Columbia - Center for Futures Markets

For technical questions regarding this series, please contact (Thomas Krichel)
Series handle: repec:fth:colufu

• 220 Time Varying Distributions and Dynamic Hedging with Foreign Currency Futures
  by Kroner, K.F.
• 219 The Electronic Order Book and Automated Trade Execution in the Furure Market
  by Wang, J. & Domowitz, I.
• 218 Is Normal Backwardation Normal?
  by Kolb, R.W.
• 217 Trading Performance in Forward Markets: A Micro-Data Test of Normal Backwardation
  by Phillips, G. & Weiner, R.
• 216 The Price Adjustment Process and Efficiency of Grain Futures Markets Implied by return Series of Various Time Intervals
  by Thompson, S.R. & Liu, S.M.
• 215 Taxing Transactions in Futures Markets: Objectives and Effects
  by Edwards, F.R.
• 214 Equally Open and Competitive: Regulatory Approval of Automated Trade Execution in the Future Markets
  by Domowitz, I.
• 213 A Note On The Effect Of Alternative Return Measures In Financial Futures Research
  by Schneeweis, T. & Savanayana, U.
• 212 Default Risk And The Difference Between Forward And Futures Markets: An Empirical Case-Study
  by Weiner, R.J.

• 211 Modelling Financial Futures Mispricing Using Self-Exciting Thresold Autoregressive Processes
  by Pope,P.F. & Yadav,P.K.
• 210 Futures Markets As Hedging Markets And The Relative Effects Of Speculation On Hedging Effectiveness
  by Meyer,T.O.
• 209 On Universal Currency Hedges
  by Adler,M. & Prasad,B.
• 208 Portfolio Analysis Of Stocks, Bonds And Managed Futures Using Compromise Stochasticdominance
  by Fishmar,D. & Peters,C.
• 207 Forecasting The Effects Of News On Cme Live Hog Futures Prices
  by Carter,C. & Galopin,C.
• 206 On The Use Of The Portofolio Theory To Hedge Optimally Using Futures
  by Chee,K-C.
• 205 Risk Premia And Price Volatility In Futures Markets
  by Maddala,G.S. & Yoo,J.
• 204 "Chaos" In Futures Markets? A Nonlinear Dynamical Analysis
  by Blanck, S.C.
• 203 The Intraday Analysis Of Liquidity And Price Volatility In The S&P 500 Index Futures Market
  by Wang, G.H.K. & Michalski, R.J. & Mariarty, E.J. & Jourdan, J.V.
• 202 The Stochastic Behavior Of Forward Contarct Premiums For Corn And Soybeans
  by Johnson, D.D.

• 201 Modeling Commodity Price Distributions And Estimating The Optimal Futures Hedge
  by Baillie, R.T. & Myers, R.J.
• 194 The Optimal Dynamic Hedging Positions For Grain Producers Before Harvest: A Case Study
  by Martinez, S. & Zering, K.D.
• 191 Costomer Risk And The Regulation Of Futures Commission Marchants
  by Jordan, J.V. & Morgan, J.E.
• 190 Trading Mechanism, Speculative Behavior Of Investors, And The Volatility Of Prices: Spot Versus Futures
  by Park, H.Y.
• 189 Regulatory Reform Of Securities And Future Markets: Two Years After The Crash
  by Edwards, F.R.
• 188 Futures Trading, Transaction Costs, And Stock Market Volatility
  by Brorsen, W.
• 187 An Examination Of Deliveries In The Treasury Bond Futures Contract
  by Labarge, K.P.
• 186 Does The Wild Card Option Really Have Value?
  by Labarge, K.P.
• 185 Risk Premia In Futures And Asset Markets
  by Bessembinder, H.
• 184 Nonlinearities And Chaotic Effects In Options Prices
  by Savit, R.
• 183 Valuation Of Swaps
  by Sundaresan, S.
• t12 When Financial Markets Work Too Well : A Cautious Case For A Securities Transactions Tax
  by Summers, L.H. & Summers, V.P.
• t11 Commentary: Price Volatility, International Market Link, And Their Implications For Regulatory Policy
  by Nelson, D.N.
• t10 Price Volatility, International Market Links, And Their Implications For Regulatory Policies
  by Roll, R.
• t9 Commentary: Volatility, Price Resolution, And The Effectiveness Of Price Limits
  by Lehmann, B.N.
• t8 Commentary: Volatility, Prices Resolution, And Effectiveness Of Price Limits
  by Miller, M.H.
• t7 Volatility, Price Resolution, And The Effectiveness Of Price Limits
  by Ma, C.K. & Rao, R.P. & Sears, R.S.
• t6 Margin Requirements And Stock Volatility
  by Schwert, C.W.
• t5 Commentary: Stock Market Margin Requirements And Volatility
  by Hardouvelis, G.A.
• t4 Stock Market Margin Requirements And Volatility: Implications For Regulation Of Stock Index Futures
  by Salinger, M.A.
• t3 Commentary: Using Tax Policy To Curb Speculative Short-Term Trading
  by Ross, S.A.
• t2 Using Tax Policy To Curb Speculative Short-Term Trading
  by Stiglitz, J.E.
• t1 Prologue To Conference On Regulatory Reforme Of Stock And Futures Markets
  by Edwards, F.R.

• csfm-167 A Further Examination Of The Risk/Return Characteristics Of Portfolios Combining Commodity Futures Contracts With Common Stocks
  by Herbst, A.F. & Mccormack, J.P.
• csfm-166 Commodity Pool Performance:Is The Information Contained In Pool Prospectuses Useful?
  by Edwards, F.R. & Ma, C.
• csfm-165 Requiem For A Market: An Analysis Of The Rise And Fall Of A Financial Futures Contract
  by Johnston, E.T. & Mcconnell, J.J.
• 182 Margin Requirements And The Demand For Futures Contracts
  by Shanker, L.
• 181 Speculation And Price Volatility
  by Hong, B.G.
• 180 Short-Sale Restrictions, Asset Price Volatility And Social Welfare
  by Kamara, A. & Siegel, A.F.
• 179 Forecasting Sfficiency Of Energy Futures Prices
  by Ma, C.W.
• 178 Integration Among Cash And Futures Prices In The Copper Market
  by Budge, C.
• 177 Limit Moves And Price Resolution: The Case Of The Treasury Bond Futures Markets
  by Ma, C.K. & Rao, R.P. & Sears, R.S.
• 176 Policies To Curb Stock Market Volatility
  by Edwards, F.R.
• 175 Exploring The Share Of Probability Densities For Futures Price Changes
  by Nelson, R.D.
• 174 The Term Structure Of Interest Rates: Empirical Evidence
  by Gibbons, M.R. & Ramaswamy, K.
• 173 The Simple Price Dynamics Of Portfolio Insurance And Program Trading
  by Anderson, R.W. & Tutuncu, M.
• 172 Determinants Of Liquidity Costs In Commodity Furures Markets
  by Thompson, S. & Waller, M.L.
• 171 Basis Exepectations And Soybean Hedging Effectiveness
  by Hauser, R.J. & Garcia, P. & Tumblin, A.D.
• 170 The Organization And Objectives Of U.S. Futures Exchanges
  by Chambers, S. & Carter, C.
• 169 Trading Structures And Asset Pricing: Evidence From The Treasury Bill Markets
  by Kamara, A.

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This page was last updated on 2008-7-2.