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Content
September 1981, Volume 1, Issue 3
- 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