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There are 48200 results for: content related to: The disposition effect and investment performance in the futures market

  1. 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

    Article first published online : 22 SEP 2006, DOI: 10.1002/fut.20226

  2. Risk–return relationships in foreign-currency futures following macroeconomic announcements

    Journal of Futures Markets

    Volume 22, Issue 8, August 2002, Pages: 729–764, Li-Ming Han and Onem Ozocak

    Article first published online : 3 JUN 2002, DOI: 10.1002/fut.10030

  3. 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

    Article first published online : 21 JUL 2009, DOI: 10.1002/fut.20392

  4. Fish and meat demand in Canada: Regional differences and weak separability

    Agribusiness

    Volume 22, Issue 2, Spring 2006, Pages: 175–199, Rémy Lambert, Bruno Larue, Clément Yélou and George Criner

    Article first published online : 5 APR 2006, DOI: 10.1002/agr.20079

  5. Investor Sentiment and Return Predictability in Agricultural Futures Markets

    Journal of Futures Markets

    Volume 21, Issue 10, October 2001, Pages: 929–952, Changyun Wang

    Article first published online : 3 AUG 2001, DOI: 10.1002/fut.2003

  6. 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

    Article first published online : 14 JUL 2009, DOI: 10.1002/fut.20386

  7. Price discovery in the treasury futures market

    Journal of Futures Markets

    Volume 27, Issue 11, November 2007, Pages: 1021–1051, Michael W. Brandt, Kenneth A. Kavajecz and Shane E. Underwood

    Article first published online : 12 SEP 2007, DOI: 10.1002/fut.20275

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    An examination of momentum strategies in commodity futures markets

    Journal of Futures Markets

    Volume 27, Issue 3, March 2007, Pages: 227–256, Qian Shen, Andrew C. Szakmary and Subhash C. Sharma

    Article first published online : 17 JAN 2007, DOI: 10.1002/fut.20252

  9. Determinants of compensation: A study of pay, performance, and gender differences for fundraising professionals

    Nonprofit Management and Leadership

    Volume 18, Issue 4, Summer 2008, Pages: 435–463, Debra J. Mesch and Patrick M. Rooney

    Article first published online : 2 JUN 2008, DOI: 10.1002/nml.197

  10. Composite price expectations: An empirical analysis for the Spanish horticultural sector

    Agribusiness

    Volume 23, Issue 1, Winter 2007, Pages: 57–83, Emilio Galdeano-Gómez

    Article first published online : 16 JAN 2007, DOI: 10.1002/agr.20113

  11. The effect of net positions by type of trader on volatility in foreign currency futures markets

    Journal of Futures Markets

    Volume 22, Issue 5, May 2002, Pages: 427–450, Changyun Wang

    Article first published online : 7 MAR 2002, DOI: 10.1002/fut.10021

  12. Valuation of housing index derivatives

    Journal of Futures Markets

    Volume 30, Issue 7, July 2010, Pages: 660–688, Melanie Cao and Jason Wei

    Article first published online : 5 OCT 2009, DOI: 10.1002/fut.20438

  13. Nonparametric American option pricing

    Journal of Futures Markets

    Volume 28, Issue 8, August 2008, Pages: 717–748, Jamie Alcock and Trent Carmichael

    Article first published online : 13 JUN 2008, DOI: 10.1002/fut.20335

  14. Nonlinear asymmetric models of the short-term interest rate

    Journal of Futures Markets

    Volume 26, Issue 9, September 2006, Pages: 869–894, K. Ozgur Demirtas

    Article first published online : 18 JUL 2006, DOI: 10.1002/fut.20214

  15. Spot-futures spread, time-varying correlation, and hedging with currency futures

    Journal of Futures Markets

    Volume 26, Issue 10, October 2006, Pages: 1019–1038, Donald Lien and Li Yang

    Article first published online : 17 AUG 2006, DOI: 10.1002/fut.20225

  16. Realized bond—stock correlation: Macroeconomic announcement effects

    Journal of Futures Markets

    Volume 27, Issue 5, May 2007, Pages: 439–469, Charlotte Christiansen and Angelo Ranaldo

    Article first published online : 15 MAR 2007, DOI: 10.1002/fut.20258

  17. Hedging and value at risk

    Journal of Futures Markets

    Volume 26, Issue 4, April 2006, Pages: 369–390, Richard D. F. Harris and Jian Shen

    Article first published online : 9 FEB 2006, DOI: 10.1002/fut.20195

  18. Option volume and volatility response to scheduled economic news releases

    Journal of Futures Markets

    Volume 23, Issue 4, April 2003, Pages: 315–345, John R. Nofsinger and Brian Prucyk

    Article first published online : 24 FEB 2003, DOI: 10.1002/fut.10064

  19. Elderly immigrants' labor supply response to supplemental security income

    Journal of Policy Analysis and Management

    Volume 29, Issue 1, Winter 2010, Pages: 137–162, Neeraj Kaushal

    Article first published online : 30 NOV 2009, DOI: 10.1002/pam.20482

  20. Option-Expiration Effects in Small Markets: The Spanish Stock Exchange

    Journal of Futures Markets

    Volume 21, Issue 10, October 2001, Pages: 905–928, P. Corredor, P. Lechón and R. Santamaría

    Article first published online : 3 AUG 2001, DOI: 10.1002/fut.2002