Journal of Futures Markets

Cover image for Journal of Futures Markets

February 1995

Volume 15, Issue 1

Pages fmi–fmi, 1–99

  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.3990150101

  2. Articles

    1. Top of page
    2. Masthead
    3. Articles
    1. Mixed manipulation strategies in commodity futures markets (pages 13–38)

      Stephen Craig Pirrong

      Article first published online: 28 AUG 2006 | DOI: 10.1002/fut.3990150103

    2. A risk-return measure of hedging effectiveness: A simplification (pages 39–44)

      Cheng-Kun Kuo and Keng-Wang Chen

      Article first published online: 28 AUG 2006 | DOI: 10.1002/fut.3990150104

    3. Price limits as an explanation of thin-tailedness in pork bellies futures prices (pages 45–59)

      Seung-Ryong Yang and B. Wade Brorsen

      Article first published online: 28 AUG 2006 | DOI: 10.1002/fut.3990150105

    4. Bivariate GARCH estimation of the optimal hedge ratios for stock index futures: A note (pages 61–67)

      Tae H. Park and Lorne N. Switzer

      Article first published online: 28 AUG 2006 | DOI: 10.1002/fut.3990150106

    5. Analysis of spreads in agricultural futures (pages 69–86)

      W. Brian Barrett and Robert W. Kolb

      Article first published online: 28 AUG 2006 | DOI: 10.1002/fut.3990150107

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