Journal of Futures Markets

Cover image for Journal of Futures Markets

June 1994

Volume 14, Issue 4

Pages fmi–fmi, i–ii, 379–510

  1. Masthead

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

      Article first published online: 28 AUG 2006 | DOI: 10.1002/fut.3990140401

  2. Editorial

    1. Top of page
    2. Masthead
    3. Editorial
    4. Articles
    1. Editorial comment and invitation for articles (pages i–ii)

      Article first published online: 28 AUG 2006 | DOI: 10.1002/fut.3990140402

  3. Articles

    1. Top of page
    2. Masthead
    3. Editorial
    4. Articles
    1. Examining the dependency in intra-day stock index futures (pages 405–419)

      Hung-Gay Fung, Wai-Chung Lo and John E. Peterson

      Article first published online: 28 AUG 2006 | DOI: 10.1002/fut.3990140404

    2. Estimating the effective BID/ASK spread from time and sales data (pages 437–455)

      Tom Smith and Robert E. Whaley

      Article first published online: 28 AUG 2006 | DOI: 10.1002/fut.3990140406

    3. A time series approach to testing for market linkage: Unit root and cointegration tests (pages 457–474)

      George H. K. Wang and Jot Yau

      Article first published online: 28 AUG 2006 | DOI: 10.1002/fut.3990140407

    4. The effect of CME rule 552 on dual traders (pages 493–510)

      Eric C. Chang, Peter R. Locke and Steven C. Mann

      Article first published online: 28 AUG 2006 | DOI: 10.1002/fut.3990140409

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