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Dispute resolution systems in the commodity futures industry
Moylan, James L.; Ukman, Laren - In: The journal of futures markets 6 (1986) 4, pp. 659-670
Persistent link: https://www.econbiz.de/10003636540
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Proposed amendment of section 4d(2) of the Commodity Exchange Act : concerning investment of customer funds
Blau, Leslie A.; Barber, James S. - In: The journal of futures markets 1 (1981) 4, pp. 657-658
Persistent link: https://www.econbiz.de/10003481785
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Testing futures market efficiency : a restatement
Maberly, Edwin D. - In: The journal of futures markets 5 (1985) 3, pp. 425-432
Persistent link: https://www.econbiz.de/10003621018
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The systematic downard blas in live cattle futures : a future evaluation
Pluhar, Darwin M.; Shafer, Carl E.; Sporleder, Thomas L. - In: The journal of futures markets 5 (1985) 1, pp. 11-20
Persistent link: https://www.econbiz.de/10003678821
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Innovation, competition, and new contract design in futures markets
Silber, William L. - In: The journal of futures markets 1 (1981) 2, pp. 123-155
Persistent link: https://www.econbiz.de/10003680622
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Analysis of profit margin hedging strategies for hog producers
Kenyon, David; Clay, John - In: The journal of futures markets 7 (1987) 2, pp. 183-202
Persistent link: https://www.econbiz.de/10003514579
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The behavior of event-related returns on oil futures contracts
Draper, Dennis W. - In: The journal of futures markets 4 (1984) 2, pp. 125-132
Persistent link: https://www.econbiz.de/10003534561
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Efficiency and efficient trading rules for food and feed grains in the world commodity markets : the Israeli experience
Bigman, David - In: The journal of futures markets 5 (1985) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10001128579
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Chernobyl, commodities, and chaos : an examination of the reaction of commodity futures prices to evolving information
Pruitt, Stephen W. - In: The journal of futures markets 7 (1987) 5, pp. 555-569
Persistent link: https://www.econbiz.de/10001149589
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Options on troubled stock
Câmara, António; Popova, Ivilina; Simkins, Betty J. - In: The journal of futures markets 34 (2014) 7, pp. 637-657
Persistent link: https://www.econbiz.de/10010507943