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1269篇 您的检索式：期刊名="Journal of Futures Markets"

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	题名	作者	年代	出处	被引量
1	Testing futures market efficiency,a restatement显示文摘		1985	Journal of Futures Markets1985，5，：	1
2	Two-state option pricing: binomial models revisited 显示文摘	JABBOUR G M KRAMIN M V YOUNG S D	2001	Journal of Futures Markets2001，21，11：	1
3	The effectiveness of arbitrage and speculation in the crude oil futures market显示文摘	Moosa I M Al-loughani N E	1995	Tile Journal of Futures Markets1995，15，2：	1
4	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
5	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
6	A Cointegration Test For Market Efficiency显示文摘	Lai Kon S Michael Lai	1991	Journal of Futures Markets1991，11，5：	1
7	Price discovery and volatility spillovers in the DJIA index and the futures market显示文摘	Tse Y	1999	Journal of Futures Markets1999，19，：	1
8	Hedge Period Length and Ex-Ante Futures Hedging Effectiveness: The Case of Foreign-Exchange Risk Cross Hedges 显示文摘	Benet B A	1992	Journal of Futures Markets1992，12，2：	1
9	Volume- volatility Relationships for Crude Oil Futures Markets显示文摘	Foster A J	1995	Journal of Futures Market1995，15，：	1
10	The hedging effectiveness of options and futures: A mean-Gini approach显示文摘	Cheung C S Kwan C C Y Yip C Y	1990	Journal of Futures Markets1990，10，1：	1
11	A note on a risk - return measure of hedging effectiveness显示文摘	Satyanarayan S	1998	Journal of Futures Markets1998，18，7：	1
12	Hedging Time-Varying Downside Risk显示文摘	TSE Y K	1998	Journal of Futures Markets1998，，18：	1
13	(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
14	Pricing VIX Futures:Evidence fromIntegrated Physical and Risk-neutral Probability Mea-sures显示文摘	Lin Y N	2007	Journal of Futures Markets2007，27，：	1
15	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
16	A Statistical Model For the Relationship between Futures Contract Hedging Effectiveness and Investment Horizon Length 显示文摘	Geppert J M	1995	Journal of Futures Markets1995，15，5：	1
17	A Further Investigation of the Lead - lag Relationship between the Spot Market and Stock Index Futures : Early Evidence from Korea显示文摘	MIN J NAJAND M	1999	Journal of Futures Markets1999，，2：	1
18	Cointegration and error correction models : intertemporal causality between index and futures prices 显示文摘	Ghosh A	1993	Journal of Futures Markets1993，13，2：	1
19	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
20	Conditional volatility, the GARCH option pricing model with non-normal innovations显示文摘	Byun S J Min B	2013	Journal of Futures Markets2013，33，1：	1

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