Editor's Note.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 11, p. 1347, doi. 10.1002/fut.22065
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2019 AND VI 39 AND IP 11
Results: 9
1
2
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
- By:
- Publication type:
- Article
3
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
- By:
- Publication type:
- Article
4
Derivatives pricing with liquidity risk.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 11, p. 1471, doi. 10.1002/fut.22008
- By:
- Publication type:
- Article
5
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
- By:
- Publication type:
- Article
6
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
- By:
- Publication type:
- Article
7
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
- By:
- Publication type:
- Article
8
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
- By:
- Publication type:
- Article
9
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