Editor's Note.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 11, p. 1647, doi. 10.1002/fut.22165
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2020 AND VI 40 AND IP 11
Results: 10
1
2
Trading protocols and price discovery: Implicit transaction costs in Indian single stock futures.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 11, p. 1793, doi. 10.1002/fut.22123
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- Publication type:
- Article
3
Benchmarks in the spotlight: The impact on exchange traded markets.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 11, p. 1691, doi. 10.1002/fut.22120
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- Publication type:
- Article
4
The market quality of commodity futures markets.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 11, p. 1751, doi. 10.1002/fut.22115
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- Publication type:
- Article
5
Skewness and index futures return.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 11, p. 1648, doi. 10.1002/fut.22112
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- Publication type:
- Article
6
Option trading and the cross‐listed stock returns: Evidence from Chinese A–H shares.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 11, p. 1665, doi. 10.1002/fut.22108
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- Publication type:
- Article
7
Volatility and jump risk in option returns.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 11, p. 1767, doi. 10.1002/fut.22107
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- Publication type:
- Article
8
Callable bull/bear contracts, call auction sessions, and price manipulations: Evidence from Hong Kong.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 11, p. 1731, doi. 10.1002/fut.22105
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- Publication type:
- Article
9
Intermediary asset pricing in commodity futures returns.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 11, p. 1711, doi. 10.1002/fut.22099
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- Publication type:
- Article
10
Journal of Futures Markets: Volume 40, Number 11, November 2020.
- Published in:
- Journal of Futures Markets, 2020, v. 40, n. 11, p. 1645, doi. 10.1002/fut.22033
- Publication type:
- Article