OFOR Working Paper Series

The following web copy shows the OFOR Working Paper Series. The three most recent working papers can be downloaded from the internet. The most recent paper, paper number 96-02, is formatted to be viewed under the Microsoft Viewer. Paper number 96-01 is a downloadable Word Perfect file which can be viewed and printed on a personal computer. Most word processors have the capability to convert Word Perfect files. The next paper, paper number 95-03, is formatted in HTML and can be viewed and printed directly from a internet browser. Notice that all of the graphs and tables are .gif files. All prior papers are being distributed by regular mail upon request. To view the HTML code for this page go to VIEW/DOCUMENT SOURCE in the Netscape Navigator. To view the entire OFOR homepage click here.

OFOR Working Paper Series:

96-02 Dwight R. Sanders, Scott H. Irwin and Raymond M. Leuthold. "Noise Trader Demand in Futures Markets." June 1996. 96-01 Herbert L. Baer, Virginia G. France and James T. Moser. "Opportunity Cost and Prudentiality: An Analysis of Futures Clearinghouse Behavior." January 1996. 95-03 Bruce J. Sherrick, Philip Garcia and Viswanath Tirupattur. "Recovering Probabilistic Information from Option Markets: Tests for Distributional Assumptions." March 1995. 95-02 Nabil M. Chaherli and Robert Hauser. "Delivery Systems Versus Cash Settlement in Corn and Soybean Futures Contracts." January 1995. 95-01 Peter R. Locke, Asani Sarkar and Lifan Wu. "Did the Good Guys Lose? Regulatory Restrictions of Dual Trading." January 1995. 94-12 Richard Lu and Raymond M. Leuthold. "Cointegration Relations between Spot and Futures Prices for Storable Commodities: Implications for Hedging and Forecasting." December 1994. 94-11 Philip Garcia and Dwight R. Sanders. "Ex Ante Basis Risk in the Live Hog Futures Contract: Has Hedgers' Risk Increased?" December 1994. 94-10 Viswanath Tirupattur, Philip Garcia, and Raymond M. Leuthold. "Price Linkages in Selected Agricultural, Industrial, Financial and Foreign Exchange Futures Markets Using Daily Data." November 1994. 94-09 Hun Y. Park, Asani Sarkar. " Measuring Changes in Liquidity of the Futures Market." November 1994. 94-08 Hun Y. Park, Asani Sarkar, and Lifan Wu. "The Costs and Benefits of Endogenous Marketmaking: The Case of Dual Trading." October 1994. 94-07 Dwight R. Sanders. "Overreaction in the Future-Implied Petroleum Refining Margin?" October 1994. 94-06 Sarahelen Thompson, Philip Garcia, and Lynne Dallafior "The Demise of the High Fructose Corn Syrup Contract: A Case Study." June 1994. 94-05 Hun Y. Park, Edward F. Pierzak, and Hsiu-Lang Chen. "Do Stock Index Futures Prices Overreact?" May 1994. 94-04 Philip Garcia, Scott H.. Irwin, Raymond M. Leuthold, and Li Yang. "New Evidence on the Value of Public Information in Commodity Markets." May 1994. 94-03 Nachiappan Narayanan, Steven T. Sonka, Raymond M. Leuthold, and John S. Chandler. " Artificially Intelligent DSS - Application to Futures Markets and Its Effects." March 1994. 94-02 Kent G. Becker and Joseph E. Finnerty. "Indexed Commodity Futures and the Risk and Return of Institutional Portfolios." 94-01 Phelim P. Boyle and Hun Y. Park. " Implied Volatility in Option Prices and the Lead-Lag Relation Between Stock and Option Prices." February 1994. 93-04 Thomas E. Jackson, Carl R.Zulauf, and S. Irwin. "Mean Reversion in Agricultural Prices?" October 1993. 93-03 Don R. Rich. "The Valuation of Black-Scholes Options Subject to Intertemporal Default Risk." September 1993. 93-02 P. Boyle and I. Lee. "Deposit Insurance and Changing Volatility." October 1993 93-01 P. Gore and R. Leuthold. "Selective Hedging Opportunities and Strategies in Livestock Futures and Options Markets." July 1993.: Dwight R. Sanders, Scott H. Irwin and Raymond M. Leuthold. "Noise Trader Demand in Futures Markets." June 1996.
96-01 Herbert L. Baer, Virginia G. France and James T. Moser. "Opportunity Cost and Prudentiality: An Analysis of Futures Clearinghouse Behavior." January 1996. 95-03 Bruce J. Sherrick, Philip Garcia and Viswanath Tirupattur. "Recovering Probabilistic Information from Option Markets: Tests for Distributional Assumptions." March 1995. 95-02 Nabil M. Chaherli and Robert Hauser. "Delivery Systems Versus Cash Settlement in Corn and Soybean Futures Contracts." January 1995. 95-01 Peter R. Locke, Asani Sarkar and Lifan Wu. "Did the Good Guys Lose? Regulatory Restrictions of Dual Trading." January 1995. 94-12 Richard Lu and Raymond M. Leuthold. "Cointegration Relations between Spot and Futures Prices for Storable Commodities: Implications for Hedging and Forecasting." December 1994. 94-11 Philip Garcia and Dwight R. Sanders. "Ex Ante Basis Risk in the Live Hog Futures Contract: Has Hedgers' Risk Increased?" December 1994. 94-10 Viswanath Tirupattur, Philip Garcia, and Raymond M. Leuthold. "Price Linkages in Selected Agricultural, Industrial, Financial and Foreign Exchange Futures Markets Using Daily Data." November 1994. 94-09 Hun Y. Park, Asani Sarkar. " Measuring Changes in Liquidity of the Futures Market." November 1994. 94-08 Hun Y. Park, Asani Sarkar, and Lifan Wu. "The Costs and Benefits of Endogenous Marketmaking: The Case of Dual Trading." October 1994. 94-07 Dwight R. Sanders. "Overreaction in the Future-Implied Petroleum Refining Margin?" October 1994. 94-06 Sarahelen Thompson, Philip Garcia, and Lynne Dallafior "The Demise of the High Fructose Corn Syrup Contract: A Case Study." June 1994. 94-05 Hun Y. Park, Edward F. Pierzak, and Hsiu-Lang Chen. "Do Stock Index Futures Prices Overreact?" May 1994. 94-04 Philip Garcia, Scott H.. Irwin, Raymond M. Leuthold, and Li Yang. "New Evidence on the Value of Public Information in Commodity Markets." May 1994. 94-03 Nachiappan Narayanan, Steven T. Sonka, Raymond M. Leuthold, and John S. Chandler. " Artificially Intelligent DSS - Application to Futures Markets and Its Effects." March 1994. 94-02 Kent G. Becker and Joseph E. Finnerty. "Indexed Commodity Futures and the Risk and Return of Institutional Portfolios." 94-01 Phelim P. Boyle and Hun Y. Park. " Implied Volatility in Option Prices and the Lead-Lag Relation Between Stock and Option Prices." February 1994. 93-04 Thomas E. Jackson, Carl R.Zulauf, and S. Irwin. "Mean Reversion in Agricultural Prices?" October 1993. 93-03 Don R. Rich. "The Valuation of Black-Scholes Options Subject to Intertemporal Default Risk." September 1993. 93-02 P. Boyle and I. Lee. "Deposit Insurance and Changing Volatility." October 1993 93-01 P. Gore and R. Leuthold. "Selective Hedging Opportunities and Strategies in Livestock Futures and Options Markets." July 1993.: Herbert L. Baer, Virginia G. France and James T. Moser. "Opportunity Cost and Prudentiality: An Analysis of Futures Clearinghouse Behavior." January 1996.
95-03 Bruce J. Sherrick, Philip Garcia and Viswanath Tirupattur. "Recovering Probabilistic Information from Option Markets: Tests for Distributional Assumptions." March 1995. 95-02 Nabil M. Chaherli and Robert Hauser. "Delivery Systems Versus Cash Settlement in Corn and Soybean Futures Contracts." January 1995. 95-01 Peter R. Locke, Asani Sarkar and Lifan Wu. "Did the Good Guys Lose? Regulatory Restrictions of Dual Trading." January 1995. 94-12 Richard Lu and Raymond M. Leuthold. "Cointegration Relations between Spot and Futures Prices for Storable Commodities: Implications for Hedging and Forecasting." December 1994. 94-11 Philip Garcia and Dwight R. Sanders. "Ex Ante Basis Risk in the Live Hog Futures Contract: Has Hedgers' Risk Increased?" December 1994. 94-10 Viswanath Tirupattur, Philip Garcia, and Raymond M. Leuthold. "Price Linkages in Selected Agricultural, Industrial, Financial and Foreign Exchange Futures Markets Using Daily Data." November 1994. 94-09 Hun Y. Park, Asani Sarkar. " Measuring Changes in Liquidity of the Futures Market." November 1994. 94-08 Hun Y. Park, Asani Sarkar, and Lifan Wu. "The Costs and Benefits of Endogenous Marketmaking: The Case of Dual Trading." October 1994. 94-07 Dwight R. Sanders. "Overreaction in the Future-Implied Petroleum Refining Margin?" October 1994. 94-06 Sarahelen Thompson, Philip Garcia, and Lynne Dallafior "The Demise of the High Fructose Corn Syrup Contract: A Case Study." June 1994. 94-05 Hun Y. Park, Edward F. Pierzak, and Hsiu-Lang Chen. "Do Stock Index Futures Prices Overreact?" May 1994. 94-04 Philip Garcia, Scott H.. Irwin, Raymond M. Leuthold, and Li Yang. "New Evidence on the Value of Public Information in Commodity Markets." May 1994. 94-03 Nachiappan Narayanan, Steven T. Sonka, Raymond M. Leuthold, and John S. Chandler. " Artificially Intelligent DSS - Application to Futures Markets and Its Effects." March 1994. 94-02 Kent G. Becker and Joseph E. Finnerty. "Indexed Commodity Futures and the Risk and Return of Institutional Portfolios." 94-01 Phelim P. Boyle and Hun Y. Park. " Implied Volatility in Option Prices and the Lead-Lag Relation Between Stock and Option Prices." February 1994. 93-04 Thomas E. Jackson, Carl R.Zulauf, and S. Irwin. "Mean Reversion in Agricultural Prices?" October 1993. 93-03 Don R. Rich. "The Valuation of Black-Scholes Options Subject to Intertemporal Default Risk." September 1993. 93-02 P. Boyle and I. Lee. "Deposit Insurance and Changing Volatility." October 1993 93-01 P. Gore and R. Leuthold. "Selective Hedging Opportunities and Strategies in Livestock Futures and Options Markets." July 1993.: Bruce J. Sherrick, Philip Garcia and Viswanath Tirupattur. "Recovering Probabilistic Information from Option Markets: Tests for Distributional Assumptions." March 1995.
95-02 Nabil M. Chaherli and Robert Hauser. "Delivery Systems Versus Cash Settlement in Corn and Soybean Futures Contracts." January 1995. 95-01 Peter R. Locke, Asani Sarkar and Lifan Wu. "Did the Good Guys Lose? Regulatory Restrictions of Dual Trading." January 1995. 94-12 Richard Lu and Raymond M. Leuthold. "Cointegration Relations between Spot and Futures Prices for Storable Commodities: Implications for Hedging and Forecasting." December 1994. 94-11 Philip Garcia and Dwight R. Sanders. "Ex Ante Basis Risk in the Live Hog Futures Contract: Has Hedgers' Risk Increased?" December 1994. 94-10 Viswanath Tirupattur, Philip Garcia, and Raymond M. Leuthold. "Price Linkages in Selected Agricultural, Industrial, Financial and Foreign Exchange Futures Markets Using Daily Data." November 1994. 94-09 Hun Y. Park, Asani Sarkar. " Measuring Changes in Liquidity of the Futures Market." November 1994. 94-08 Hun Y. Park, Asani Sarkar, and Lifan Wu. "The Costs and Benefits of Endogenous Marketmaking: The Case of Dual Trading." October 1994. 94-07 Dwight R. Sanders. "Overreaction in the Future-Implied Petroleum Refining Margin?" October 1994. 94-06 Sarahelen Thompson, Philip Garcia, and Lynne Dallafior "The Demise of the High Fructose Corn Syrup Contract: A Case Study." June 1994. 94-05 Hun Y. Park, Edward F. Pierzak, and Hsiu-Lang Chen. "Do Stock Index Futures Prices Overreact?" May 1994. 94-04 Philip Garcia, Scott H.. Irwin, Raymond M. Leuthold, and Li Yang. "New Evidence on the Value of Public Information in Commodity Markets." May 1994. 94-03 Nachiappan Narayanan, Steven T. Sonka, Raymond M. Leuthold, and John S. Chandler. " Artificially Intelligent DSS - Application to Futures Markets and Its Effects." March 1994. 94-02 Kent G. Becker and Joseph E. Finnerty. "Indexed Commodity Futures and the Risk and Return of Institutional Portfolios." 94-01 Phelim P. Boyle and Hun Y. Park. " Implied Volatility in Option Prices and the Lead-Lag Relation Between Stock and Option Prices." February 1994. 93-04 Thomas E. Jackson, Carl R.Zulauf, and S. Irwin. "Mean Reversion in Agricultural Prices?" October 1993. 93-03 Don R. Rich. "The Valuation of Black-Scholes Options Subject to Intertemporal Default Risk." September 1993. 93-02 P. Boyle and I. Lee. "Deposit Insurance and Changing Volatility." October 1993 93-01 P. Gore and R. Leuthold. "Selective Hedging Opportunities and Strategies in Livestock Futures and Options Markets." July 1993.: Nabil M. Chaherli and Robert Hauser. "Delivery Systems Versus Cash Settlement in Corn and Soybean Futures Contracts." January 1995.
95-01 Peter R. Locke, Asani Sarkar and Lifan Wu. "Did the Good Guys Lose? Regulatory Restrictions of Dual Trading." January 1995. 94-12 Richard Lu and Raymond M. Leuthold. "Cointegration Relations between Spot and Futures Prices for Storable Commodities: Implications for Hedging and Forecasting." December 1994. 94-11 Philip Garcia and Dwight R. Sanders. "Ex Ante Basis Risk in the Live Hog Futures Contract: Has Hedgers' Risk Increased?" December 1994. 94-10 Viswanath Tirupattur, Philip Garcia, and Raymond M. Leuthold. "Price Linkages in Selected Agricultural, Industrial, Financial and Foreign Exchange Futures Markets Using Daily Data." November 1994. 94-09 Hun Y. Park, Asani Sarkar. " Measuring Changes in Liquidity of the Futures Market." November 1994. 94-08 Hun Y. Park, Asani Sarkar, and Lifan Wu. "The Costs and Benefits of Endogenous Marketmaking: The Case of Dual Trading." October 1994. 94-07 Dwight R. Sanders. "Overreaction in the Future-Implied Petroleum Refining Margin?" October 1994. 94-06 Sarahelen Thompson, Philip Garcia, and Lynne Dallafior "The Demise of the High Fructose Corn Syrup Contract: A Case Study." June 1994. 94-05 Hun Y. Park, Edward F. Pierzak, and Hsiu-Lang Chen. "Do Stock Index Futures Prices Overreact?" May 1994. 94-04 Philip Garcia, Scott H.. Irwin, Raymond M. Leuthold, and Li Yang. "New Evidence on the Value of Public Information in Commodity Markets." May 1994. 94-03 Nachiappan Narayanan, Steven T. Sonka, Raymond M. Leuthold, and John S. Chandler. " Artificially Intelligent DSS - Application to Futures Markets and Its Effects." March 1994. 94-02 Kent G. Becker and Joseph E. Finnerty. "Indexed Commodity Futures and the Risk and Return of Institutional Portfolios." 94-01 Phelim P. Boyle and Hun Y. Park. " Implied Volatility in Option Prices and the Lead-Lag Relation Between Stock and Option Prices." February 1994. 93-04 Thomas E. Jackson, Carl R.Zulauf, and S. Irwin. "Mean Reversion in Agricultural Prices?" October 1993. 93-03 Don R. Rich. "The Valuation of Black-Scholes Options Subject to Intertemporal Default Risk." September 1993. 93-02 P. Boyle and I. Lee. "Deposit Insurance and Changing Volatility." October 1993 93-01 P. Gore and R. Leuthold. "Selective Hedging Opportunities and Strategies in Livestock Futures and Options Markets." July 1993.: Peter R. Locke, Asani Sarkar and Lifan Wu. "Did the Good Guys Lose? Regulatory Restrictions of Dual Trading." January 1995.
94-12 Richard Lu and Raymond M. Leuthold. "Cointegration Relations between Spot and Futures Prices for Storable Commodities: Implications for Hedging and Forecasting." December 1994. 94-11 Philip Garcia and Dwight R. Sanders. "Ex Ante Basis Risk in the Live Hog Futures Contract: Has Hedgers' Risk Increased?" December 1994. 94-10 Viswanath Tirupattur, Philip Garcia, and Raymond M. Leuthold. "Price Linkages in Selected Agricultural, Industrial, Financial and Foreign Exchange Futures Markets Using Daily Data." November 1994. 94-09 Hun Y. Park, Asani Sarkar. " Measuring Changes in Liquidity of the Futures Market." November 1994. 94-08 Hun Y. Park, Asani Sarkar, and Lifan Wu. "The Costs and Benefits of Endogenous Marketmaking: The Case of Dual Trading." October 1994. 94-07 Dwight R. Sanders. "Overreaction in the Future-Implied Petroleum Refining Margin?" October 1994. 94-06 Sarahelen Thompson, Philip Garcia, and Lynne Dallafior "The Demise of the High Fructose Corn Syrup Contract: A Case Study." June 1994. 94-05 Hun Y. Park, Edward F. Pierzak, and Hsiu-Lang Chen. "Do Stock Index Futures Prices Overreact?" May 1994. 94-04 Philip Garcia, Scott H.. Irwin, Raymond M. Leuthold, and Li Yang. "New Evidence on the Value of Public Information in Commodity Markets." May 1994. 94-03 Nachiappan Narayanan, Steven T. Sonka, Raymond M. Leuthold, and John S. Chandler. " Artificially Intelligent DSS - Application to Futures Markets and Its Effects." March 1994. 94-02 Kent G. Becker and Joseph E. Finnerty. "Indexed Commodity Futures and the Risk and Return of Institutional Portfolios." 94-01 Phelim P. Boyle and Hun Y. Park. " Implied Volatility in Option Prices and the Lead-Lag Relation Between Stock and Option Prices." February 1994. 93-04 Thomas E. Jackson, Carl R.Zulauf, and S. Irwin. "Mean Reversion in Agricultural Prices?" October 1993. 93-03 Don R. Rich. "The Valuation of Black-Scholes Options Subject to Intertemporal Default Risk." September 1993. 93-02 P. Boyle and I. Lee. "Deposit Insurance and Changing Volatility." October 1993 93-01 P. Gore and R. Leuthold. "Selective Hedging Opportunities and Strategies in Livestock Futures and Options Markets." July 1993.: Richard Lu and Raymond M. Leuthold. "Cointegration Relations between Spot and Futures Prices for Storable Commodities: Implications for Hedging and Forecasting." December 1994.
94-11 Philip Garcia and Dwight R. Sanders. "Ex Ante Basis Risk in the Live Hog Futures Contract: Has Hedgers' Risk Increased?" December 1994. 94-10 Viswanath Tirupattur, Philip Garcia, and Raymond M. Leuthold. "Price Linkages in Selected Agricultural, Industrial, Financial and Foreign Exchange Futures Markets Using Daily Data." November 1994. 94-09 Hun Y. Park, Asani Sarkar. " Measuring Changes in Liquidity of the Futures Market." November 1994. 94-08 Hun Y. Park, Asani Sarkar, and Lifan Wu. "The Costs and Benefits of Endogenous Marketmaking: The Case of Dual Trading." October 1994. 94-07 Dwight R. Sanders. "Overreaction in the Future-Implied Petroleum Refining Margin?" October 1994. 94-06 Sarahelen Thompson, Philip Garcia, and Lynne Dallafior "The Demise of the High Fructose Corn Syrup Contract: A Case Study." June 1994. 94-05 Hun Y. Park, Edward F. Pierzak, and Hsiu-Lang Chen. "Do Stock Index Futures Prices Overreact?" May 1994. 94-04 Philip Garcia, Scott H.. Irwin, Raymond M. Leuthold, and Li Yang. "New Evidence on the Value of Public Information in Commodity Markets." May 1994. 94-03 Nachiappan Narayanan, Steven T. Sonka, Raymond M. Leuthold, and John S. Chandler. " Artificially Intelligent DSS - Application to Futures Markets and Its Effects." March 1994. 94-02 Kent G. Becker and Joseph E. Finnerty. "Indexed Commodity Futures and the Risk and Return of Institutional Portfolios." 94-01 Phelim P. Boyle and Hun Y. Park. " Implied Volatility in Option Prices and the Lead-Lag Relation Between Stock and Option Prices." February 1994. 93-04 Thomas E. Jackson, Carl R.Zulauf, and S. Irwin. "Mean Reversion in Agricultural Prices?" October 1993. 93-03 Don R. Rich. "The Valuation of Black-Scholes Options Subject to Intertemporal Default Risk." September 1993. 93-02 P. Boyle and I. Lee. "Deposit Insurance and Changing Volatility." October 1993 93-01 P. Gore and R. Leuthold. "Selective Hedging Opportunities and Strategies in Livestock Futures and Options Markets." July 1993.: Philip Garcia and Dwight R. Sanders. "Ex Ante Basis Risk in the Live Hog Futures Contract: Has Hedgers' Risk Increased?" December 1994.
94-10 Viswanath Tirupattur, Philip Garcia, and Raymond M. Leuthold. "Price Linkages in Selected Agricultural, Industrial, Financial and Foreign Exchange Futures Markets Using Daily Data." November 1994. 94-09 Hun Y. Park, Asani Sarkar. " Measuring Changes in Liquidity of the Futures Market." November 1994. 94-08 Hun Y. Park, Asani Sarkar, and Lifan Wu. "The Costs and Benefits of Endogenous Marketmaking: The Case of Dual Trading." October 1994. 94-07 Dwight R. Sanders. "Overreaction in the Future-Implied Petroleum Refining Margin?" October 1994. 94-06 Sarahelen Thompson, Philip Garcia, and Lynne Dallafior "The Demise of the High Fructose Corn Syrup Contract: A Case Study." June 1994. 94-05 Hun Y. Park, Edward F. Pierzak, and Hsiu-Lang Chen. "Do Stock Index Futures Prices Overreact?" May 1994. 94-04 Philip Garcia, Scott H.. Irwin, Raymond M. Leuthold, and Li Yang. "New Evidence on the Value of Public Information in Commodity Markets." May 1994. 94-03 Nachiappan Narayanan, Steven T. Sonka, Raymond M. Leuthold, and John S. Chandler. " Artificially Intelligent DSS - Application to Futures Markets and Its Effects." March 1994. 94-02 Kent G. Becker and Joseph E. Finnerty. "Indexed Commodity Futures and the Risk and Return of Institutional Portfolios." 94-01 Phelim P. Boyle and Hun Y. Park. " Implied Volatility in Option Prices and the Lead-Lag Relation Between Stock and Option Prices." February 1994. 93-04 Thomas E. Jackson, Carl R.Zulauf, and S. Irwin. "Mean Reversion in Agricultural Prices?" October 1993. 93-03 Don R. Rich. "The Valuation of Black-Scholes Options Subject to Intertemporal Default Risk." September 1993. 93-02 P. Boyle and I. Lee. "Deposit Insurance and Changing Volatility." October 1993 93-01 P. Gore and R. Leuthold. "Selective Hedging Opportunities and Strategies in Livestock Futures and Options Markets." July 1993.: Viswanath Tirupattur, Philip Garcia, and Raymond M. Leuthold. "Price Linkages in Selected Agricultural, Industrial, Financial and Foreign Exchange Futures Markets Using Daily Data." November 1994.
94-09 Hun Y. Park, Asani Sarkar. " Measuring Changes in Liquidity of the Futures Market." November 1994. 94-08 Hun Y. Park, Asani Sarkar, and Lifan Wu. "The Costs and Benefits of Endogenous Marketmaking: The Case of Dual Trading." October 1994. 94-07 Dwight R. Sanders. "Overreaction in the Future-Implied Petroleum Refining Margin?" October 1994. 94-06 Sarahelen Thompson, Philip Garcia, and Lynne Dallafior "The Demise of the High Fructose Corn Syrup Contract: A Case Study." June 1994. 94-05 Hun Y. Park, Edward F. Pierzak, and Hsiu-Lang Chen. "Do Stock Index Futures Prices Overreact?" May 1994. 94-04 Philip Garcia, Scott H.. Irwin, Raymond M. Leuthold, and Li Yang. "New Evidence on the Value of Public Information in Commodity Markets." May 1994. 94-03 Nachiappan Narayanan, Steven T. Sonka, Raymond M. Leuthold, and John S. Chandler. " Artificially Intelligent DSS - Application to Futures Markets and Its Effects." March 1994. 94-02 Kent G. Becker and Joseph E. Finnerty. "Indexed Commodity Futures and the Risk and Return of Institutional Portfolios." 94-01 Phelim P. Boyle and Hun Y. Park. " Implied Volatility in Option Prices and the Lead-Lag Relation Between Stock and Option Prices." February 1994. 93-04 Thomas E. Jackson, Carl R.Zulauf, and S. Irwin. "Mean Reversion in Agricultural Prices?" October 1993. 93-03 Don R. Rich. "The Valuation of Black-Scholes Options Subject to Intertemporal Default Risk." September 1993. 93-02 P. Boyle and I. Lee. "Deposit Insurance and Changing Volatility." October 1993 93-01 P. Gore and R. Leuthold. "Selective Hedging Opportunities and Strategies in Livestock Futures and Options Markets." July 1993.: Hun Y. Park, Asani Sarkar. " Measuring Changes in Liquidity of the Futures Market." November 1994.
94-08 Hun Y. Park, Asani Sarkar, and Lifan Wu. "The Costs and Benefits of Endogenous Marketmaking: The Case of Dual Trading." October 1994. 94-07 Dwight R. Sanders. "Overreaction in the Future-Implied Petroleum Refining Margin?" October 1994. 94-06 Sarahelen Thompson, Philip Garcia, and Lynne Dallafior "The Demise of the High Fructose Corn Syrup Contract: A Case Study." June 1994. 94-05 Hun Y. Park, Edward F. Pierzak, and Hsiu-Lang Chen. "Do Stock Index Futures Prices Overreact?" May 1994. 94-04 Philip Garcia, Scott H.. Irwin, Raymond M. Leuthold, and Li Yang. "New Evidence on the Value of Public Information in Commodity Markets." May 1994. 94-03 Nachiappan Narayanan, Steven T. Sonka, Raymond M. Leuthold, and John S. Chandler. " Artificially Intelligent DSS - Application to Futures Markets and Its Effects." March 1994. 94-02 Kent G. Becker and Joseph E. Finnerty. "Indexed Commodity Futures and the Risk and Return of Institutional Portfolios." 94-01 Phelim P. Boyle and Hun Y. Park. " Implied Volatility in Option Prices and the Lead-Lag Relation Between Stock and Option Prices." February 1994. 93-04 Thomas E. Jackson, Carl R.Zulauf, and S. Irwin. "Mean Reversion in Agricultural Prices?" October 1993. 93-03 Don R. Rich. "The Valuation of Black-Scholes Options Subject to Intertemporal Default Risk." September 1993. 93-02 P. Boyle and I. Lee. "Deposit Insurance and Changing Volatility." October 1993 93-01 P. Gore and R. Leuthold. "Selective Hedging Opportunities and Strategies in Livestock Futures and Options Markets." July 1993.: Hun Y. Park, Asani Sarkar, and Lifan Wu. "The Costs and Benefits of Endogenous Marketmaking: The Case of Dual Trading." October 1994.
94-07 Dwight R. Sanders. "Overreaction in the Future-Implied Petroleum Refining Margin?" October 1994. 94-06 Sarahelen Thompson, Philip Garcia, and Lynne Dallafior "The Demise of the High Fructose Corn Syrup Contract: A Case Study." June 1994. 94-05 Hun Y. Park, Edward F. Pierzak, and Hsiu-Lang Chen. "Do Stock Index Futures Prices Overreact?" May 1994. 94-04 Philip Garcia, Scott H.. Irwin, Raymond M. Leuthold, and Li Yang. "New Evidence on the Value of Public Information in Commodity Markets." May 1994. 94-03 Nachiappan Narayanan, Steven T. Sonka, Raymond M. Leuthold, and John S. Chandler. " Artificially Intelligent DSS - Application to Futures Markets and Its Effects." March 1994. 94-02 Kent G. Becker and Joseph E. Finnerty. "Indexed Commodity Futures and the Risk and Return of Institutional Portfolios." 94-01 Phelim P. Boyle and Hun Y. Park. " Implied Volatility in Option Prices and the Lead-Lag Relation Between Stock and Option Prices." February 1994. 93-04 Thomas E. Jackson, Carl R.Zulauf, and S. Irwin. "Mean Reversion in Agricultural Prices?" October 1993. 93-03 Don R. Rich. "The Valuation of Black-Scholes Options Subject to Intertemporal Default Risk." September 1993. 93-02 P. Boyle and I. Lee. "Deposit Insurance and Changing Volatility." October 1993 93-01 P. Gore and R. Leuthold. "Selective Hedging Opportunities and Strategies in Livestock Futures and Options Markets." July 1993.: Dwight R. Sanders. "Overreaction in the Future-Implied Petroleum Refining Margin?" October 1994.
94-06 Sarahelen Thompson, Philip Garcia, and Lynne Dallafior "The Demise of the High Fructose Corn Syrup Contract: A Case Study." June 1994. 94-05 Hun Y. Park, Edward F. Pierzak, and Hsiu-Lang Chen. "Do Stock Index Futures Prices Overreact?" May 1994. 94-04 Philip Garcia, Scott H.. Irwin, Raymond M. Leuthold, and Li Yang. "New Evidence on the Value of Public Information in Commodity Markets." May 1994. 94-03 Nachiappan Narayanan, Steven T. Sonka, Raymond M. Leuthold, and John S. Chandler. " Artificially Intelligent DSS - Application to Futures Markets and Its Effects." March 1994. 94-02 Kent G. Becker and Joseph E. Finnerty. "Indexed Commodity Futures and the Risk and Return of Institutional Portfolios." 94-01 Phelim P. Boyle and Hun Y. Park. " Implied Volatility in Option Prices and the Lead-Lag Relation Between Stock and Option Prices." February 1994. 93-04 Thomas E. Jackson, Carl R.Zulauf, and S. Irwin. "Mean Reversion in Agricultural Prices?" October 1993. 93-03 Don R. Rich. "The Valuation of Black-Scholes Options Subject to Intertemporal Default Risk." September 1993. 93-02 P. Boyle and I. Lee. "Deposit Insurance and Changing Volatility." October 1993 93-01 P. Gore and R. Leuthold. "Selective Hedging Opportunities and Strategies in Livestock Futures and Options Markets." July 1993.: Sarahelen Thompson, Philip Garcia, and Lynne Dallafior "The Demise of the High Fructose Corn Syrup Contract: A Case Study." June 1994.
94-05 Hun Y. Park, Edward F. Pierzak, and Hsiu-Lang Chen. "Do Stock Index Futures Prices Overreact?" May 1994. 94-04 Philip Garcia, Scott H.. Irwin, Raymond M. Leuthold, and Li Yang. "New Evidence on the Value of Public Information in Commodity Markets." May 1994. 94-03 Nachiappan Narayanan, Steven T. Sonka, Raymond M. Leuthold, and John S. Chandler. " Artificially Intelligent DSS - Application to Futures Markets and Its Effects." March 1994. 94-02 Kent G. Becker and Joseph E. Finnerty. "Indexed Commodity Futures and the Risk and Return of Institutional Portfolios." 94-01 Phelim P. Boyle and Hun Y. Park. " Implied Volatility in Option Prices and the Lead-Lag Relation Between Stock and Option Prices." February 1994. 93-04 Thomas E. Jackson, Carl R.Zulauf, and S. Irwin. "Mean Reversion in Agricultural Prices?" October 1993. 93-03 Don R. Rich. "The Valuation of Black-Scholes Options Subject to Intertemporal Default Risk." September 1993. 93-02 P. Boyle and I. Lee. "Deposit Insurance and Changing Volatility." October 1993 93-01 P. Gore and R. Leuthold. "Selective Hedging Opportunities and Strategies in Livestock Futures and Options Markets." July 1993.: Hun Y. Park, Edward F. Pierzak, and Hsiu-Lang Chen. "Do Stock Index Futures Prices Overreact?" May 1994.
94-04 Philip Garcia, Scott H.. Irwin, Raymond M. Leuthold, and Li Yang. "New Evidence on the Value of Public Information in Commodity Markets." May 1994. 94-03 Nachiappan Narayanan, Steven T. Sonka, Raymond M. Leuthold, and John S. Chandler. " Artificially Intelligent DSS - Application to Futures Markets and Its Effects." March 1994. 94-02 Kent G. Becker and Joseph E. Finnerty. "Indexed Commodity Futures and the Risk and Return of Institutional Portfolios." 94-01 Phelim P. Boyle and Hun Y. Park. " Implied Volatility in Option Prices and the Lead-Lag Relation Between Stock and Option Prices." February 1994. 93-04 Thomas E. Jackson, Carl R.Zulauf, and S. Irwin. "Mean Reversion in Agricultural Prices?" October 1993. 93-03 Don R. Rich. "The Valuation of Black-Scholes Options Subject to Intertemporal Default Risk." September 1993. 93-02 P. Boyle and I. Lee. "Deposit Insurance and Changing Volatility." October 1993 93-01 P. Gore and R. Leuthold. "Selective Hedging Opportunities and Strategies in Livestock Futures and Options Markets." July 1993.: Philip Garcia, Scott H.. Irwin, Raymond M. Leuthold, and Li Yang. "New Evidence on the Value of Public Information in Commodity Markets." May 1994.
94-03 Nachiappan Narayanan, Steven T. Sonka, Raymond M. Leuthold, and John S. Chandler. " Artificially Intelligent DSS - Application to Futures Markets and Its Effects." March 1994. 94-02 Kent G. Becker and Joseph E. Finnerty. "Indexed Commodity Futures and the Risk and Return of Institutional Portfolios." 94-01 Phelim P. Boyle and Hun Y. Park. " Implied Volatility in Option Prices and the Lead-Lag Relation Between Stock and Option Prices." February 1994. 93-04 Thomas E. Jackson, Carl R.Zulauf, and S. Irwin. "Mean Reversion in Agricultural Prices?" October 1993. 93-03 Don R. Rich. "The Valuation of Black-Scholes Options Subject to Intertemporal Default Risk." September 1993. 93-02 P. Boyle and I. Lee. "Deposit Insurance and Changing Volatility." October 1993 93-01 P. Gore and R. Leuthold. "Selective Hedging Opportunities and Strategies in Livestock Futures and Options Markets." July 1993.: Nachiappan Narayanan, Steven T. Sonka, Raymond M. Leuthold, and John S. Chandler. " Artificially Intelligent DSS - Application to Futures Markets and Its Effects." March 1994.
94-02 Kent G. Becker and Joseph E. Finnerty. "Indexed Commodity Futures and the Risk and Return of Institutional Portfolios." 94-01 Phelim P. Boyle and Hun Y. Park. " Implied Volatility in Option Prices and the Lead-Lag Relation Between Stock and Option Prices." February 1994. 93-04 Thomas E. Jackson, Carl R.Zulauf, and S. Irwin. "Mean Reversion in Agricultural Prices?" October 1993. 93-03 Don R. Rich. "The Valuation of Black-Scholes Options Subject to Intertemporal Default Risk." September 1993. 93-02 P. Boyle and I. Lee. "Deposit Insurance and Changing Volatility." October 1993 93-01 P. Gore and R. Leuthold. "Selective Hedging Opportunities and Strategies in Livestock Futures and Options Markets." July 1993.: Kent G. Becker and Joseph E. Finnerty. "Indexed Commodity Futures and the Risk and Return of Institutional Portfolios."
94-01 Phelim P. Boyle and Hun Y. Park. " Implied Volatility in Option Prices and the Lead-Lag Relation Between Stock and Option Prices." February 1994. 93-04 Thomas E. Jackson, Carl R.Zulauf, and S. Irwin. "Mean Reversion in Agricultural Prices?" October 1993. 93-03 Don R. Rich. "The Valuation of Black-Scholes Options Subject to Intertemporal Default Risk." September 1993. 93-02 P. Boyle and I. Lee. "Deposit Insurance and Changing Volatility." October 1993 93-01 P. Gore and R. Leuthold. "Selective Hedging Opportunities and Strategies in Livestock Futures and Options Markets." July 1993.: Phelim P. Boyle and Hun Y. Park. " Implied Volatility in Option Prices and the Lead-Lag Relation Between Stock and Option Prices." February 1994.
93-04 Thomas E. Jackson, Carl R.Zulauf, and S. Irwin. "Mean Reversion in Agricultural Prices?" October 1993. 93-03 Don R. Rich. "The Valuation of Black-Scholes Options Subject to Intertemporal Default Risk." September 1993. 93-02 P. Boyle and I. Lee. "Deposit Insurance and Changing Volatility." October 1993 93-01 P. Gore and R. Leuthold. "Selective Hedging Opportunities and Strategies in Livestock Futures and Options Markets." July 1993.: Thomas E. Jackson, Carl R.Zulauf, and S. Irwin. "Mean Reversion in Agricultural Prices?" October 1993.
93-03 Don R. Rich. "The Valuation of Black-Scholes Options Subject to Intertemporal Default Risk." September 1993. 93-02 P. Boyle and I. Lee. "Deposit Insurance and Changing Volatility." October 1993 93-01 P. Gore and R. Leuthold. "Selective Hedging Opportunities and Strategies in Livestock Futures and Options Markets." July 1993.: Don R. Rich. "The Valuation of Black-Scholes Options Subject to Intertemporal Default Risk." September 1993.
93-02 P. Boyle and I. Lee. "Deposit Insurance and Changing Volatility." October 1993 93-01 P. Gore and R. Leuthold. "Selective Hedging Opportunities and Strategies in Livestock Futures and Options Markets." July 1993.: P. Boyle and I. Lee. "Deposit Insurance and Changing Volatility." October 1993
93-01 P. Gore and R. Leuthold. "Selective Hedging Opportunities and Strategies in Livestock Futures and Options Markets." July 1993.: P. Gore and R. Leuthold. "Selective Hedging Opportunities and Strategies in Livestock Futures and Options Markets." July 1993.

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