Works matching IS 02707314 AND DT 2019 AND VI 39 AND IP 11
Results: 9
Editor's Note.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 11, p. 1347, doi. 10.1002/fut.22065
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- Publication type:
- Article
High‐Frequency Price Discovery and Price Efficiency on Interest Rate Futures.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 11, p. 1394, doi. 10.1002/fut.22016
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- Publication type:
- Article
Volatility index and the return–volatility relation: Intraday evidence from Chinese options market.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 11, p. 1348, doi. 10.1002/fut.22012
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- Publication type:
- Article
Derivatives pricing with liquidity risk.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 11, p. 1471, doi. 10.1002/fut.22008
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- Article
How do US options traders "smirk" on China? Evidence from FXI options.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 11, p. 1450, doi. 10.1002/fut.22005
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- Article
Market quality and the connectedness of steel rebar and other industrial metal futures in China.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 11, p. 1383, doi. 10.1002/fut.22001
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- Article
A smiling bear in the equity options market and the cross‐section of stock returns.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 11, p. 1360, doi. 10.1002/fut.22000
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- Article
Can skewness of the futures‐spot basis predict currency spot returns?
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 11, p. 1435, doi. 10.1002/fut.21991
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- Publication type:
- Article
Journal of Futures Markets: Volume 39, Number 11, November 2019.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 11, p. 1345, doi. 10.1002/fut.21952
- Publication type:
- Article