Editor's Note.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 2, p. 149, doi. 10.1002/fut.21992
- Publication type:
- Article
Works matching IS 02707314 AND DT 2019 AND VI 39 AND IP 2
Results: 7
1
2
Settlement procedures and stock market efficiency.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 2, p. 164, doi. 10.1002/fut.21977
- By:
- Publication type:
- Article
3
Do hedge funds time market tail risk? Evidence from option‐implied tail risk.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 2, p. 205, doi. 10.1002/fut.21972
- By:
- Publication type:
- Article
4
Indian equity options: Smile, risk premiums, and efficiency.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 2, p. 150, doi. 10.1002/fut.21971
- By:
- Publication type:
- Article
5
Price discovery among SSE 50 Index‐based spot, futures, and options markets.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 2, p. 238, doi. 10.1002/fut.21970
- By:
- Publication type:
- Article
6
Hyperbolic normal stochastic volatility model.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 2, p. 186, doi. 10.1002/fut.21967
- By:
- Publication type:
- Article
7
Journal of Futures Markets: Volume 39, Number 2, February 2019.
- Published in:
- Journal of Futures Markets, 2019, v. 39, n. 2, p. 147, doi. 10.1002/fut.21943
- Publication type:
- Article