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There are 49543 results for: content related to: Index futures leadership, basis behavior, and trader selectivity

  1. Market timing of CTAs: An examination of systematic CTAs vs. discretionary CTAs

    Journal of Futures Markets

    Volume 29, Issue 11, November 2009, Pages: 1067–1099, Hossein Kazemi and Ying Li

    Version of Record online : 21 JUL 2009, DOI: 10.1002/fut.20392

  2. Information content of extended trading for index futures

    Journal of Futures Markets

    Volume 24, Issue 9, September 2004, Pages: 861–886, Louis T. W. Cheng, Li Jiang and Renne W. Y. Ng

    Version of Record online : 7 JUL 2004, DOI: 10.1002/fut.20110

  3. Order imbalance and the dynamics of index and futures prices

    Journal of Futures Markets

    Volume 27, Issue 12, December 2007, Pages: 1129–1157, Joseph K.W. Fung and Philip L.H. Yu

    Version of Record online : 9 OCT 2007, DOI: 10.1002/fut.20288

  4. Is volatility risk priced in the KOSPI 200 index options market?

    Journal of Futures Markets

    Volume 29, Issue 9, September 2009, Pages: 797–825, Sun-Joong Yoon and Suk Joon Byun

    Version of Record online : 14 JUL 2009, DOI: 10.1002/fut.20386

  5. Dynamics of Dilute Polymer Solutions

    Polymer Solutions: An Introduction to Physical Properties

    Iwao Teraoka, Pages: 167–275, 2002

    Published Online : 14 APR 2002, DOI: 10.1002/0471224510.ch3

  6. Mean Reversion and Basis Dynamics

    Journal of Futures Markets

    Volume 21, Issue 9, September 2001, Pages: 797–818, Michael Theobald and Peter Yallup

    Version of Record online : 5 JUL 2001, DOI: 10.1002/fut.1901

  7. The Disappearing January/Turn of the Year Effect: Evidence From Stock Index Futures and Cash Markets

    Journal of Futures Markets

    Volume 24, Issue 8, August 2004, Pages: 755–784, Andrew C. Szakmary and Dean B. Kiefer

    Version of Record online : 8 JUN 2004, DOI: 10.1002/fut.20103

  8. Pricing vulnerable options in incomplete markets

    Journal of Futures Markets

    Volume 25, Issue 2, February 2005, Pages: 135–170, Mao-Wei Hung and Yu-Hong Liu

    Version of Record online : 29 NOV 2004, DOI: 10.1002/fut.20136

  9. Captive supplies and cash market prices for fed cattle: The role of delivery timing incentives

    Agribusiness

    Volume 20, Issue 3, Summer 2004, Pages: 347–362, John R. Schroeter and Azzeddine Azzam

    Version of Record online : 14 JUL 2004, DOI: 10.1002/agr.20011

  10. Analytic approximation formulae for pricing forward-starting Asian options

    Journal of Futures Markets

    Volume 23, Issue 5, May 2003, Pages: 487–516, Chueh-Yung Tsao, Chuang-Chang Chang and Chung-Gee Lin

    Version of Record online : 21 MAR 2003, DOI: 10.1002/fut.10070

  11. Intraday volatility in the bond, foreign exchange, and stock index futures markets

    Journal of Futures Markets

    Volume 28, Issue 4, April 2008, Pages: 313–334, Valeria Martinez and Yiuman Tse

    Version of Record online : 5 FEB 2008, DOI: 10.1002/fut.20315

  12. An examination of the impact of macroeconomic news on the spot and futures treasuries markets

    Journal of Futures Markets

    Volume 24, Issue 5, May 2004, Pages: 453–478, Marc W. Simpson and Sanjay Ramchander

    Version of Record online : 8 MAR 2004, DOI: 10.1002/fut.10132

  13. Pricing efficiency of the S&P 500 index market: Evidence from the Standard & Poor's Depositary Receipts

    Journal of Futures Markets

    Volume 22, Issue 9, September 2002, Pages: 877–900, Quentin C. Chu and Wen-Liang Gideon Hsieh

    Version of Record online : 10 JUL 2002, DOI: 10.1002/fut.10037

  14. The limits to stock index arbitrage: Examining S&P 500 futures and SPDRS

    Journal of Futures Markets

    Volume 28, Issue 12, December 2008, Pages: 1182–1205, Nivine Richie, Robert T. Daigler and Kimberly C. Gleason

    Version of Record online : 17 OCT 2008, DOI: 10.1002/fut.20365

  15. Intraday price-reversal patterns in the currency futures market: The impact of the introduction of GLOBEX and the euro

    Journal of Futures Markets

    Volume 26, Issue 11, November 2006, Pages: 1089–1130, Joel Rentzler, Kishore Tandon and Susana Yu

    Version of Record online : 22 SEP 2006, DOI: 10.1002/fut.20226

  16. Black-Scholes-Merton revisited under stochastic dividend yields

    Journal of Futures Markets

    Volume 26, Issue 7, July 2006, Pages: 703–732, Abraham Lioui

    Version of Record online : 9 MAY 2006, DOI: 10.1002/fut.20208

  17. Options on bond futures: Isolating the risk premium

    Journal of Futures Markets

    Volume 23, Issue 2, February 2003, Pages: 169–215, Robert G. Tompkins

    Version of Record online : 19 DEC 2002, DOI: 10.1002/fut.10058

  18. An economic lot-sizing problem with perishable inventory and economies of scale costs: Approximation solutions and worst case analysis

    Naval Research Logistics (NRL)

    Volume 52, Issue 6, September 2005, Pages: 536–548, Leon Yang Chu, Vernon Ning Hsu and Zuo-Jun Max Shen

    Version of Record online : 16 JUN 2005, DOI: 10.1002/nav.20096

  19. Estimation and hedging effectiveness of time-varying hedge ratio: Flexible bivariate garch approaches

    Journal of Futures Markets

    Volume 30, Issue 1, January 2010, Pages: 71–99, Sung Yong Park and Sang Young Jei

    Version of Record online : 21 JUL 2009, DOI: 10.1002/fut.20401

  20. A concave-cost production planning problem with remanufacturing options

    Naval Research Logistics (NRL)

    Volume 52, Issue 5, August 2005, Pages: 443–458, Jian Yang, Boaz Golany and Gang Yu

    Version of Record online : 28 APR 2005, DOI: 10.1002/nav.20089