Journal of Futures Markets

Cover image for Journal of Futures Markets

February 1991

Volume 11, Issue 1

Pages fmi–fmi, 1–133

  1. Masthead

    1. Top of page
    2. Masthead
    3. Articles
    1. Masthead (page fmi)

      Article first published online: 28 AUG 2006 | DOI: 10.1002/fut.3990110101

  2. Articles

    1. Top of page
    2. Masthead
    3. Articles
    1. Index option pricing: Do investors pay for skewness? (pages 1–8)

      John S. Cotner

      Article first published online: 28 AUG 2006 | DOI: 10.1002/fut.3990110102

    2. Systematic skewness in futures contracts (pages 9–24)

      Joan C. Junkus

      Article first published online: 28 AUG 2006 | DOI: 10.1002/fut.3990110103

    3. The soybean complex spread: An examination of market efficiency from the viewpoint of a production process (pages 25–37)

      Robert L. Johnson, Carl R. Zulauf, Scott H. Irwin and Mary E. Gerlow

      Article first published online: 28 AUG 2006 | DOI: 10.1002/fut.3990110104

    4. Estimating time-varying optimal hedge ratios on futures markets (pages 39–53)

      Robert J. Myers

      Article first published online: 28 AUG 2006 | DOI: 10.1002/fut.3990110105

    5. Pricing cross-currency options (pages 89–93)

      John Rumsey

      Article first published online: 28 AUG 2006 | DOI: 10.1002/fut.3990110109

    6. Index futures, program trading, and the covariability of the major market index stocks (pages 95–111)

      John D. Martin and A. J. Senchack Jr.

      Article first published online: 28 AUG 2006 | DOI: 10.1002/fut.3990110110

    7. The relationship between forward and futures contracts: A comment (pages 113–115)

      Bjorn Flesaker

      Article first published online: 28 AUG 2006 | DOI: 10.1002/fut.3990110111

    8. Futures bibliography (pages 121–133)

      Robert T. Daigler

      Article first published online: 28 AUG 2006 | DOI: 10.1002/fut.3990110113

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