Journal of Futures Markets

Cover image for Journal of Futures Markets

January 2003

Volume 23, Issue 1

Pages 1–107

    1. Stochastic volatility and the mean reverting process (pages 33–47)

      Sotirios Sabanis

      Article first published online: 21 NOV 2002 | DOI: 10.1002/fut.10044

    2. Does tick size influence price discovery? Evidence from the Toronto Stock Exchange (pages 49–66)

      Marie-Claude Beaulieu, Shafiq K. Ebrahim and Ieuan G. Morgan

      Article first published online: 21 NOV 2002 | DOI: 10.1002/fut.10053

    3. Expiration day effects: The case of Hong Kong (pages 67–86)

      Ying-Foon Chow, Haynes H. M. Yung and Hua Zhang

      Article first published online: 21 NOV 2002 | DOI: 10.1002/fut.10054

    4. The valuation of reset options with multiple strike resets and reset dates (pages 87–107)

      Szu-Lang Liao and Chou-Wen Wang

      Article first published online: 21 NOV 2002 | DOI: 10.1002/fut.10055

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