Journal of Futures Markets

Cover image for Vol. 31 Issue 6

June 2011

Volume 31, Issue 6

Pages 503–597

  1. Research Articles

    1. Top of page
    2. Research Articles
    1. Why do expiring futures and cash prices diverge for grain markets? (pages 503–533)

      Nicole M. Aulerich, Raymond P. H. Fishe and Jeffrey H. Harris

      Version of Record online: 19 AUG 2010 | DOI: 10.1002/fut.20483

    2. Risk premiums and predictive ability of BAX futures (pages 534–561)

      Nikolay Gospodinov and Ibrahim Jamali

      Version of Record online: 19 AUG 2010 | DOI: 10.1002/fut.20482

    3. On the rate of convergence of binomial Greeks (pages 562–597)

      San-Lin Chung, Weifeng Hung, Han-Hsing Lee and Pai-Ta Shih

      Version of Record online: 7 SEP 2010 | DOI: 10.1002/fut.20484