Journal of Futures Markets

Cover image for Journal of Futures Markets

April 1992

Volume 12, Issue 2

Pages fmi–fmi, 123–252

  1. Masthead

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

      Article first published online: 28 AUG 2006 | DOI: 10.1002/fut.3990120201

  2. Articles

    1. Top of page
    2. Masthead
    3. Articles
    4. Erratum
    1. Dividends and S&P 100 index option valuation (pages 123–137)

      Campbell R. Harvey and Robert E. Whaley

      Article first published online: 28 AUG 2006 | DOI: 10.1002/fut.3990120202

    2. An empirical evaluation of the extended mean-gini coefficient for futures hedging (pages 177–186)

      Robert W. Kolb and John Okunev

      Article first published online: 28 AUG 2006 | DOI: 10.1002/fut.3990120206

    3. Hedge effectiveness: Basis risk and minimum-variance hedging (pages 187–201)

      Mark G. Castelino

      Article first published online: 28 AUG 2006 | DOI: 10.1002/fut.3990120207

    4. Rolling over futures contracts: A note (pages 203–217)

      Christopher K. Ma, Jeffrey M. Mercer and Matthew A. Walker

      Article first published online: 28 AUG 2006 | DOI: 10.1002/fut.3990120208

    5. Effect of institutional realities on dynamic hedging performance for a Grain producer (pages 237–251)

      Steve Martinez and Kelly D. Zering

      Article first published online: 28 AUG 2006 | DOI: 10.1002/fut.3990120210

  3. Erratum

    1. Top of page
    2. Masthead
    3. Articles
    4. Erratum
    1. You have free access to this content
      Erratum (page 252)

      Article first published online: 28 AUG 2006 | DOI: 10.1002/fut.3990120211

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