Journal of Futures Markets

Cover image for Journal of Futures Markets

August 2010

Volume 30, Issue 8

Pages 705–807

  1. Research Articles

    1. Top of page
    2. Research Articles
    1. Further analysis of the speed of response to large trades in interest rate futures (pages 705–724)

      James Richard Cummings and Alex Frino

      Article first published online: 30 OCT 2009 | DOI: 10.1002/fut.20442

    2. Performance and persistence of Commodity Trading Advisors: Further evidence (pages 725–752)

      Greg N. Gregoriou, Georges Hübner and Maher Kooli

      Article first published online: 3 NOV 2009 | DOI: 10.1002/fut.20441

    3. Regime-switching in stock index and Treasury futures returns and measures of stock market stress (pages 753–779)

      Naresh Bansal, Robert A. Connolly and Chris Stivers

      Article first published online: 26 OCT 2009 | DOI: 10.1002/fut.20439

    4. Hedging and value at risk: A semi-parametric approach (pages 780–794)

      Zhiguang Cao, Richard D.F. Harris and Jian Shen

      Article first published online: 27 OCT 2009 | DOI: 10.1002/fut.20440

    5. Optimal hedge ratios in the presence of common jumps (pages 801–807)

      Wing Hong Chan

      Article first published online: 20 AUG 2009 | DOI: 10.1002/fut.20431

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