Journal of Futures Markets

Cover image for Journal of Futures Markets

April 1988

Volume 8, Issue 2

Pages fmi–fmi, 127–247

  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.3990080201

  2. Articles

    1. Top of page
    2. Masthead
    3. Articles
    1. The pricing of dollar index futures contracts (pages 127–139)

      T. Hanan Eytan, Giora Harpaz and Steven Krull

      Version of Record online: 25 AUG 2006 | DOI: 10.1002/fut.3990080202

    2. The rationality model revisited (pages 157–166)

      Edward F. Renshaw

      Version of Record online: 25 AUG 2006 | DOI: 10.1002/fut.3990080204

    3. Using futures to improve treasury bill portfolio performance (pages 167–184)

      S. Scott MacDonal, Richard L. Peterson and Timothy W. Koch

      Version of Record online: 25 AUG 2006 | DOI: 10.1002/fut.3990080205

    4. Arbitrage opportunities in metal futures markets (pages 199–209)

      Christopher K. Ma and Luc A. Soenen

      Version of Record online: 25 AUG 2006 | DOI: 10.1002/fut.3990080207

    5. An empirical examination of composite stock index futures pricing (pages 211–228)

      Edward M. Saunders Jr. and Arvind Mahajan

      Version of Record online: 25 AUG 2006 | DOI: 10.1002/fut.3990080208

    6. Day of the week effects and commodity price changes (pages 229–241)

      Eric C. Chang and Chan-Wung Kim

      Version of Record online: 25 AUG 2006 | DOI: 10.1002/fut.3990080209

    7. Futures Bibliography (pages 243–247)

      Robert T. Daigler

      Version of Record online: 25 AUG 2006 | DOI: 10.1002/fut.3990080210

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