Journal of Futures Markets

Cover image for Journal of Futures Markets

June 1992

Volume 12, Issue 3

Pages fmi–fmi, 253–363

  1. Masthead

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

      Version of Record online: 28 AUG 2006 | DOI: 10.1002/fut.3990120301

  2. Articles

    1. Top of page
    2. Masthead
    3. Articles
    1. Option-based evidence of the nonstationarity of expected S&P 500 futures price distributions (pages 275–290)

      Bruce J. Sherrick, Scott H. Irwin and D. Lynn Forster

      Version of Record online: 28 AUG 2006 | DOI: 10.1002/fut.3990120304

    2. Evidence of chaos in commodity futures prices (pages 291–305)

      Gregory P. Decoster, Walter C. Labys and Douglas W. Mitchell

      Version of Record online: 28 AUG 2006 | DOI: 10.1002/fut.3990120305

    3. Limit moves and price resolution: A reply (pages 361–363)

      Christopher K. Ma, Ramesh P. Rao and R. Stephen Sears

      Version of Record online: 28 AUG 2006 | DOI: 10.1002/fut.3990120309

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