Journal of Futures Markets

Cover image for Journal of Futures Markets

September 1994

Volume 14, Issue 6

Pages fmi–fmi, i–ii, 637–771

  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.3990140601

  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.3990140602

  3. Articles

    1. Top of page
    2. Masthead
    3. Editorial
    4. Articles
    1. (Micro) fads in asset prices: Evidence from the futures market (pages 637–659)

      Gerald D. Gay, Jayant R. Kale, Robert W. Kolb and Thomas H. Noe

      Article first published online: 28 AUG 2006 | DOI: 10.1002/fut.3990140603

    2. A new measure to compare the hedging effectiveness of foreign currency futures versus options (pages 685–707)

      Chin-Wen Hsln, Jerry Kuo and Cheng-Few Lee

      Article first published online: 28 AUG 2006 | DOI: 10.1002/fut.3990140605

    3. The gold-silver spread: Integration, cointegration, predictability, and ex-ante arbitrage (pages 709–756)

      Mahmoud Wahab, Richard Cohn and Malek Lashgari

      Article first published online: 28 AUG 2006 | DOI: 10.1002/fut.3990140606

    4. Further evidence on parity relationships in options on S&P 500 index futures (pages 757–771)

      Patrick H. Marchand, James T. Lindley and Richard A. Followill

      Article first published online: 28 AUG 2006 | DOI: 10.1002/fut.3990140607

SEARCH

SEARCH BY CITATION