Journal of Futures Markets

Cover image for Journal of Futures Markets

Spring 1986

Volume 6, Issue 1

Pages fmi–fmi, 1–171

  1. Masthead

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

      Version of Record online: 25 AUG 2006 | DOI: 10.1002/fut.3990060101

  2. Articles

    1. Top of page
    2. Masthead
    3. Articles
    1. Lead-lag relationships between trading volume and price variability: New evidence (pages 1–10)

      Philip Garcia, Raymond M. Leuthold and Hector Zapata

      Version of Record online: 25 AUG 2006 | DOI: 10.1002/fut.3990060102

    2. Hedging shelf registrations (pages 11–27)

      Don M. Chance, M. Wayne Marr and G. Rodney Thompson

      Version of Record online: 25 AUG 2006 | DOI: 10.1002/fut.3990060103

    3. The causal relationship between futures price volatility and the cash price volatility of GNMA securities (pages 29–39)

      Anand K. Bhattacharya, Anju Ramjee and Balasubramani Ramjee

      Version of Record online: 25 AUG 2006 | DOI: 10.1002/fut.3990060104

    4. Can a dynamic strategy replicate the returns of an option? (pages 63–70)

      Michael Asay and Charles Edelsburg

      Version of Record online: 25 AUG 2006 | DOI: 10.1002/fut.3990060106

    5. The hedging performance of the CD futures market (pages 71–81)

      James A. Overdahl and Dennis R. Starleaf

      Version of Record online: 25 AUG 2006 | DOI: 10.1002/fut.3990060107

    6. Sample path properties of futures prices (pages 127–140)

      David H. Goldenberg

      Version of Record online: 25 AUG 2006 | DOI: 10.1002/fut.3990060111

    7. Futures bibliography (pages 167–171)

      Robert T. Daigler

      Version of Record online: 25 AUG 2006 | DOI: 10.1002/fut.3990060113

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