  

Preview   |   PDF (551KB)

6. Tailing the hedge: Why and how
  Journal of Futures Markets,   Volume  11,   Issue  2,   1991,   Page  201-212

Stephen Figlewski,   Yoram Landskroner,   William L. Silber,  

Preview   |   PDF (734KB)

7. Margin requirements and the demand for futures contracts
  Journal of Futures Markets,   Volume  11,   Issue  2,   1991,   Page  213-237

L. Kalavathi,   Latha Shanker,  

Preview   |   PDF (1326KB)

8. Testing index futures market efficiency using price differences: A critical analysis
  Journal of Futures Markets,   Volume  11,   Issue  2,   1991,   Page  239-252

Pradeep K. Yadav,   Peter F. Pope,  

Preview   |   PDF (763KB)

9. The January effect, arbitrage opportunities, and derivative securities: Has anything changed?
  Journal of Futures Markets,   Volume  11,   Issue  2,   1991,   Page  253-257

Edwin D. Maberly,   Brian A. Maris,  

Preview   |   PDF (291KB)

10. Masthead
  Journal of Futures Markets,   Volume  11,   Issue  2,   1991,   Page  -

Preview   |   PDF (38KB)

首页 上一页 下一页 尾页 第1页 共10条