Journal of Futures Markets

Cover image for Journal of Futures Markets

September 1995

Volume 15, Issue 6

Pages fmi–fmi, 605–730

  1. Masthead

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

      Article first published online: 28 AUG 2006 | DOI: 10.1002/fut.3990150601

  2. Articles

    1. Top of page
    2. Masthead
    3. Articles
    4. Futures Bibliography
    1. Finnish turn-of-the-month effects: Returns, volume, and implied volatiliy (pages 605–615)

      Teppo Martikainen, Jukka Perttunen and Vesa Puttonen

      Article first published online: 28 AUG 2006 | DOI: 10.1002/fut.3990150602

    2. Mean-Gini hedging in futures markets (pages 617–635)

      Haim Shalit

      Article first published online: 28 AUG 2006 | DOI: 10.1002/fut.3990150603

    3. Do futures prices for commodities embody risk premiums? (pages 637–648)

      Richard Deaves and Itzhak Krinsky

      Article first published online: 28 AUG 2006 | DOI: 10.1002/fut.3990150604

    4. A trading simulation test for weak-form efficiency in live cattle futures (pages 649–675)

      Terry L. Kastens and Ted C. Schroeder

      Article first published online: 28 AUG 2006 | DOI: 10.1002/fut.3990150605

    5. Volatility, volume, and the notion of balance in the S&P 500 cash and futures markets (pages 677–689)

      Sharon Brown-Hruska and Gregory Kuserk

      Article first published online: 28 AUG 2006 | DOI: 10.1002/fut.3990150606

    6. Hedge performance of SPX index options and S&P 500 futures (pages 691–717)

      Bruce A. Benet and Carl F. Luft

      Article first published online: 28 AUG 2006 | DOI: 10.1002/fut.3990150607

  3. Futures Bibliography

    1. Top of page
    2. Masthead
    3. Articles
    4. Futures Bibliography
    1. Futures bibliography (pages 719–730)

      Robert T. Daigler

      Article first published online: 28 AUG 2006 | DOI: 10.1002/fut.3990150608

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