Review of Futures Markets/Educational Research Foundation Symposia

Review of Futures Markets/
Educational Research Foundation Symposia

Review of Futures Markets
Year: 1990 Issue: 002

Chicago Board of Trade, Contents, Review of Futures Markets, Vol: 0009, Issue: 002, Article: 01,

Chicago Board of Trade, Introduction, Review of Futures Markets, Vol: 0009, Issue: 002, Article: 02,

Ackert, Lucy F., Ph.D. Candidate, Departments of Economics and Finance, Emory University; Hunter, William C., Associate Professor of Finance, Emory University, and Visiting Scholar Federal Reserve Bank of Atlanta, A Sequential Test Methodology For Detecting Futures Market Disruptions With Applications To Futures Margin Management, Review of Futures Markets, Vol: 0009, Issue: 002, Article: 03, Keywords: cash market, federal reserve, futures contract, futures price, futures trading, open interest, price change, standard deviation, stock market

Coursey, Don L ., Washington University; Dyl, Edward A., University of Arizona, Price Limits, Trading Suspensions, And The Adjustment Of Prices To New Information, Review of Futures Markets, Vol: 0009, Issue: 002, Article: 04, Keywords: american economic review, cash market, daily price limit, federal reserve, financial economics, futures price, index futures, market efficiency, market maker, market price, new york stock exchange, percent level, price change, price discovery, price limit, stock exchange, stock index, stock index futures, stock market, time period, time series, trading volume

Serletis, Apostolos , Associate Professor of Economics, The University of Calgary, Calgary, Alberta, Canada; Banack, David, Analyst, Alberta Petroleum Marketing Commission, Calgary, Alberta, Canada, Market Efficiency And Co Integration: An Application To Petroleum Markets, Review of Futures Markets, Vol: 0009, Issue: 002, Article: 05, Keywords: futures contract, futures price, market efficiency, spot price, time series

Sherrick, Bruce J., Assistant Professor of Agricultural Economics, University of Illinois at Urbana-Champaign; Irwin, Scott H., Associate Professor of Agricultural Economics, The Ohio State University; Forster, D. Lynn, Professor of Agricultural Economics, The Ohio State University, Expected Soybean Futures Price Distributions: Option-Based Assessments, Review of Futures Markets, Vol: 0009, Issue: 002, Article: 06,

Benet, Bruce A. Benet, Assistant Professor of Finance, DePaul University, Ex Ante Reduction Of Foreign Exchange Exposure Via Hedge-Ratio Adjustment, Review of Futures Markets, Vol: 0009, Issue: 002, Article: 07, Keywords: commodity futures, futures position, futures price, hedge ratio, optimal hedge ratio, spot price

Damodaran, Aswath, Stern School of Business, New York University, Index Futures And Stock Market Volatility, Review of Futures Markets, Vol: 0009, Issue: 002, Article: 08, Keywords: financial analysts journal, financial economics, futures price, futures trading, index futures, index futures trading, market volatility, new york stock exchange, price volatility, standard deviation, stock exchange, stock index, stock index futures, stock market, time period, time series, trading volume, working paper

Cheung, Yin-Wong, Department of Economics, University of California at Santa Cruz; Ng, Lilian, Department of Finance, The University of Texas at Austin, The Dynamics Of S&P 500 Index And S&P 500 Futures Intraday Price Volatilities, Review of Futures Markets, Vol: 0009, Issue: 002, Article: 09, Keywords: cash market, cash market volatility, cash price, chicago mercantile exchange, financial economics, futures contract, futures price, futures price volatility, futures trading, index futures, index futures contract, index futures market, market volatility, mercantile exchange, percent level, price change, price discovery, price volatility, risk free, sample period, soybean futures prices, spot price, standard deviation, stock index, stock index futures, stock market, stock market volatility, time period, time series, trading volume, working paper

Ferson, Wayne E., Department of Finance, Graduate School of Business, University of Chicago, Treasury Bill Futures As Unbiased Predictors: New Evidence And Relation To Unexpected Inflation - A Discussion, Review of Futures Markets, Vol: 0009, Issue: 002, Article: 10, Keywords: bill futures, cash market, financial economics, futures price, spot price, term structure, time series, treasury bill

Chicago Board of Trade, Participants, Review of Futures Markets, Vol: 0009, Issue: 002, Article: 11,

Copyright 2006 Kent State University. All Rights Reserved.
Terms of Use. Privacy Policy. Contact.