History and Symposium Proceedings
2004 Hong Kong
1995-2000 Proceedings of the Futures Research Symposium / Proceedings of the Spring Research Seminar
2000 Spring, APFRS, Hong Kong, February 2000
1999 Summer, Chicago, May 1999
1998 Fall, Chicago, May 1998
1997 Winter, EFRS, London, England, September 1997
1997 Summer, APFRS, Hong Kong, February 1997
1996 Winter, Chicago, May 1996
1996 Spring, Chicago, May 1995
1995 Winter, APFRS, Hong Kong, March 1995
1995 Fall, Chicago, December 1994
1995 Spring, Chicago, May 1994
1988, Review of Futures Markets
1950-1958 Proceedings of the Annual Symposium: Commodity Markets and the Public Interest
1958 (September 3-5)
1957 (September 4-6)
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Kin Lam, Chor-Yiu Sin, and Rico Leung
A Theoretical Framework to Evaluate Different Margin-Setting methodologies
Siu Pang Au-Yeung and Gerard Gannon
Regulartory Change and Structural Effects In HSIF and HIS Volatility
Carolyn Chang and Jack S.K.Chang
Paul Draper and Joseph K.W.Fung
Discretionary Governemtn Intervention, and the Mispricing of Index Futures
Raymond W. So and Yiuman Tse
Price Discovery in the Hang Seng Index Markets: Index, Futures, and the Tracker Fund
Aysegul Ates and George H.K.Wang
Vicentiu Covrig, David K. Ding and Buen Sin Low
Price Discovery in Informationally-Linked Markets: A Microstructure Analysis of Nikkei 225 Futures
Les Gulko
Empirical Tests of the Beta Model for Bond Option Pricing
Haynes H.M.Yung and Hua Zhang
An Empirical Investigation of the GARCH Option Pricing Model: Hedging Performance
Rob Brown and Victor Fang
Estimating Swap Rates from Bank Bill Futures Prices: The Theory and the Practice
Carl Chiarela and Thuy-Duong To
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Ralf Hermann and Alexander Narr
Leticia Veruete and Steward Hodges
Modelling Commodity Futures Spreads: an Empirical Study
Gordon Gemmill and Naoki Kamiyama
Christopher L. Gilbert
Manipulation of Metals Futures: Lessons from Sumitomo
Alexander Kempf and Alaf Korn
Monique W.M. Donders and Ton C.F. Vorst
Trading Volume, Open Interest and Liquidity in Stock Options Around Earnings Announcements
Rita L. D'Ecclesia and Rosella Castellano
Information Flows and Bid-Ask Spread for the BTP Futures
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Garry Twite and Justin Wood
The Pricing of Australian Imputation Tax Credits: Evidence from Individual Share Futures Contracts
Pin-Huang Chou, Jie-Haun Lee, and Gand Shyy
A Microstructure Investigation of Barings Crisis: Information Trading and Market Mechanisms
Winnie P.H. Poon and Michael Firth
The Signaling Effect of the Trade Suspension of the Treasury Bond Futures Market in China
Edward H. Chow and Pu Liu
Steven A. Dennis, Ah Boon Sim, and David C. Thurston
Gordon Y.N. Tang
A.D. Hall, P.Kofman, and A. Siouclis
Limits to Linear Price Behaviour: Target Zones for Agricultural Futures
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Clarence W. Elmer
Richard Williams
How A Soybean Processor Makes Use Of Futures Markets
Frank A. Theis
Commodity Markets And Grain Warehousemen
Franklin J. Lunding
A Revolution In Food Distribution
W.C.Schilthuis
The Outlook And Current Procedures For Handling USA Grain Exports
Earl M. Hughes
The Commodity Credit Corporation--Symbol Of Big Government
John E. Brennan
Allen B. Richards
Factors Affecting The Quantity Of Corn Placed Under Loan
William A. Goodale
An Evaluation Of Chart Systems
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Schuyler F. Otteson, Chairman
Schuyler F. Otteson, Chairman
Paul E. Berry
The Speculator And The Commodity Futures Market
Dwayne Andreas
Commodity Markets And The Processor
John H. Mac Millan, Jr.
Grain Futures Trading Steps Necessary For Its Successful Continuation
Robert E. Wilson
Richard F. Uhlmann, President
Robert C. Liebenow
Stanley N. Jones
Canadian Grain Marketing Practices and Procedures
L. L. Waters
Possible Effects of the St. Lawrence Seaway on U.S Grain Marketing Channels
Paul W. Joslyn
John A. Schnittker
Hachiro Mayewaki
Analysis of European Markets for Our Surplus Wheat
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Dale E. Butz
Robert L. Raclin
The Role of the Speculator in the Grain Futures Market
M. D. Guild
The Use Made of Commodity Markets by Terminal Elevators
Atherton Bean
The Miller and the Commodity Market
Fred G. Gurley
Railroads and Grain Markets in a Free Economy
Richard Fred Uhlmann
Presentation of Uhlmann Awards
Marvin L. McLain
The Effects of Government Farm Price Support Programs on Commodity Marketing
Holbrook Working
Price Effects of Scalping and Day Trading
Julius Mayer
Robert C. Liebenow
Allen B. Richards
The Factors Affecting the Demand for High Protein Hard Red Spring Wheat
Jack Kopeyka
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Sylvester J. Meyers
The President Welcomes Symposium Guests in the Directors Room
Symposium Participants View Opening Of A Trading Session From The Fifth Floor Visitor's Gallery
Fred W. Lake
The Miller's Use of the Commodity Exchange
J. M. Mehl
The Development And Operation of the Commodity Exchange Act
L. J. Norton
The Farmer and The Commodity Markets
A. L. Larson
Questions & Answers Discussion
James A. McCain
The Economy: Retrospect and Prospect
G. A. Kublin
S. E. Cramer
K. S. Hart
Local Grain Organizations As Related To Commodity Exchanges
Dale E. Butz
Questions & Answers Discussion
Vice President John R. Murray, Chairman
Robert C. Liebenow
Explains Objectives of Uhlmann Awards Essay Contest
Richard F. Uhlmann
Announcement of Contest Winners
Clarence E. Prentice
Don Bostwick
A Comparison of Grain Storage Policy in Eight Historical Societies
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Welcome Message (President, Carl E. Bostrom)
Symposium Tour Highlights as Seen by a Visitor and Edited by the Educational Advisory Committee
Ellis D. English
The Use of the Commodity Exchange by Millers
Wilbert E. Huge
The Use of the Commodity Exchange by the Fats and Oils Industry
Lawrence J. Ryan
Questions & Answers Discussion (Chairman: Adlowe L. Larson)
J.O.McClintock
Commenting on Uhlmann Awards Essay Contest
Richard F. Uhlmann, to Albert I. Gleason
Presentation of First Prize Awards to 1952 Winners
Frederick L. Hovde
Industry and Education Working Together for a Better America
Charles Dana Bennett
The Commodity Exchange and the Farmer
C.R.Martin
The Commodity Exchange and the Consumer
Virgil A. Wiese
Use of Commodity Exchanges by Local Grain Marketing Organizations
Questions & Answers Discussion (Chairman: Dale E. Butz)
Closing Message of the Fifth Symposium (President: Carl E. Bostrom)
Albert I. Gleason
Truman F. Graf
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Symposium Tour Highlights As Seen By A Visitor
Everette B. Harris
The Organization Of The Grain Exchange
Richard F. Uhlmann
The Services Rendered By A Grain Exchange
James S. Schonberg
Futures Trading And The EconomicFactors Influencing Prices
Edward J. Kazmarek
Allan Q. Moore
Hedging by a Wheat Flour Miller
Orrin S. Dowse
Panel Discussion: The Element of a Futures Contract (Moderator: Jo. O. McClintock)
Questions & Answers Discussion (Questions & Answers Discussion)
Questions & Answers Discussion (Chairman: Wendell R. Smith)
The President, Carl E. Bostrom
Closing Message of the Third Symposium
