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Conference Paper
The globalization of trading and its implications for financial system risk
Cone, Kenneth R. (1989)
Proceedings , Paper 244

Conference Paper
Intraday price volatility and trading volume: a case study of the Japanese government bond futures
Watanabe, Toshiaki (1995)
Proceedings

Journal Article
The relationship between the S&P 500 index and S&P 500 index futures prices
Kawaller, Ira G.; Koch, Paul D.; Koch, Timothy W. (1988-05)
Economic Review , Issue May , Pages 2-10

Journal Article
Fact and fantasy about stock index futures program trading
Merrick, John J. (1987-09)
Business Review , Issue Sep , Pages 13-25

Journal Article
Comparing futures and survey forecasts of near-term Treasury bill rates
Hein, Scott E.; Hafer, R. W. (1989)
Review , Issue May , Pages 33-42

Working Paper
The existence and impact of destabilizing positive feedback traders: evidence from the S&P 500 Index futures market
Kodres, Laura E. (1994)
Finance and Economics Discussion Series , Paper 94-9

Working Paper
Origins of the modern exchange clearinghouse: a history of early clearing and settlement methods at futures exchanges
Moser, James T. (1994)
Working Paper Series, Issues in Financial Regulation , Paper 94-3

Report
Description of margin requirements
Sofianos, George (1988)
Research Paper , Paper 8823

Journal Article
The pricing and hedging of market index deposits
Remolona, Eli M.; King, Stephen R. (1987-07)
Quarterly Review , Volume 12 , Issue Sum

Working Paper
Closing the question on the continuation of turn-of-the-month effects: evidence from the S&P 500 Index futures contract
Maberly, Edwin D.; Waggoner, Daniel F. (2000)
Prior research documents unusually high returns on the last trading day of the month and over the next three consecutive trading days. This phenomenon is known as the turn-of-the-month (TOTM) effect. According to Siegel (1998), why these anomalies occur is not well understood, and whether they will continue to be significant in the future is an open question. In this paper, we examine the S&P 500 futures contract for evidence that turn-of-the-month effects have continued. Transaction costs are low for index futures, and the absence of short-sale restrictions makes index futures an attractive ...
FRB Atlanta Working Paper , Paper 2000-11

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