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There are 73761 results for: content related to: Book Reviews

  1. Valuation of American Futures Options: Theory and Empirical Tests

    The Journal of Finance

    Volume 41, Issue 1, March 1986, Pages: 127–150, ROBERT E. WHALEY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb04495.x

  2. Futures Options and the Volatility of Futures Prices

    The Journal of Finance

    Volume 41, Issue 4, September 1986, Pages: 857–870, CLIFFORD A. BALL and WALTER N. TOROUS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb04553.x

  3. Futures-Trading Activity and Stock Price Volatility

    The Journal of Finance

    Volume 47, Issue 5, December 1992, Pages: 2015–2034, HENDRIK BESSEMBINDER and PAUL J. SEGUIN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04695.x

  4. A Transactions Data Test of Stock Index Futures Market Efficiency and Index Arbitrage Profitability

    The Journal of Finance

    Volume 46, Issue 5, December 1991, Pages: 1791–1809, Y. PETER CHUNG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb04644.x

  5. Futures Manipulation with “Cash Settlement”

    The Journal of Finance

    Volume 47, Issue 4, September 1992, Pages: 1485–1502, Praveen Kumar and DUANE J. SEPPI

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04666.x

  6. Relative Pricing of Eurodollar Futures and Forward Contracts

    The Journal of Finance

    Volume 51, Issue 4, September 1996, Pages: 1499–1522, MARK GRINBLATT and NARASIMHAN JEGADEESH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb04077.x

  7. Measuring Asset Values for Cash Settlement in Derivative Markets: Hedonic Repeated Measures Indices and Perpetual Futures

    The Journal of Finance

    Volume 48, Issue 3, July 1993, Pages: 911–931, ROBERT J. SHILLER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04024.x

  8. Holiday Trading in Futures Markets

    The Journal of Finance

    Volume 49, Issue 1, March 1994, Pages: 307–324, FRANK J. FABOZZI, CHRISTOPHER K. MA and JAMES E. BRILEY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb04432.x

  9. Mean Reversion of Standard & Poor's 500 Index Basis Changes: Arbitrage-induced or Statistical Illusion?

    The Journal of Finance

    Volume 49, Issue 2, June 1994, Pages: 479–513, MERTON H. MILLER, JAYARAM MUTHUSWAMY and ROBERT E. WHALEY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb05149.x

  10. The Temporal Price Relationship between S&P 500 Futures and the S&P 500 Index

    The Journal of Finance

    Volume 42, Issue 5, December 1987, Pages: 1309–1329, IRA G. KAWALLER, PAUL D. KOCH and TIMOTHY W. KOCH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb04368.x

  11. The Pricing of Futures and Options Contracts on the Value Line Index

    The Journal of Finance

    Volume 41, Issue 4, September 1986, Pages: 843–855, T. HANAN EYTAN and GIORA HARPAZ

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb04552.x

  12. A Model of Financialization of Commodities

    The Journal of Finance

    Volume 71, Issue 4, August 2016, Pages: 1511–1556, SULEYMAN BASAK and ANNA PAVLOVA

    Version of Record online : 13 JUL 2016, DOI: 10.1111/jofi.12408

  13. On the Perils of Financial Intermediaries Setting Security Prices: The Mutual Fund Wild Card Option

    The Journal of Finance

    Volume 56, Issue 6, December 2001, Pages: 2209–2236, John M. R. Chalmers, Roger M. Edelen and Gregory B. Kadlec

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00403

  14. Returns to Speculators and the Theory of Normal Backwardation

    The Journal of Finance

    Volume 40, Issue 1, March 1985, Pages: 193–208, ERIC C. CHANG

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb04944.x

  15. Bank Funding Risks, Risk Aversion, and the Choice of Futures Hedging Instrument

    The Journal of Finance

    Volume 40, Issue 1, March 1985, Pages: 241–255, G. D. KOPPENHAVER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb04947.x

  16. Hedging Interest Rate Risk with Futures Portfolios under Term Structure Effects

    The Journal of Finance

    Volume 39, Issue 5, December 1984, Pages: 1547–1569, JIMMY E. HILLIARD

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb04924.x

  17. The Valuation of Options on Futures Contracts

    The Journal of Finance

    Volume 40, Issue 5, December 1985, Pages: 1319–1340, KRISHNA RAMASWAMY and SURESH M. SUNDARESAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb02385.x

  18. Stock Volatility and the Levels of the Basis and Open Interest in Futures Contracts

    The Journal of Finance

    Volume 50, Issue 1, March 1995, Pages: 281–300, NAI-FU CHEN, CHARLES J. CUNY and ROBERT A. HAUGEN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05174.x

  19. Hedging Pressure Effects in Futures Markets

    The Journal of Finance

    Volume 55, Issue 3, June 2000, Pages: 1437–1456, Frans A. De Roon, Theo E. Nijman and Chris Veld

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00253

  20. One Market? Stocks, Futures, and Options During October 1987

    The Journal of Finance

    Volume 47, Issue 3, July 1992, Pages: 851–877, ALLAN W. KLEIDON and ROBERT E. WHALEY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb03997.x