JOURNAL ISSUE published December 1983 in Journal of Futures Markets

Masthead

JOURNAL ARTICLE published December 1983 in Journal of Futures Markets

Masthead

JOURNAL ARTICLE published December 1996 in Journal of Futures Markets

Estimation of Market Information Shares: A Comparison

JOURNAL ARTICLE published November 2016 in Journal of Futures Markets

Authors: Donald Lien | Zijun Wang

JOURNAL ISSUE published July 2021 in Journal of Futures Markets

The dynamics of commodity return comovements

JOURNAL ARTICLE published October 2021 in Journal of Futures Markets

Authors: Marcel Prokopczuk | Chardin Wese Simen | Robert Wichmann

On commodity price limits

JOURNAL ARTICLE published August 2019 in Journal of Futures Markets

Authors: Rajkumar Janardanan | Xiao Qiao | K. Geert Rouwenhorst

Multiple-year pricing strategies for corn and soybeans

JOURNAL ARTICLE published December 1997 in Journal of Futures Markets

Authors: David E. Kenyon | Charles V. Beckman

Flow toxicity of high‐frequency trading and its impact on price volatility: Evidence from the KOSPI 200 futures market

JOURNAL ARTICLE published February 2020 in Journal of Futures Markets

Authors: Jangkoo Kang | Kyung Yoon Kwon | Wooyeon Kim

Pricing Bounds on Barrier Options

JOURNAL ARTICLE published December 2014 in Journal of Futures Markets

Authors: Yukihiro Tsuzuki

The dynamics of crude oil future prices on China's energy markets: Quantile‐on‐quantile and casualty‐in‐quantiles approaches

JOURNAL ARTICLE published December 2023 in Journal of Futures Markets

Authors: Juan Meng | Bin Mo | He Nie

The information content in implied idiosyncratic volatility and the cross‐section of stock returns: Evidence from the option markets

JOURNAL ARTICLE published November 2008 in Journal of Futures Markets

Authors: Dean Diavatopoulos | James S. Doran | David R. Peterson

Bitcoin and sentiment

JOURNAL ARTICLE published December 2020 in Journal of Futures Markets

Authors: Hoje Jo | Haehean Park | Hersh Shefrin

The directional information content of options volumes

JOURNAL ARTICLE published December 2018 in Journal of Futures Markets

Research funded by Sungkyunkwan University (2018)

Authors: Doojin Ryu | Heejin Yang

Show me the money: Option moneyness concentration and future stock returns

JOURNAL ARTICLE published May 2020 in Journal of Futures Markets

Authors: Kelley Bergsma | Vivien Csapi | Dean Diavatopoulos | Andy Fodor

Trading Patience, Order Flows, and Liquidity in an Index Futures Market

JOURNAL ARTICLE published August 2014 in Journal of Futures Markets

Authors: Caihong Xu

Optimal Futures Hedging Under Multichain Markov Regime Switching

JOURNAL ARTICLE published February 2014 in Journal of Futures Markets

Authors: Her‐Jiun Sheu | Hsiang‐Tai Lee

Hedging under the influence of transaction costs: An empirical investigation on FTSE 100 index options

JOURNAL ARTICLE published May 2007 in Journal of Futures Markets

Authors: Andros Gregoriou | Jerome Healy | Christos Ioannidis

JOURNAL ISSUE published July 2006 in Journal of Futures Markets

The lead-lag relationship between equities and stock index futures markets around information releases

JOURNAL ARTICLE published May 2000 in Journal of Futures Markets

Authors: Alex Frino | Terry Walter | Andrew West