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387篇 您的检索式：期刊名="The Journal of Futures Markets"

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	题名	作者	年代	出处	被引量
1	A new measure to compare the hedging effectiveness of foreign currency versus options 显示文摘	Hsin Lee C W	1994	The Journal of Futures Markets1994，14，：	1
2	Trading costs and price discovery across stock index futures,and cash markets显示文摘	Kim M Szakmary A C Schwarz T V	1999	The Journal of Futures Markets1999，19，：	1
3	(Micron) Fads in asset prices: evidence t'rom the futures market 显示文摘	Gay G Kale J Kolb R Noe T	1994	The Journal of Futures Markets1994，，6：	1
4	State space modeling of price and volume dependence: evidence from currency futures显示文摘	Mccarthy J Najand M	1993	The Journal of Futures Markets1993，13，：	1
5	Weather derivatives valuation and market price of weather risk 显示文摘	Cao M Wei J	2004	The Journal of Futures Market2004，24，11：	1
6	Return and volatility dynamics in the FTSE 100 stock index and stock index futures markets显示文摘	ABHYANKAR A H	1995	The Journal of Futures Markets1995，15，：	1
7	Stock effects and seasonality in the FCOJ futures basis显示文摘	Malick W M Ward R W	1987	The Journal of Futures Markets1987，，：	1
8	Regime Switching And Cointegration Tests of The Efficiency of the Futures Markets 显示文摘		1988	The Journal of Future Markets1988，，18：	1
9	Price dynamics and error correction in stock index and stock index futures markets:a cointegration approach显示文摘	Wahab M Lashgari M	1993	The Journal of Futures Markets1993，13，：	1
10	Trading costs and the relative rate of price discovery in stock, futures and option markets 显示文摘	Fleming J Ostdiek B Whaley R E	1996	The Journal of Futures Markets1996，，20：	1
11	Financial Futures Markets:Is More Regulation Needed?显示文摘	Cagan P	1982	The Journal of Futures Markets1982，1，2：	1
12	Cointegration Tests of the Unbiased Expections Hypothesis in Metals Markets显示文摘	Adkins L C	1993	The Journal of Futures Markets1993，，13：	1
13	Optimal Contract Design:For whom?显示文摘	Bollen Smith Whaley	2003	The Journal of Futures Markets2003，23，：	1
14	Jumping hedges:an examination of movements in copper spot and futures markets显示文摘	Chan W Young D	2006	The Journal of Futures Markets2006，26，2：	1
15	Trading costs and the relative rate of price discovery in stock,futures and options markets显示文摘	Fleming J Ostdiek B Whaley R E	1996	The Journal of Futures Markets1996，4，：	1
16	Estimating cash settlement price:the bootstrap and other estimators显示文摘	Cita J Lien D	1997	The Journal of Futures Markets1997，17，6：	1
17	Multiple Delivery Points, Pricing Dynamics, and Hedging Effectiveness in Futures Markets For Spatial Commodities显示文摘	Pirrong Roger Philp 1994	1994	The Journal of Futures Markets1994，14，：	1
18	Copula sensitivity in eol- lateralized debt obligations and basket default swaps显示文摘	Meneguzzo D Vecchiato W	2004	The Journal of Futures Markets2004，24，1：	1
19	Marking-to-market stochastic interest rates and discounts on stock index futures显示文摘	Loo J	1987	The Journal of Futures Markets1987，，7：	1
20	Price limits, overreaction, and price resolution in futures markets 显示文摘	Chen H	1998	The Journal of Futures Markets1998，，3：	1

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