<P>2003年第1卷</P>
<P>
2003年第2卷</P>
<P></P>
<P>2003年第3卷
</P>
<P>2003年第4卷
</P>
<P>2003年第5卷

</P>
<P><b><FONT size=4>1～5卷目录：</FONT></b></P>
<P>JOURNAL OF FUTURES MARKETS
2003VOL.23</P>
<P>Copyright2003 John Wiley &amp; Sons, Inc.
Print ISSN: 0270-7314</P>
<P>-------
issue1</P>
<P> 1-31 The behavior and performance of major types of futures traders
Changyun Wang
DOI 10.1002/fut.10056</P>
<P>
33-47 Stochastic volatility and the mean reverting process
Sotirios Sabanis
DOI 10.1002/fut.10044</P>
<P>
49-66 Does tick size influence price discovery? Evidence from the Toronto Stock Exchange
Marie-Claude Beaulieu, Shafiq K. Ebrahim, Ieuan G. Morgan
DOI 10.1002/fut.10053</P>
<P>
67-86 Expiration day effects: The case of Hong Kong
Ying-Foon Chow, Haynes H. M. Yung, Hua Zhang
DOI 10.1002/fut.10054</P>
<P>
87-107 The valuation of reset options with multiple strike resets and reset dates
Szu-Lang Liao, Chou-Wen Wang
DOI 10.1002/fut.10055 </P>

<P>--------
issue2</P>
<P> 109-133 Hedging long-term commodity risk
Yulia V. Veld-Merkoulova, Frans A. de Roon
DOI 10.1002/fut.10060</P>
<P>
135-150 Disappointment aversion equilibrium in a futures market
Donald Lien, Yaqin Wang
DOI 10.1002/fut.10057</P>
<P>
151-167 The economic advantage of learners in a spot/futures market
Scott C. Linn, Bryan E. Stanhouse
DOI 10.1002/fut.10059</P>
<P>
169-215 Options on bond futures: Isolating the risk premium
Robert G. Tompkins
DOI 10.1002/fut.10058 </P>

<P>--------
issue3</P>
<P> 217-239 On the optimal mix of corporate hedging instruments: Linear versus nonlinear </P>
<P>derivatives
Gerald D. Gay, Jouahn Nam, Marian Turac
DOI 10.1002/fut.10061</P>
<P>
241-260 Futures hedging using dynamic models of the variance/covariance structure
Ponladesh Poomimars, John Cadle, Michael Theobald
DOI 10.1002/fut.10062</P>
<P>
261-285 The quality of volatility traded on the over-the-counter currency market: A multiple </P>
<P>horizons study
Vicentiu Covrig, Buen Sin Low
DOI 10.1002/fut.10066</P>
<P>
287-313 Directly measuring early exercise premiums using American and European S&amp;P 500 Index </P>
<P>options
Michael Dueker, Thomas W. Miller Jr.
DOI 10.1002/fut.10063 </P>

<P>--------
issue4</P>
<P> 315-345 Option volume and volatility response to scheduled economic news releases
John R. Nofsinger, Brian Prucyk
DOI 10.1002/fut.10064</P>
<P>
347-387 The components of interest rate swap spreads: Theory and international evidence
Frank Fehle
DOI 10.1002/fut.10065</P>
<P>
389-398 Futures hedging under mark-to-market risk
Donald Lien, Anlong Li
DOI 10.1002/fut.10068</P>
<P>
399-414 Volatility and trading demands in stock index futures
Ming-Shiun Pan, Y. Angela Liu, Herbert J. Roth
DOI 10.1002/fut.10067 </P>

<P>-------
issue5</P>
<P>415-440 Pricing of moving-average-type options with applications
Chih-Hao Kao, Yuh-Dauh Lyuu
Abstract PDF Full Text (Size: 205K)
Published Online: 21 Mar 2003
DOI 10.1002/fut.10072</P>
<P>
441-454 The information content of implied volatility in agricultural commodity markets
Pierre Giot
Abstract PDF Full Text (Size: 114K)
Published Online: 21 Mar 2003
DOI 10.1002/fut.10069</P>
<P>
455-486 Bid-ask spreads, volatility, quote revisions, and trades of thinly traded futures </P>
<P>contracts
David K. Ding, Charlie Charoenwong
Abstract PDF Full Text (Size: 204K)
Published Online: 21 Mar 2003
DOI 10.1002/fut.10071</P>
<P>
487-516 Analytic approximation formulae for pricing forward-starting Asian options
Chueh-Yung Tsao, Chuang-Chang Chang, Chung-Gee Lin
Abstract PDF Full Text (Size: 195K)
Published Online: 21 Mar 2003
DOI 10.1002/fut.10070
</P>