The Journal of Finance publishes leading research across all the major fields of finance. It is one of the most widely cited journals in academic finance, and in all of economics. Each of the six issues per year reaches over 8,000 academics, finance professionals, libraries, and government and financial institutions around the world. The journal is the official publication of The American Finance Association, the premier academic organization devoted to the study and promotion of knowledge about financial economics.
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The Temporal Price Relationship between S&P 500 Futures and the S&P 500 Index
Published: 12/1987, Volume: 42, Issue: 5 | DOI: 10.1111/j.1540-6261.1987.tb04368.x | Cited by: 317
IRA G. KAWALLER, PAUL D. KOCH, TIMOTHY W. KOCH
This paper empirically examines the intraday price relationship between S&P 500 futures and the S&P 500 index using minute‐to‐minute data. Three‐stage least‐squares regression is used to estimate lead and lag relationships with estimates for expiration days of the S&P 500 futures compared with estimates for days prior to expiration. The results suggest that futures price movements consistently lead index movements by twenty to forty‐five minutes while movements in the index rarely affect futures beyond one minute.
THE HOUSEHOLD DEMAND FOR MONEY: AN EMPIRICAL STUDY*
Published: 9/1969, Volume: 24, Issue: 4 | DOI: 10.1111/j.1540-6261.1969.tb00392.x | Cited by: 1
Ira Kaminow
THE CHANGING SIGNIFICANCE OF TREASURY OBLIGATIONS IN COMMERCIAL BANK PORTFOLIOS*
Published: 5/1957, Volume: 12, Issue: 2 | DOI: 10.1111/j.1540-6261.1957.tb04131.x | Cited by: 0
Ira Scott
BRIMMER ON THE FINANCING OF BLACK ECONOMIC DEVELOPMENT: COMMENT
Published: 12/1972, Volume: 27, Issue: 5 | DOI: 10.1111/j.1540-6261.1972.tb03029.x | Cited by: 0
Ira Brous
SELECTIVE CREDIT CONTROLS AND THE REAL INVESTMENT MIX: A GENERAL EQUILIBRIUM APPROACH
Published: 12/1973, Volume: 28, Issue: 5 | DOI: 10.1111/j.1540-6261.1973.tb01444.x | Cited by: 6
D. C. Rao, Ira Kaminow
THE PROMOTING AND FINANCING OF TRANSCONTINENTAL GAS PIPE LINE CORPORATION*
Published: 9/1951, Volume: 6, Issue: 3 | DOI: 10.1111/j.1540-6261.1951.tb04471.x | Cited by: 1
Paul L. Howell, Ira Royal Hart