The following articles have appeared in The Review of Futures Markets (published by The Chicago Board of Trade). The articles are listed alphabetically.

Last updated: 6/5/96 Send comments to: Dr. Robert T. Daigler mailto: daiglerr@fiu.edu URL: http://www.fiu.edu/~daiglerrGO HERE TO FIND OUT ABOUT Web-based courses in OPTIONS AND FUTURES

Ackert, Lucy F. and William C. Hunter. "A Sequential Test Methodology For Detecting Futures Market Disruptions With Applications To Futures Margin Management," Review of Futures Markets, 1990, v9(2), 318-341.

Aftalion, Florin and Patrice Poncent. "Hedging Short-Term Interest Rate Risk: A More Accurate Approach," Review of Futures Markets, 1994, v13(2), 565-592.

Aggarwal, Reena. "Stock Index Futures And Cash Market Volatility," Review of Futures Markets, 1988, v7(2), 290-299.

Allen, Helen and Mark P. Taylor. "Chart Analysis And The Foreign Exchange Market," Review of Futures Markets, 1989, v8(2), 288-319.

Andersson, Hans and Marten Lidfelt. "Optimal Use Of Futures Markets By Export-Oriented European Farmers," Review of Futures Markets, 1994, v13(2), 599-616.

Asplund, Nathan M., D. Lynn Forster and Thomas T. Stout. "Farmers' Use Of Forward Contracting And Hedging," Review of Futures Markets, 1989, v8(1), 24-37.

Baer, Herbert L., Jr. "Panel: Who Should Set Futures Margins?," Review of Futures Markets, 1988, v7(3), 410-412.

Bahr, R. "Interest Rate Futures Options: An Empirical Test And The Ho And Lee Model In The Australian Context," Review of Futures Markets, 1993, v12(3), 661-684.

Barden, Bill, Allan Hodgson and John Okunev. "Arbitrage Bubbles And Gold Futures Trading," Review of Futures Markets, 1992, v11(3), 323-348.

Barnes, Edel. "A Comparative Analysis Of The Irish And U.K. Interest Rate Futures Markets," Review of Futures Markets, 1994, v13(2), 621-656.

Barnhill, Theodore M. and William C. Handorf. "An Application Of Monte Carlo Simulation Modeling To Commercial Bank Interest Rate Management," Review of Futures Markets, 1985, v4(3), 282-305.

Barnhill, Theodore M., William W. Hardgrave and Rehman P. Kassam. "An Empirical Study Of T-Bond Futures Contract Price Change Patterns Around U.S. Treasury Quarterly Refundings," Review of Futures Markets, 1985, v4(1),106-131.

Barone-Adesi, Giovanni and Robert J. Elliott. "Pricing The Treasury Bond Futures Contract As The Minimum Value Of Deliverable Bond Prices," Review of Futures Markets, 1989, v8(3), 438-445.

Bascou, Pierre. "The Effect Of Institutional Factors On The Basis Performance: An Empirical Study Of The London Wheat Futures Market," Review of Futures Markets, 1990, v9(3), 640-662.

Behr, Robert M. and Ronald W. Ward. "A Simultaneous Equation Model Of Futures Market Trading Activity," Review of Futures Markets, 1984, v3(3), 194-212.

Beighley, Scott. "Financial Futures Applications By The Thrift Industry," Review of Futures Markets, 1985, v4(2), 196-206.

Benet, Bruce A. "Ex Ante Reduction Of Foreign Exchange Exposure Via Hedge Ratio Adjustment," Review of Futures Markets, 1990, v9(2), 418-435.

Bhar, R. and B. F. Hunt. "Predicting The Short-Term Forward Interest Rate Structure Using A Parsimonious Model," Review of Futures Markets, 1993, v12(3), 577-590.

Board, John and Charles Sutcliffe. "Information, Volatility, Volume, And Maturity: An Investigation Of Stock Index Futures," Review of Futures Markets, 1990, v9(3), 532-549.

Bollerslev, Tim and Ian Domowitz. "Price Volatility, Spread Variability, And The Role Of Alternative Market Mechanims," Review of Futures Markets, 1991, v10(1), 78-102.

Bookstaber, Richard M. "Contract And Market Hedging: A Comparison Of Futures Contracts And Adjustable Rate Mortgages In Hedging Interest Rate Risk," Review of Futures Markets, 1986, v5(2), 100-123.

Bookstaber, Richard M. and James B. McDonald. "A Generalized Option Valuation Model For The Pricing Of Bond Options," Review of Futures Markets, 1985, v4(1),60-73.

Bookstaber, Richard. "Interest Rate Hedging For The Mortgage Banker: The Effect Of Interest Rate Futures And Loan Commitments On Portfolio Return Distributions," Review of Futures Markets, 1982, v1(1), 22-51.

Braga, Francesco S. and Larry J. Martin. "Hedging The Corn And Wheat Variable Import Levy Of The European Community," Review of Futures Markets, 1987, v6(3), 390-408.

Briys, Eric, Michel Crouhy and Daniel R. Pieptea. "Hedging Versus Speculating With Interest Rate Futures," Review of Futures Markets, 1988, v7(Supp), 620-635.

Briys, Eric, Michel Crouhy and Harris Schlesinger. "An Intertemporal Model Of Consumption And Hedging," Review of Futures Markets, 1988, v7(Supp), 456-466.

Bronfman, Corinne. "Price Discovery, Returns Volatility, And Market Efficiency In Experimental Asset Markets," Review of Futures Markets, 1994, v13(3), 755-786.

Brophy, Daniel F. "Commercial Use Of Options," Review of Futures Markets, 1984, v3(2), 174-178.

Brorsen, B. Wade and Scott H. Irwin. "Examination Of Commodity Fund Performance," Review of Futures Markets, 1985, v4(1), 84-94.

Brorsen, B. Wade and Scott H. Irwin. "Futures Funds And Price Volatility," Review of Futures Markets, 1987, v6(2), 118-135.

Brown, Sharon, Paul Laux and Barry Schachter. "On The Existence Of An Optimal Tick Size," Review of Futures Markets, 1991, v10(1), 50-72.

Buhler, Wolfgang. "Valuation Of Bond Options," Review of Futures Markets, 1990, v9(3), 612-636.

Cabral, Jose Sarsfield and Rui Campos Guimaraes. "Are Commodity Futures Markets Really Efficient? A Purchasing-Oriented Study Of The Chicago Corn Futures Market," Review of Futures Markets, 1988, v7(Supp), 598-617.

Carnes, W. Stansbury, Gerald D. Gay and Paul A. McCulley. "Fed-Watching, Monetary Policy Regimes, And The Response Of Financial Futures To Money Announcements," Review of Futures Markets, 1989, v8(3), 384-401.

Chance, Don M. "Futures Contracts And Immunization," Review of Futures Markets, 1986, v5(2), 124-141.

Chance, Don M. "The Reaction Of The Chicago Board Of Trade GNMA Futures Contract To The Announcement Of Inflation Rates: A Study Of Market Efficiency," Review of Futures Markets, 1985, v4(1), 132-154.

Chang, Jack S. K., Hsing Fang and Wong Kie Ann. "Hedging With Currency Futures and Forward Contracts: An Intertemporal Generalization," Review of Futures Markets, 1993, v12(3), 601-624.

Chee, Kew-Chul. "Hedging With Financial Futures Under Variance Minimization With Stochastic Interest Rates," Review of Futures Markets, 1994, v13(1), 187-214.

Chen, Nen-Jing and Raymond M. Leuthold. "A Comparison Of Alternative Corn Importing Strategies For Taiwan," Review of Futures Markets, 1990, v9(Supp), 258-272.

Cheung, Yin-Wong and Lilian K. Ng. "The Dynamics Of S&P 500 Index And S&P 500 Futures Intraday Price Volatilities," Review of Futures Markets, 1990, v9(2), 458-486.

Chiang, Raymond C. and T. Craig Tapley. "Day-Of-The-Week Effects And The Futures Market," Review of Futures Markets, 1983, v2(3), 356-410.

Chiang, Raymond C., Gerald D. Gay and Robert W. Kolb. "Commodity Exchange Seat Prices," Review of Futures Markets, 1987, v6(1), 1-10.

Chu, Haumin. "An Evaluation Of The Performance Of Financial Futures Markets: A Cross Country, Cross Market Study," Review of Futures Markets, 1992, v11(3), 295-318.

Cinar, E. Mine and Joseph D. Vu. "Seasonal Effects In The Value Line And Standard And Poor's 500 Cash And Futures Returns," Review of Futures Markets, 1991, v10(2), 292-291.

Coleman, Thomas C. "Panel: Trading Halts And Price Limits," Review of Futures Markets, 1988, v7(3), 435-439.

Conklin, Neilson C. "Grain Exports, Futures Markets, And Pricing Efficiency," Review of Futures Markets, 1983, v2(1), 1-25.

Connor, Gregory and Barry Dillon. "Organized Exchanges In Small Economies: The Case Of Irish Futures Trading," Review of Futures Markets, 1989, v8(2), 326-345.

Copeland, Laurence S. and Richard C. Stapleton. "The Duration And Volatility Of Spot And Futures Prices," Review of Futures Markets, 1992, v11(1), 14-21.

Cornett, Marcia Millon and Ruben C. Trevino. "Monthly Return Patterns On Commodity Futures Contracts," Review of Futures Markets, 1989, v8(1), 86-104.

Coursey, Don L. and Edward A. Dyl. "Price Limits, Trading Suspensions, And The Adjustment Of Prices To New Information," Review of Futures Markets, 1990, v9(2), 342-360.

Cox, Raymond A. K., John B. Mitchell and R. Gene Stout. "The Intraday Volatility Of U.S. Treasury Bond Futures," Review of Futures Markets, 1993, v12(1), 29-54.

Craine, Roger. "Maturity Intermediation And Interest Rate Risks: Hedging Strategies For S&Ls," Review of Futures Markets, 1985, v4(3), 390-403.

Cummins, J. David and Halyette Geman. "An Asian Option Approach To The Valuation Of Insurance Futures Contracts," Review of Futures Markets, 1994, v13(2), 517-558.

Curtis, Charles E., Jr., Kandice H. Kahl and Cathy S. McKinnell. "Risk-Efficient Soybean Marketing: The Contribution Of Commodity Options To The Producing Firm," Review of Futures Markets, 1987, v6(2), 176-190.

Dahlgran, Roger A. and Dale W. Jergensen. "The Feasibility Of Hedging Working Capital Costs In Financial Futures Markets By Small Agribusiness Firms," Review of Futures Markets, 1984, v3(1), 1-12.

Damodaran, Aswath. "Index Futures And Stock Market Volatility," Review of Futures Markets, 1990, v9(2), 442-457.

Davis, Kevin. "The Pricing Of Options On Australian Bank Bill Futures: A Test Of The Black Model Using Transactions Data," Review of Futures Markets, 1991, v10(3), 460-476.

Davis, Robert R. "Panel: Trading Halts And Price Limits," Review of Futures Markets, 1988, v7(3), 442-445.

Dawson, Paul and Gordon Gemmill. "Returns To Market-Making On The London Traded Options Market," Review of Futures Markets, 1990, v9(3), 666-680.

De Munnik Jeroen F. J. "Note On The Interest Rate Contingent Claim Valuation And The Use Of Principal Components," Review of Futures Markets, 1994, v13(2), 695-702.

DeRonne, William A. "Pension Funds And Futures Markets: Option Hedging Of Fixed-Rate Assets," Review of Futures Markets, 1985, v4(2), 232-241.

Draper, Dennis W. and James W. Hoag. "Portfolio Strategies Using Treasury Bond Options And Futures," Review of Futures Markets, 1983, v2(1), 82-98.

Dumas, Bernard and L. Peter Jennergren. "Currency Option Pricing In Credible Target Zones," Review of Futures Markets, 1993, v12(2), 323-340.

Duque, Joao L. C. and Dean A. Paxson. "Implied Volatility And Dynamic Hedging," Review of Futures Markets, 1994, v13(2), 381-422.

Eagle, David and Erin S. Nelson. "Index Arbitrage And The Concentration Effect," Review of Futures Markets, 1991, v10(2), 212-241.

Eldridge, Robert M. and Robert Maltby."On The Existence And Implied Cost Of Carry In A Medieval English Forward/Futures Market," Review of Futures Markets, 1992, v11(1), 36-47.

Ennew, Christine, Wyn Morgan and Tony Rayner. "Market Performance And The Decision To Trade On The London Potato Futures Market," Review of Futures Markets, 1993, v12(2), 269-292.

Epps, T. W. and Michael J. Kukanza. "Predictions Of Returns To Commodities Speculation Based On Current Information: Some Evidence Of Informational Inefficiency In Futures Markets," Review of Futures Markets, 1985, v4(3), 366-382.

Fackler, Paul L. "Liquidation And Delivery In The Cattle And Hog Futures Markets," Review of Futures Markets, 1992, v11(2), 184-203.

Fang, Zhenmin. "The Price Behavior And Hedging Effectiveness Of Interest Rate Futures In Hong Kong," Review of Futures Markets, 1993, v12(3), 629-650.

Ferguson, Michael F. and Leonard J. Schneck. "The Flight To Quality: Evidence From The Futures Markets," Review of Futures Markets, 1993, v12(1), 103-132.

Ferson, Wayne E. "Treasury Bill Futures As Unbiased Predictors: New Evidence And Relation To Expected Inflation - A Discussion," Review of Futures Markets, 1990, v9(2), 498-503.

Figlewski, Stephen and M. Desmond Fitzgerald. "The Price Behaviour Of London Commodity Options," Review of Futures Markets, 1982, v1(1), 90-104.

Figlewski, Stephen. "Arbitrage-Based Pricing Of Stock Index Options," Review of Futures Markets, 1988, v7(2), 250-271.

Firch, Robert S. "Futures Markets As Inverse Forecasters Of Post-harvest Prices For Storable Agricultural Commodities," Review of Futures Markets, 1982, v1(1), 62-73.

Fleischman, Edward H., William E. Seale, Karsten Mahlmann and Hans R. Stoll. "Panel Discussion On Regulatory Issues Facing The Futures Industry," Review of Futures Markets, 1988, v7(1), 200-216.

Flesaker, Bjorn and Ehud I. Ronn. "Inflation Futures And A Riskless Real Interest Rate," Review of Futures Markets, 1988, v7(1), 36-67.

Follain, James R. and Hun Y. Park. "Hedging The Interest Rate Risk Of Mortgages With Prepayment Options," Review of Futures Markets, 1989, v8(1), 62-78.

Followill, Richard A. "Relative Call Futures Option Pricing: An Examination Of Market Efficiency," Review of Futures Markets, 1987, v6(3), 354-381.

Followill, Richard A. and Antonio J. Rodriguez. "The Estimation And Determinants Of Bid-Ask Spreads In Futures Markets," Review of Futures Markets, 1991, v10(1), 1-11.

France, Virginia G., Gilbert W. Bassett, Jr. and Stanely R. Pliska. "The MMI Cash-Futures Spread On October 19, 1987," Review of Futures Markets, 1989, v8(1), 118-138.

Fraser, Patricia and Ronald MacDonald. "Spot And Forward Metals Prices: Efficiency And Time Series Behavior," Review of Futures Markets, 1992, v11(1), 24-34.

Fung, William K. H. and David A. Hsieh. "Estimating The Dynamics Of Foreign Currency Volatility," Review of Futures Markets, 1991, v10(3), 490-514.

Gammill, James F., Jr. "Panel: Who Should Set Futures Margins?," Review of Futures Markets, 1988, v7(3), 413-420.

Gannon, Gerard L. "Simultaneous Volatility Effects In Index Futures," Review of Futures Markets, 1994, v13(4), 1027-1066.

Gemmill, Gordon. "Hedging Crude Oil: How Many Markets Are Needed In The World?," Review of Futures Markets, 1988, v7(Supp), 556-571.

Gennotte, Gerard and Hayne Leland. "Low Margins, Derivative Securities, And Volatility," Review of Futures Markets, 1994, v13(3), 709-742.

Geske, Robert L. and Dan R. Pieptea. Controlling Interest Rate Risk And Return With Futures," RFM, 1987, v6(1), 64-86.

Ghalbouni, Joseph P., Lawrence Kryzanowski and Minh Chau To. "Transaction Cost And Option-Pricing Biases: Some Evidence For Options On Foreign Exchange Futures," Review of Futures Markets, 1990, v9(1), 26-48.

Gilbert, Christopher L. "Futures Trading, Storage, And Price Stabilization," Review of Futures Markets, 1989, v8(2), 152-176.

Ginter, Gary D. "Panel: Who Should Set Futures Margins?," Review of Futures Markets, 1988, v7(3), 405-409.

Girou, Mike, A. Scott McIllwain and Dix H. Pettey. "Options Market Implied Consensus Views," Review of Futures Markets, 1994, v13(3), 943-978.

Gjerde, Oystein. "A Simple Risk-Reducing Cross-Hedging Strategy: Using Soybean Oil Futures With Fish Oil Sales," Review of Futures Markets, 1989, v8(2), 180-195.

Goodman, Laurie S. and N. R. Vijayaraghavan. "Generalized Duration Hedging With Futures Contracts," Review of Futures Markets, 1987, v6(1), 94-108.

Gray, Roger W. "Luncheon Address: Futures Delivery Issues," Review of Futures Markets, 1992, v11(2), 244-247.

Gregory, Owen K. "Banking And Commodity Market Structure: The Early Chicago Board Of Trade," Review of Futures Markets, 1983, v2(2), 168-189.

Grunbichler, Andreas and Tyrone W. Callahan. "Stock Index Futures Arbitrage In Germany: The Behavior Of The DAX Index Futures Prices," Review of Futures Markets, 1994, v13(2), 661-686.

Gunnin, Robert G. "Petroleum Futures Trading: Practical Applications By The Trade," Review of Futures Markets, 1984, v3(2), 128-140.

Habeeb, Gregory, Joanne M. Hill and Amaury J. Rzad. "Potential Rewards From Path-Dependent Index Arbitrage With S&P 500 Futures," Review of Futures Markets, 1991, v10(1), 180-203.

Hall, Stephen G. and Mark P. Taylor. "Modeling Risk Premia In Commodity Forward Prices: Some Evidence Form The London Metal Exchange," Review of Futures Markets, 1989, v8(2), 200-217.

Harrison, Mark, Toan M. Pham and Ah Boon Sim. "The Market For Options On Ten-Year Treasury Bond Futures In Australia: Some Empirical Evidence Using The Black Model," Review of Futures Markets, 1992, v11(3), 369-410.

Hartzmark, Michael L. "Regulating Futures Margin Requirements," Review of Futures Markets, 1986, v5(3), 242-260.

Hartzmark, Michael L. Is Risk Aversion A Theoretical Diversion?," RFM, 1988, v7(1), 1-26.

Hathaway, Neville and R. R. Officer. "The Twenty Leaders Index As A Futures Contract," Review of Futures Markets, 1990, v9(Supp), 208-225.

Hauser, Robert J. and Jordan Buck. "The Feasibility Of A Futures Market For Barge Grain Freight," Review of Futures Markets, 1989, v8(1), 1-15.

Heath, David, Robert A. Jarrow and Andrew Morton. "Contingent Claim Valuation With A Random Evolution Of Interest Rates," Review of Futures Markets, 1990, v9(1), 54-76.

Heenk, B. A., A. G. Z. Kemna and A. C. F. Vorst. "Asian Options On Oil Spreads," Review of Futures Markets, 1990, v9(3), 510-528.

Hegel, Peter W. "Potential Uses Of The Municipal Bond Futures Contract By A Unit Investment Trust," Review of Futures Markets, 1985, v4(2), 260-267.

Hein, Scott E. and S. Scott MacDonald. "On The Difference Between Daily Treasury Bill Futures Contract Rates And Implied Forward Rates," Review of Futures Markets, 1989, v8(3), 446-470.

Heisler, Jeffrey. "Loss Aversion In A Futures Market: An Empirical Test," Review of Futures Markets, 1994, v13(3), 793-822.

Hensel, Chris R., Gordon A. Sick and William T. Ziemba. "The Turn-Of-The-Month Effect In The U.S. Index Futures Markets, 1982-1992," Review of Futures Markets, 1994, v13(3), 827-856.

Herbst, Anthony F. and Joseph P. McCormack. "An Examination Of The Risk/Return Characteristics Of Portfolios Combining Commodity Futures Contracts With Common Stocks," Review of Futures Markets, 1987, v6(3), 416-425.

Heuson, Andrea J. "Market Maturation Effects In Options On Treasury Bond Futures," Review of Futures Markets, 1986, v5(3), 274-283.

Heymann, Hans G. and Richard E. Cohan. "The Effect Of Financial Futures Trading On The Bid-Ask Spread Of Cash Market T-Bonds," Review of Futures Markets, 1984, v3(1), 48-57.

Heynen, Ronald. "An Empirical Investigation Of Observed Smile Patterns," Review of Futures Markets, 1994, v13(2), 317-354.

Hiatt, John C. "Panel: Clearance, Payment, And Settlement Systems In The Futures, Options, And Stock Markets," Review of Futures Markets, 1988, v7(3), 387-391.

Hieronymus, Thomas A. "Survival And Change: Post-World War II At The Chicago Board Of Trade," Review of Futures Markets, 1983, v2(2), 222-238.

Hill, Joanne, Thomas Schneeweis and Robert Mayerson. "An Analysis Of The Impact Of Marking-To-Market In Hedging With Treasury Bond Futures," Review of Futures Markets, 1983, v2(1), 136-159.

Hill, Mark. "How A Commercial Bank Trader Uses The Treasury Bond Market For Various Hedging Applications," Review of Futures Markets, 1982, v1(3), 204-209.

Ho, Richard Yan-Ki, Jimmy Zhenmin Fang and C. K. Woo. "Intraday Arbitrage Opportunities And Price Behavior Of The Hang Seng Index Futures," Review of Futures Markets, 1992, v11(3), 413-430.

Hodgen, Allan, Stephen P. Keef and John Okunev. "Mean Reversion In Futures Prices: Some Empirical Evidence," Review of Futures Markets, 1993, v12(3), 551-574.

Hodges, Stewart D. and Anthony Neuberger. "Optimal Replication Of Contingent Claims Under Transactions Costs," Review of Futures Markets, 1989, v8(2), 222-239.

Hollander, Glenn P. "Statement On Selected Issues," Review of Futures Markets, 1992, v11(2), 240-243.

Howard, James A. "Grain Trading In The 1970s," Review of Futures Markets, 1983, v2(2), 252-261.

Hunt, Benjamin F. "A Forecasting Model Of Option Pricing Volatility," Review of Futures Markets, 1992, v11(3), 355-366.

Hunter, William C. "Rational Margins On Futures Contracts: Initial Margins," Review of Futures Markets, 1986, v5(2), 160-173.

Irwin, Scott H. and J. William Uhrig. "Do Technical Analysts Have Holes In Their Shoes?," Review of Futures Markets, 1984, v3(3), 264-277.

Jamshidian, Farshid and Yu Zhu. "Replication Of An Option On A Bond Portfolio," Review of Futures Markets, 1990, v9(1), 84-100.

Jamshidian, Farshid. "An Analysis Of American Options," Review of Futures Markets, 1992, v11(1), 72-80.

Jamshidian, Farshid. "Commodity Option Evaluation In The Gaussian Futures Term Structure Model," Review of Futures Markets, 1991, v10(2), 324-346.

Johnson, Jackie and Brian Phelan. "The Weekly Pattern Of Returns In The Australian Share Price Index Futures Contract, 1983-1989," Review of Futures Markets, 1990, v9(Supp), 162-177.

Johnson, James J. "How A Pharmaceutical Company Uses The Futures Markets For Cross-Hedging," Review of Futures Markets, 1982, v1(3), 238-246.

Jordan, James V., William E. Seale, Stephen J. Dinehart and David E. Kenyon. "The Intraday Variability Of Soybean Futures Prices: Information And Trading Effects," Review of Futures Markets, 1988, v7(1), 96-109.

Kahl, Kandice H. and Charles E. Curtis, Jr. "A Comparative Analysis Of The Corn Basis In Feed Grain Deficit And Surplus Areas," Review of Futures Markets, 1986, v5(3), 220-232.

Kallman, Jonathan. "Panel: Clearance, Payment, And Settlement Systems In The Futures, Options, And Stock Markets," Review of Futures Markets, 1988, v7(3), 392-394.

Kat, Harry M. "Modeling S&P 500 Futures Mispricing Using A Neural Network," Review of Futures Markets, 1993, v12(2), 509-542.

Kelly, Thomas M., Jr. "A Case For Being Long Futures, Short Cash: Delivery Incentives," Review of Futures Markets, 1992, v11(2), 162-165.

Kelly, Thomas M., Jr. "Arbitrage In Government Security Markets," Review of Futures Markets, 1986, v5(1), 44-52.

Kemna, Angelien G. Z. and Ton C. F. Vorst. "A Futures Contract On An Index Of Existing Bonds: A Reasonable Alternative?," Review of Futures Markets, 1988, v7(Supp), 468-479.

Khoury, Nabil T. and Pierre Yourougou. "Price Discovery Performance And Maturity Effects In The Canadian Feed Wheat Market," Review of Futures Markets, 1989, v8(3), 402-419.

Khoury, Sarkis J. and Gerald L. Jones. "Daily Price Limits On Futures Contracts: Nature, Impact, And Justification," Review of Futures Markets, 1984, v3(1), 22-36.

Kingsman, Brian G. "The Relationship Between European And U.S. Prices For Soybeans And Corn, 1966-1988," Review of Futures Markets, 1988, v7(Supp), 528-553.

Kodres, Laura E. "Tests Of Unbiasedness In Foreign Exchange Futures Markets: The Effects Of Price Limits," Review of Futures Markets, 1988, v7(1), 138-166.

Kofman, Paul and Casper G. De Vries. "Potato Futures Returns: A Tail Investigation," Review of Futures Markets, 1989, v8(2), 244-258.

Kofman, Paul, Albert De Vaal and Casper De Vries. "Target Zone Management: Commodity Boards And Speculative Raids," Review of Futures Markets, 1992, v11(1), 106-114.

Kofman, Paul. "Hedging Processor's Duality In Currency Exposure: The EC's Sunflower Case," Review of Futures Markets, 1993, v12(2), 301-318.

Koh, Annie and Kai-Chong Tsui. "An Intermarket Comparison Of Eurodollar Futures Price Volatility," Review of Futures Markets, 1991, v10(3), 518-531.

Kolb, Robert W., Gerald D. Gay and William C. Hunter. "Liquidity And Capital Requirements For Futures Market Hedges," Review of Futures Markets, 1985, v4(1), 1-25.

Kolb, Robert W., James V. Jordan and Gerald D. Gay. "Futures Prices And Expected Future Spot Prices," Review of Futures Markets, 1983, v2(1), 110-123.

Koop, Dwight. "Pricing Options: Variations On The Black-Scholes Model," Review of Futures Markets, 1986, v5(1), 80-89.

Koppenhaver, Gary D. "Regulating Financial Intermediary Use Of Futures And Options," Review of Futures Markets, 1987, v6(2), 144-164.

Kraft, Burnell D. "Statement On Selected Issues," Review of Futures Markets, 1992, v11(2), 230-233.

Kuhn, Betsey A., George J. Kuserk and Peter Locke. "Do Circuit Brakers Moderate Volatility? Evidence From October 1989," Review of Futures Markets, 1991, v10(1), 136-175.

Kunimura, Michio. "Index Futures Arbitrage And Stock Market Activity In Japan," Review of Futures Markets, 1990, v9(Supp), 192-204.

Kuo, Cheng-kun. "The Valuation Of Futures-Style Options," Review of Futures Markets, 1991, v10(3), 480-487.

Kuserk, Gregory J. and Peter R. Locke. "The Chicago Loop Tunnel Flood: Cash Pricing And Activity," Review of Futures Markets, 1994, v13(1), 115-146.

Kyle, Albert S. "Trading Halts And Price Limits," Review of Futures Markets, 1988, v7(3), 426-434.

Laatsch, Francis E. and Thomas V. Schwarz. "Price Discovery And Risk Transfer In Stock Index Cash And Futures Markets," Review of Futures Markets, 1988, v7(2), 272-289.

Lacey, Nelson J. and Donald R. Chambers. "The Investigation Of A Systematic Prepayment Option In GNMA Futures," Review of Futures Markets, 1985, v4(3), 338-353.

Lam, K. and P. L. H. Yu. "The Hedging Performance Of The Hang Seng Index Futures Contract," Review of Futures Markets, 1992, v11(3), 447-466.

Lane, Morton N. "Delivery: A Market Participant's Viewpoint," Review of Futures Markets, 1992, v11(2), 166-173.

Lasser, Dennis J. "A Measure Of Ex Ante Hedging Effectiveness For The Treasury Bill And Treasury Bond Futures Markets," Review of Futures Markets, 1987, v6(2), 278-295.

Lauterbach, Beni and Margaret A. Monroe. "A Transaction Data Examination Of The Weekend Effect In Futures Markets," Review of Futures Markets, 1989, v8(3), 370-383.

Laycock, Mark S. and Dean A. Paxson. "Hedging Noncoetaneous Cash Positions With Eurodollar Futures," Review of Futures Markets, 1988, v7(Supp), 484-500.

Lee, Jae Ha and Scott C. Linn. "Intraday And Overnight Volatility Of Stock Index And Stock Index Futures Returns," Review of Futures Markets, 1994, v13(1), 1-30.

Lee, Sang Bin and Ki Yool Ohk. "Does Futures Trading Increase Stock Market Volatility? The U.S., Japan, The U.K., And Hong Kong," Review of Futures Markets, 1992, v11(3), 253-288.

Lee, Sang Bin and Sung Moo Huh. "Futures Market Timing Ability With Neural Networks," Review of Futures Markets, 1991, v10(3), 534-547.

Leuck, Richard C. and Raymond M. Leuthold. "Agribusiness Firms As Users Of Financial Futures: The Case Of Grain Elevators," Review of Futures Markets, 1984, v3(3), 222-234.

Leuthold, Raymond M. "Cash Settlement Versus Physical Delivery: The Case Of Livestock," Review of Futures Markets, 1992, v11(2), 174-183.

Li, Hungchih, Ike Mathur, Thomas V. Schwarz and Andrew C. Szakmary. "Dynamic Efficiency In The Treasury Bill and Eurodollar Futures Markets And Implications For The TED Spread," Review of Futures Markets, 1994, v13(1), 259-300.

Liim, Kian-Guan and Jayaram Muthuswamy. "The Impact Of Transaction Costs On Nikkei Stock Index Futures Arbitrage," Review of Futures Markets, 1993, v12(3), 717-738.

Lin, Bing-Huei and Dean A. Paxson. "Valuing The 'New Issue' Quality Option In Bond Futures," Review of Futures Markets, 1993, v12(2), 347-388.

Liu, Jianmin and Gordon C. Rausser. "Food Security, Price Uncertainty, And Country Heding: A Case Study Of China," Review of Futures Markets, 1991, v10(2), 350-371.

Liu, Shi-Miin and Sarahelen R. Thompson. "The Price-Adjustment Process And Efficiency Of Grain Futures Markets Implied By Return Series Of Various Time Intervals," Review of Futures Markets, 1991, v10(1), 16-42.

Liu, Shi-Miin, Virginia Grace France and Sarahelen Thompson. "Trading-Hour And Day-Of-The-Week Effects In Grain Futures Returns," Review of Futures Markets, 1994, v13(3), 861-898.

Lodge, Howard R. "Variations In The Use Of Futures By Commercial Banks," Review of Futures Markets, 1985, v4(2), 178-184.

Loria, Simon, Toan M. Pham and Ah Boon Sim. "The Performance Of A Stock Index Futures-Based Portfolio Insurance Scheme: Australian Evidence," Review of Futures Markets, 1991, v10(3), 438-457.

Love, Bruce and Milton S. Boyd. "The Effectiveness Of Commodity Options For Stabilizing Grain Revenues," Review of Futures Markets, 1994, v13(1), 155-180.

Low, Aaron and Jayaram Muthuswamy. "Investigation Of A Discrete Futures Auction Market: The Case Of The Manila International Futures Exchange," Review of Futures Markets, 1994, v13(4), 1123-1150.

MacDonald, Ronald and Ian W. Marsh. "The Efficiency Of Spot And Futures Stock Indices: A Survey Based Perspective," Review of Futures Markets, 1993, v12(2), 431-454.

Mak, Billy S. C., Gordon Y. N. Tang and Daniel F. S. Choi. "Validity Of The Carrying-Cost Model And Long-Run Relationship Between Futures And Spot Index Prices," Review of Futures Markets, 1993, v12(3), 687-712.

Manaster, Steven. "Economic Consequences Of Delivery Options For Financial Futures Contracts," Review of Futures Markets, 1992, v11(2), 142-161.

Maness, Terry S. and A. J. Senchack. "Futures Hedging And The Reported Financial Position Of Thrift Institutions," Review of Futures Markets, 1986, v5(2), 142-159.

Marsh, Terry A. and Robert I. Webb. "Information Dissemination Uncertainty, The Continuity Of Trading, And The Structure Of International Futures Markets," Review of Futures Markets, 1983, v2(1), 36-71.

Martin, Stanley A. and Ronald W. Spahr. "Futures Market Efficiency As A Function Of Market Speculation," Review of Futures Markets, 1983, v2(3), 314-328.

Matteson, David M. "The Insurance Industry And Futures Markets: Regulatory Problems," Review of Futures Markets, 1985, v4(2), 212-217.

Maxwell, Chris D. "Commercial Banks And Financial Futures: Current Practice," Review of Futures Markets, 1985, v4(2), 170-177.

McMillan, Henry. "Circuit Breakers In The S&P 500 Futures Market: Their Effect On Volatility And Price Discovery In October 1989," Review of Futures Markets, 1991, v10(2), 248-274.

Miller, Merton H. "Who Should Set Futures Margins?," Review of Futures Markets, 1988, v7(3), 398-404.

Miller, Stephen E. and Kandice H. Kahl. "Forward Pricing When Yields Are Uncertain," Review of Futures Markets, 1987, v6(1), 20-39.

Milonas, Nikolaos T. and Ashok Vora. "Sources Of Nonstationarity In Cash And Futures Prices," Review of Futures Markets, 1985, v4(3), 314-326.

Milonas, Nikolaos. "USDA Crop Forecasts And A Price Anomaly In Futures Markets," Review of Futures Markets, 1994, v13(3), 907-932.

Ming-Yu, Jing. "In Search Of Chinese Grain And Oil Futures (Wholesale) Markets," Review of Futures Markets, 1990, v9(Supp), 274-279.

Miranda, Mario J. and Joseph W. Glauber. "The Effects Of Price Supports On The Valuation Of Options On Agricultural Futures Contracts," Review of Futures Markets, 1990, v9(1), 108-125.

Monke, Eric A. and Alessandro Sorrentino. "Exchange Rate Changes And Commodity Futures Prices," Review of Futures Markets, 1987, v6(2), 218-238.

Morowitz, Jacob J. "Speculation In The Metals Markets," Review of Futures Markets, 1986, v5(1), 1-14.

Morse, Joel N. "Index Futures And The Implied Volatility Of Options," Review of Futures Markets, 1988, v7(2), 324-333.

Moser, James T. "The Implications Of Futures Margin Changes For Futures Contracts: An Investigation Of Their Inpact On Price Volatility, Market Participation, And Cash-Futures Covariances," Review of Futures Markets, 1991, v10(2), 376-397.

Mulherin, J. Harold, Jeffry M. Netter and James A. Overdahl. "Who Owns The Quotes? A Case Study Into The Definition And Enforcement Of Property Rights At The Chicago Board Of Trade," Review of Futures Markets, 1991, v10(1), 108-129.

Murphy, Joseph E., Jr. and M. F. M. Osborne. "Brownian Motion In The Bond Market," Review of Futures Markets, 1987, v6(3), 306-320.

Musiela, Marek, Stuart M. Turnbull and Lee M. Wakeman. "Interest Rate Risk Management," Review of Futures Markets, 1993, v12(1), 221-262.

Najand, Mohammad and Kenneth Yung. "The Weekly Pattern In Treasury Bond Futures And GARCH Effects," Review of Futures Markets, 1993, v12(1), 1-18.

Natenberg, Sheldon, Scott H. Irwin, James F. Meisner and Phelim P. Boyle. "Panel: Research Directions In Commodity Options - Academic And Practitioners Views," Review of Futures Markets, 1990, v9(1), 135-138.

Neal, Kathleen. "Informational Efficiency In The Gold Futures Market: A Semistrong Form Test," Review of Futures Markets, 1988, v7(1), 78-88.

Neal, Robert. "The Intraday Effect On Program Trades On Stock Returns: Evidence From October 1987," Review of Futures Markets, 1993, v12(1), 143-166.

Ng, Nancy. "Detecting Spot Price Forecasts In Futures Prices Using Causality Tests," Review of Futures Markets, 1987, v6(2), 250-267.

O'Connor, Kevin J. "The Insurance Industry And Futures Markets: Current Practice," Review of Futures Markets, 1985, v4(2), 218-223.

Ohk, Ki Yool and Do Hun Lee. "Futures Margin Changes And Their Impact On Japanese Stock Index Futures Markets," Review of Futures Markets, 1994, v13(4), 1173-1200.

Overdahl, James A. and Andrew H. Chen. "The Exercise Of Options On Agricultural Commodity Futures," Review of Futures Markets, 1991, v10(2), 296-317.

Owens, Patricia A. "How A Pension Fund Manager Uses Financial Futures To Hedge A Portfolio," Review of Futures Markets, 1982, v1(3), 218-226.

Oxelheim, Lars and Clas G. Wihlborg. "Using Financial Instruments To Hedge Macroeconomic Exposure," Review of Futures Markets, 1988, v7(Supp), 504-522.

Pan, Fung-Shine and James W. Hoag. "The Pricing Of GNMA Futures Using Dealer Quotations And Spot Transactions," Review of Futures Markets, 1984, v3(3), 244-255.

Pan, Ming-Shiun, Jong-Rong Chiou and Y. Angela Liu. "Low Dimensional Chaos In Commodity Futures Price Index," Review of Futures Markets, 1994, v13(4), 1069-1086.

Patel, Jayendu and Richard Zeckhauser. "Treasury Bill Futures As Unbiased Predictors: New Evidence And Relation To Unexpected Inflation," Review of Futures Markets, 1989, v8(3), 352-369.

Patel, Kanaklata and Dean A. Paxson. "Basis Convergence And Rate Volatility In Sterling LIBOR Futures," Review of Futures Markets, 1989, v8(2), 262-284.

Pesaran, Bahram and Gary Robinson. "The European Exchange Rate Mechanism And The Volatility Of The Sterling-Deutsche Mark Futures Rate," Review of Futures Markets, 1992, v11(1), 118-135.

Phillips, Gordon and Robert Weiner. "Implicit Options In Forward Contracts: Empirical Estimates From The Petroleum Market," Review of Futures Markets, 1990, v9(1), 1-14.

Phillips, Susan M. "Regulation Of Futures Markets: Theory And Practice," Review of Futures Markets, 1984, v3(2), 150-158.

Pilotte, Eugene. "The Expected Spot Rate And Risk Premium Components Of Treasury Bill Futures Rates," Review of Futures Markets, 1993, v12(1), 65-90.

Pirrong, Stephen Craig. "The Economic Geography Of Grain Markets And Futures Delivery Specification: Manipulation, Price Discovery, And Hedging Effectiveness," Review of Futures Markets, 1992, v11(2), 216-229.

Pocsi, Laszlo, Bill R. Miller, Chung-Liang Huang and Steven C. Turner. "An International Shelled Peanut Futures Contract: The Use Of Conjoint Analysis In New Contract Design," Review of Futures Markets, 1994, v13(1), 219-248.

Poitras, Geoffrey. "Hedging Canadian Treasury Bill Positions With U.S. Money Market Futures Contracts," Review of Futures Markets, 1988, v7(1), 176-191.

Pomeranz, Robert J. "Thrift Industry Usage Of Financial Futures: A Regulator's Perspective," Review of Futures Markets, 1985, v4(2), 190-195.

Rady, Sven and Klaus Sandmann. "The Direct Approach To Debt Option Pricing," Review of Futures Markets, 1994, v13(2), 461-514.

Ramb, Bernd-Thomas. "The General Problems Of Reform In Socialist Countries," Review of Futures Markets, 1990, v9(3), 596-609.

Randolph, William Lewis and John E. Gilster, Jr. "Modeling Futures Options: The State-Variable Issue," Review of Futures Markets, 1988, v7(2), 334-344.

Randolph, William Lewis. "The Relative Pricing Of Options On Futures And Options On The Spot," Review of Futures Markets, 1986, v5(3), 198-215.

Rendleman, Richard J., Jr. "Commentary On The Effects Of Stock Index Futures Trading On The Market For Underlying Stocks," Review of Futures Markets, 1986, v5(3), 174-187.

Resnick, Bruce G. "The Relationship Between Futures Prices For U.S. Treasury Bonds," Review of Futures Markets, 1984, v3(1), 88-104.

Resnick, Bruce G. and Elizabeth Hennigar. "The Relationship Between Futures And Cash Prices For U.S. Treasury Bonds," Review of Futures Markets, 1983, v2(3), 282-299.

Rhee, Syng C. "Seasonality And Other Structural Characteristics Of Combinations Of Futures Contracts," Review of Futures Markets, 1990, v9(Supp), 294-311.

Robinson, Gary. "The Effect Of Futures Trading On Cash Market Volatility: Evidence From The London Stock Exchange," Review of Futures Markets, 1994, v13(2), 429-452.

Rothstein, Morton. "The Rejection And Acceptance Of A Marketing Innovation: Hedging In The Late 19th Century," Review of Futures Markets, 1983, v2(2), 200-214.

Rutz, Roger D. "Clearance, Payment, And Settlement Systems In The Futures, Options, And Stock Markets," Review of Futures Markets, 1988, v7(3), 346-370.

Rutz, Roger D. "Key Features Of The Municipal Bond Futures Contract," Review of Futures Markets, 1985, v4(2), 252-259.

Rystrom, David S. "Costs Of Regulation Of Futures Markets: The 1958 Onion Futures Act," Review of Futures Markets, 1989, v8(1), 44-55.

Rzepczynski, Mark S. "The Behavior Of Primary Government Security Dealers And Their Use Of Financial Futures," Review of Futures Markets, 1984, v3(3), 282-317.

Sandmann, Klaus and Dieter Sondermann. "A Term Structure Model And The Pricing Of Interest Rate Derivatives," Review of Futures Markets, 1993, v12(2), 391-424.

Schneeweis, Thomas R., Joanne M. Hill and Michael G. Philipp. "Hedge Ratio Determination Based On Bond Yield Forecasts," Review of Futures Markets, 1983, v2(3),338-349.

Selmer, Brian. "Stock Index Futures Trading," Review of Futures Markets, 1986, v5(1), 60-69.

Serletis, Apostolos and David Banack. "Market Efficiency And Cointegration: An Application To Petroleum Markets," Review of Futures Markets, 1990, v9(2), 372-380.

Sheldon, Randall E. "Options Contracts," Review of Futures Markets, 1984, v3(2), 166-170.

Sherrick, Bruce J., Scott H. Irwin and D. Lynn Forster. "Expected Soybean Futures Price Distributions: Option-Based Assessments," Review of Futures Markets, 1990, v9(2), 386-409.

Sholund, J. Douglas. "The Impact Of Financial Futures On The Firm's Cost Of Capital And Investment Decisions," Review of Futures Markets, 1985, v4(1), 36-49.

Shyy, Gang and Jie-Haunn Lee. "Intermarket Relationship And Information Asymmetry In Currency Futures Markets: Globex Vs. Simex," Review of Futures Markets, 1994, v13(4), 1091-1120.

Siegelaer, Gaston C. M. "Dynamic Risk Management By A Futures Clearinghouse," Review of Futures Markets, 1992, v11(1), 50-68.

Sims, Frank L. "Statement On Selected Issues," Review of Futures Markets, 1992, v11(2), 234-239.

Sinha, Sidharth. "The 'Badia' Market And Futures And Options," Review of Futures Markets, 1994, v13(4), 1153-1170.

Sofianos, George. "Expirations And Stock Price Volatility," Review of Futures Markets, 1994, v13(1), 39-108.

Stoll, Hans R. "Expiration-Day Effects Of Index Futures And Options--Alternative Proposals," Review of Futures Markets, 1986, v5(3), 309-312.

Stoll, Hans R. and Robert E. Whaley. "Futures And Options On Stock Indexes: Economic Purpose, Arbitrage, And Market Structure," Review of Futures Markets, 1988, v7(2), 224-249.

Strickland, Chris and Xinzhong Xu. "Behaviour Of The FT-SE 100 Basis," Review of Futures Markets, 1993, v12(2), 459-502.

Strickland, Chris. "The Delivery Option In Bond Futures Contracts: An Empirical Analysis Of The LIFFE Long Gilt Futures Contracts," Review of Futures Markets, 1992, v11(1), 84-102.

Stulz, Rene M., Walter Wasserfallen and Thomas Stucki. "Stock Index Futures In Switzerand: Pricing And Hedging Performance," Review of Futures Markets, 1990, v9(3), 576-592.

Swidler, Steven and Terry L. Zivney. "An Empirical Analysis Of The Early Exercise Premium," Review of Futures Markets, 1987, v6(1), 46-56.

Swinnerton, Eugene A., Richard J. Curcio and Richard E. Bennett. "Index Arbitrage Program Trading And The Prediction Of Intraday Stock Price Changes," Review of Futures Markets, 1988, v7(2), 300-323.

Sy, Malick. "Pricing Of Options On Futures In Thin Markets: Empirical Evidence From The Singapore International Monetary Exchange," Review of Futures Markets, 1990, v9(Supp), 228-250.

Tan, H. J. and John P. Dickinson. "Tests Of Options Market Efficiency: A Study Of The European Options Exchange," Review of Futures Markets, 1990, v9(3), 552-570.

Tang, Gordon Y. N. "The Informational Content Of The Implied Interest Rate From Stock Index Futures," Review of Futures Markets, 1990, v9(Supp), 180-189.

Tay, Anthony S. A. and Y. K. Tse. "Selecting An Index For A Stock Index Futures Contract: An Analysis Of The Singapore Market," Review of Futures Markets, 1991, v10(3), 412-431.

Taylor, Stephen J. "How Efficient Are The Most Liquid Futures Contracts? A Study Of Treasury Bond Futures," Review of Futures Markets, 1988, v7(Supp), 574-592.

Taylor, Stephen J. and Xinzhong Xu. "The Magnitude Of Implied Volatility Smiles: Theory And Empirical Evidence For Exchange Rates," Review of Futures Markets, 1994, v13(2), 355-380.

Tesar, Robert. "Agricultural Options: Practical Usage By A Commercial Firm," Review of Futures Markets, 1986, v5(1), 24-34.

Theobald, Michael F. and Peter J. Yallup. "Stock Index Futures Hedging Ratios: Fair Values, Temporal Effects, And Lead/Lag Relationships," Review of Futures Markets, 1992, v11(1), 1-10.

Thiessen, G. Willard. "Spread Trading In The Grains," Review of Futures Markets, 1982, v1(3), 188-194.

Thompson, Sarahelen R. and Mark L. Waller. "The Intraday Variability Of Soybean Futures Prices: Information And Trading Effects," Review of Futures Markets, 1988, v7(1), 110-126.

Trader, William A. "Dealer Uses Of The Municipal Bond Futures Contract," Review of Futures Markets, 1985, v4(2), 268-272.

Wardrep, Bruce N. and James F. Buck. "Characteristics Of The Speculator's Position In Financial Futures," Review of Futures Markets, 1982, v1(1), 1-14.

Warshawsky, Mark. "The Adequacy And Consistency Of Margin Requirements: The Cash, Futures, And Options Segments Of The Equity Market," Review of Futures Markets, 1989, v8(3), 420-437.

Whaley, Robert E. "Expiration-Day Effects Of Index Futures And Options--Empirical Results," Review of Futures Markets, 1986, v5(3), 292-308.

Whaley, Robert E. "Intraday Price Observations: On Computing Portfolio Returns," Review of Futures Markets, 1993, v12(1), 175-190.

Whittaker, Gregg, Linda E. Bowyer and Daniel P. Klein. "The Effect Of Futures Trading On The Municipal Bond Market," Review of Futures Markets, 1987, v6(2), 196-204.

Williams, Jeffrey. "Patterns In Recent Deliveries On The CBOT Wheat, Corn, And Soybean Contracts," Review of Futures Markets, 1992, v11(2), 204-215.

Wilson, Stephen D. "Hedging A Mortgage Pipeline," Review of Futures Markets, 1984, v3(2), 116-121.

Wilson, William W. "Hedging Effectiveness Of U.S. Wheat Futures Markets," Review of Futures Markets, 1984, v3(1), 64-79.

Woldow, Robert J. "Panel: Clearance, Payment, And Settlement Systems In The Futures, Options, And Stock Markets," Review of Futures Markets, 1988, v7(3), 371-386.

Wolf, Avner S. and Lawrence F. Pohlman. "Tests Of The Black And Whaley Models For Gold And Silver Futures Options," Review of Futures Markets, 1987, v6(3),328-344.

Wong, Yue-Kee and Annie Koh. "Technical Analysis Of Nikkei 225 Stock Index Futures Using An Expert System Advisor," Review of Futures Markets, 1994, v13(4), 1005-1022.

Wu, Soushan, Her-Jiun Sheu and Chin-Shen Lee. "A Risk-Tolerance Hedging Strategy," Review of Futures Markets, 1990, v9(Supp), 282-290.

Wu, Soushan, Tseng-Chuan Tseng, Her-Jiun Sheu and Chin-Shen Lee. "The Asymptotic Behavior Of Basis Of Futures: A Random Walk Approach," Review of Futures Markets, 1993, v12(3), 745-762.

Wunsch ,R. Steven. "Panel: Trading Halts And Price Limits," Review of Futures Markets, 1988, v7(3), 440-441.

Zapata, Hector O. "Evaluating Stochastic Properties Of Systematic Risk," Review of Futures Markets, 1993, v12(1), 191-214.