Review of Futures Markets/Educational Research Foundation Symposia

Review of Futures Markets/
Educational Research Foundation Symposia

Review of Futures Markets
Year: 1988 Issue: 002

Chicago Board of Trade, Contents, Review of Futures Markets, Vol: 0007, Issue: 002, Article: 01, Keywords: cash market, cash market volatility, implied volatility, index futures, index options, market volatility, price discovery, stanford university, stock index, stock index futures, stock index options

Catania, Patrick J., Executive Editor, Introduction, Review of Futures Markets, Vol: 0007, Issue: 002, Article: 02, Keywords: index futures, index options, stock index, stock index futures, stock market, stock market crash

Hans R. Stoll, Hans R., Proessor of Finance Vanderbilt University; Whaley, Robert E., Associate Professor of Finance Duke University, Futures And Options On Stock Indexes: Economic Purpose, Arbitrage, And Market Structure, Review of Futures Markets, Vol: 0007, Issue: 002, Article: 03, Keywords: cash market, cash market volatility, chicago mercantile exchange, commodity futures, commodity futures trading, commodity futures trading commission, federal reserve, federal reserve board, financial analysts journal, financial futures, futures contract, futures option, futures price, futures trading commission, index futures, index futures market, index options, interest rate, market maker, market price, market volatility, mercantile exchange, new york stock exchange, price change, price risk, price volatility, rate futures, short term, stock exchange, stock index, stock index futures, stock index options, stock market, stock market volatility, time period, trading commissionworking paper,

Figlewski, Stephen, Professor of Finance, New York University, Arbitrage-Based Pricing Of Stock Index Options, Review of Futures Markets, Vol: 0007, Issue: 002, Article: 04,

Laatsch, Francis E., Department of Finance and Insurance, Bowling Green State University; Schwarz, Thomas V. Department of Finance Southern Illinois University, Price Discovery And Risk Transfer In Stock Index Cash And Futures Markets, Review of Futures Markets, Vol: 0007, Issue: 002, Article: 05, Keywords: cash market, cash price, futures contract, futures price, index futures, major market index, market price, price discovery, price discovery process, relationship between futures, stock index, stock index futures, stock market

Aggarwal, Reena, Assistant Professor of Finance Georgetown University, Stock Index Futures And Cash Market Volatility, Review of Futures Markets, Vol: 0007, Issue: 002, Article: 06, Keywords: cash market, chicago mercantile exchange, financial analysts journal, futures contract, futures trading, index futures, major market index, market volatility, mercantile exchange, price volatility, standard deviation, stock index, stock index futures, stock market, stock market volatility, trading volume, treasury bill

Swinnerton, Eugene A., Visiting Assistant Professor of Finance Cleveland State University; Curcio Richard J., Professor of Finance Kent State University; Bennett, Richard E., Professor of Economics Kent State University, Index Arbitrage Program Trading And The Prediction Of Intraday Stock Price Changes, Review of Futures Markets, Vol: 0007, Issue: 002, Article: 07, Keywords: cash price, futures price, futures price change, index futures, major market index, ordinary least squares, price change, sample period, short term, stock index, stock index futures, stock market, treasury bill

Morse, Joel N. Morse, Associate Professor of Finance University of Baltimore, Index Futures And The Implied Volatility Of Options, Review of Futures Markets, Vol: 0007, Issue: 002, Article: 08,

Randolph William Lewis, Assistant Professor of Finance, Old Dominion University; Gilster, John E. , Jr., Associate Professor of Finance Michigan State University, Modeling Futures Options: The State-Variable Issue, Review of Futures Markets, Vol: 0007, Issue: 002, Article: 09, Keywords: black scholes, black scholes model, financial economics, futures contract, futures option, futures price, index futures, interest rate, option price, option pricing, percent level, spot price, standard deviation, stock index, stock index futures, time series

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