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Content
December 1982, Volume 2, Issue 4
- 367-389 Cash price variation in the live beef cattle market: The causal role of futures trade
by Robert D. Weaver & Aniruddha Banerjee - 391-408 Fundamentals of commodity options on futures
by Avner Wolf - 409-414 A note on net and double gains, or losses, in spreading operations
by P. Laborde - 415-417 Comment on: “futures markets and the supply of storage with rational expectations”
by George M. Furstenberg - 419-420 Legal notes
by Ronald J. Horowitz - 421-428 Futures bibliography
by Robert T. Daigler
September 1982, Volume 2, Issue 3
- 217-229 Are there arbitrage opportunities in the treasury‐bond futures market?
by Robert W. Kolb & Gerald D. Gay & James V. Jordan - 231-242 An immunized‐hedge procedure for bond futures
by Don M. Chance - 243-254 The efficacy of hedging with financial futures: A historical perspective
by Bruce N. Wardrep & James F. Buck - 255-260 Futures markets and the supply of storage with rational expectations
by Ronald Britto - 261-294 Issues in futures markets: A survey
by Avraham Kamara - 295-296 Legal notes
by Ronald J. Horowitz - 297-303 Futures bibliography
by Robert T. Daigler
June 1982, Volume 2, Issue 2
- 119-119 Foreword
by Mark J. Powers - 121-129 Alternative techniques for cross‐hedging wholesale beef prices
by Stephen E. Miller & Dawson B. Luke - 131-140 Hedging wholesale meat prices: Analysis of basis risk
by Marvin L. Hayenga & Dennis D. Dipietre - 141-149 Options, futures, and business risk
by James F. Gammill Jr. & James M. Stone - 151-158 Managing foreign interest rate risk
by Robert W. Kolb & Gerald D. Gay & James V. Jordan - 159-168 Ex ante evidence of backwardation/contango in commodities futures markets
by Thomas J. O'Brien & Peter M. Schwarz - 169-173 Comment on “ex ante evidence of backwardation/contango in commodities futures markets”
by John F. Wilson - 175-182 Gold and the “weekend effect”
by Clifford A. Ball & Walter N. Torous & Adrian E. Tschoegl - 183-193 Restructuring the maturity of regulated deposits with treasury‐bill futures
by Rodney L. Jacobs - 195-206 Basis speculation in commodity futures: The maturity effect
by Mark G. Castelino & Jack Clark Francis - 207-208 Smith and jacobson VS. IRS
by Ronald J. Horowitz - 209-216 Futures bibliography
by Robert T. Daigler
March 1982, Volume 2, Issue 1
- 1-7 A note on the design of commodity option contracts
by Michael R. Asay - 9-18 Effectiveness of hedging in potato futures
by Kandice H. Kahl & William G. Tomek - 19-24 A comment on greenstone's “the coffee cartel: Manipulation in the public interest”
by John Edmunds - 25-49 Treasury‐bill futures market: A formulation and interpretation
by Brian G. Chow & David J. Brophy - 51-61 Tandem t‐bill and cd spreads
by Thomas Eric Kilcollin - 63-82 The economics of futures and options contracts based on cash settlement
by Frank J. Jones - 83-103 Potential hedging use of a futures contract based on a composite stock index
by Paula A. Tosini & Eugene J. Moriarty - 105-105 The delivery period and daily price limits: A comment
by Edwin D. Maberly - 107-116 Economic considerations in the use of interest rate futures
by Charles T. Franckle & Andrew J. Senchack Jr.
December 1981, Volume 1, Issue 4
- 565-596 Spreads: Tails, turtles, and all that
by Frank J. Jones - 597-606 Hedging money market CDs with treasury‐bill futures
by Jack W. Parker & Robert T. Daigler - 607-618 Financial futures, bank portfolio risk, and accounting
by Michael R. Asay & Gisela A. Gonzalez & Benjamin Wolkowitz - 619-647 Silver price volatility: A perspective on the july 1979‐april 1980 period
by Theodore M. Barnhill & James A. Powell - 649-656 Application of statistical methodology to the evaluation of timing devices in commodities trading
by Jeffrey S. Simonoff - 657-658 Proposed amendment of section 4d(2) of the commodity exchange act: Concerning investment of customer funds
by Leslie A. Blau & James S. Barber - 659-664 A note on the hedging effectiveness of foreign currency futures
by Joanne Hill & Thomas Schneeweis
September 1981, Volume 1, Issue 3
- 291-301 Cash settlement for futures contracts based on common stock indices: An economic and legal perspective
by Terrence F. Martell & Jerrold E. Salzman - 303-316 The relationship between volume and price variability in futures markets
by Bradford Cornell - 317-328 Fiduciaries and futures
by Willard R. Phillips Jr. - 329-336 Measuring the operational costs of dual trading: An analytical framework
by Kenneth L. Stanley - 337-345 The effect of inflation on the rules of futures exchanges: A case study of the chicago mercantile exchange
by Michael Gorham - 347-358 A report on the systematic downward bias in live cattle futures prices
by John W. Helmuth - 359-366 The systematic downward bias in live cattle futures: An evaluation
by Lennart A. Palme Jr. & James Graham - 367-378 Low‐frequency filters in seasonal analysis
by David Handmaker - 379-387 Usefulness of treasury bill futures as hedging instruments
by Paul Cicchetti & Charles Dale & Anthony J. Vignola - 389-391 Comment on “usefulness of treasury bill futures as hedging instruments”
by James Kurt Dew - 393-403 Optimal versus naive buy‐hedging with t‐bill futures
by Terry S. Maness - 405-411 The futures market: Liquidity and the technique of spreading
by Leo Melamed - 413-414 Commodity Futures Markets and the Law of One Price, by Arvind K. Jain, Michigan International Business Studies, No. 16, Division of Research, Graduate School of Business Administration, University of Michigan, Ann Arbor, 1980
by P. J. Kaufman
June 1981, Volume 1, Issue 2
- 105-105 Foreword
by Franklin R. Edwards - 107-115 Futures markets: Some theoretical perspectives
by Kenneth J. Arrow - 117-121 Principles of the regulation of futures markets
by James M. Stone - 123-155 Innovation, competition, and new contract design in futures markets
by William L. Silber - 157-159 Comments on “innovation, competition, and new contract design in futures markets”
by Gary L. Seevers - 161-167 Comments on “innovation, competition, and new contract design in futures markets”
by James Kurt Dew - 169-189 Financial futures markets: Is more regulation needed?
by Phillip Cagan - 191-192 Comments on “financial futures markets: Is more regulation needed?”
by Kenneth C. Froewiss - 193-199 Comments on “financial futures markets: Is more regulation needed?”
by Frederick M. Struble - 201-218 The regulation of futures and forward trading by depository institutions: A legal and economic analysis
by Franklin R. Edwards - 219-223 Comments on “the regulation of futures and forward trading by depository institutions: A legal and economic analysis”
by Owen Carney - 225-253 Margins and futures contracts
by Lester G. Telser - 255-257 Comments on “margins and futures contracts”
by Galen Burghardt Jr. & Donald L. Kohn - 259-264 Comments on “margins and futures contracts”
by Ronald Anderson - 265-286 The economics of hedging and spreading in futures markets
by Myron S. Scholes - 287-289 Comments on “the economics of hedging and spreading futures markets”
by Anne E. Peck
March 1981, Volume 1, Issue 1
- 1-2 From the editors
by Mark J. Powers & Perry J. Kaufman - 3-16 The coffee cartel: Manipulation in the public interest
by Wayne D. Greenstone - 17-31 Safety‐adjusted performance evaluation
by P. J. Kaufman - 33-57 The integration of the cash and futures markets for treasury securities
by Frank J. Jones - 59-76 The hedging rationale for a stock index futures contract
by Neil S. Weiner - 77-88 The hedging effectiveness of currency futures markets
by Charles Dale - 89-91 Newspaper articles and their impact on commodity price formation case study: Copper
by Norman E. Frey & John W. Labuszewski - 93-101 Identifying seasonality in futures prices using X‐11
by Richard Vaughn & Marvin Kelly & Frank Hochheimer