Journal of Futures Markets

Cover image for Journal of Futures Markets

February 2005

Volume 25, Issue 2

Pages 105–210

  1. Research Articles

    1. Top of page
    2. Research Articles
    1. Traders' strategic behavior in an index options market (pages 105–133)

      Kyong Shik Eom and Sang Buhm Hahn

      Article first published online: 29 NOV 2004 | DOI: 10.1002/fut.20143

    2. Pricing vulnerable options in incomplete markets (pages 135–170)

      Mao-Wei Hung and Yu-Hong Liu

      Article first published online: 29 NOV 2004 | DOI: 10.1002/fut.20136

    3. Implied correlation index: A new measure of diversification (pages 171–197)

      Vasiliki D. Skintzi and Apostolos-Paul N. Refenes

      Article first published online: 29 NOV 2004 | DOI: 10.1002/fut.20137

    4. Forecasting futures returns in the presence of price limits (pages 199–210)

      Arie Harel, Giora Harpaz and Joseph Yagil

      Article first published online: 29 NOV 2004 | DOI: 10.1002/fut.20141

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