JOURNAL ISSUE published June 2024 in Journal of Futures Markets

A model‐free approximation for barrier options in a general stochastic volatility framework

JOURNAL ARTICLE published June 2024 in Journal of Futures Markets

Authors: Frido Rolloos | Kenichiro Shiraya

Lever up! An analysis of options trading in leveraged ETFs

JOURNAL ARTICLE published June 2024 in Journal of Futures Markets

Authors: Collin Gilstrap | Alex Petkevich | Pavel Teterin | Kainan Wang

The Volatility Behavior and Dependence Structure of Commodity Futures and Stocks

JOURNAL ARTICLE published January 2014 in Journal of Futures Markets

Authors: Lin Gao | Lu Liu

Forecasting bitcoin volatility: Evidence from the options market

JOURNAL ARTICLE published October 2020 in Journal of Futures Markets

Authors: Lai T. Hoang | Dirk G. Baur

A new information share measure

JOURNAL ARTICLE published April 2009 in Journal of Futures Markets

Authors: Donald Lien | Keshab Shrestha

Masthead

JOURNAL ARTICLE published September 1985 in Journal of Futures Markets

Public policy intervention through futures market operations

JOURNAL ARTICLE published December 1990 in Journal of Futures Markets

Authors: James T. Moser

Erratum

JOURNAL ARTICLE published December 1990 in Journal of Futures Markets

The probability distribution of futures prices in the foreign exchange market: A comparison of candidate processes

JOURNAL ARTICLE published December 1990 in Journal of Futures Markets

Authors: Roger Fujihara | Keehwan Park

JOURNAL ISSUE published April 2013 in Journal of Futures Markets

Harvesting the volatility smile in a large emerging market: A Dynamic Nelson–Siegel approach

JOURNAL ARTICLE published November 2023 in Journal of Futures Markets

Authors: Sudarshan Kumar | Sobhesh Kumar Agarwalla | Jayanth R. Varma | Vineet Virmani

An analysis of the profiles and motivations of habitual commodity speculators

JOURNAL ARTICLE published October 1998 in Journal of Futures Markets

Authors: W. Bruce Canoles | Sarahelen Thompson | Scott Irwin | Virginia Grace France

Smile‐implied hedging with volatility risk

JOURNAL ARTICLE published August 2021 in Journal of Futures Markets

Authors: Pascal François | Lars Stentoft

On the rate of convergence of binomial Greeks

JOURNAL ARTICLE published June 2011 in Journal of Futures Markets

Authors: San‐Lin Chung | Weifeng Hung | Han‐Hsing Lee | Pai‐Ta Shih

JOURNAL ISSUE published October 2010 in Journal of Futures Markets

The response of volume and returns to the information shocks in China's commodity futures markets

JOURNAL ARTICLE published September 2005 in Journal of Futures Markets

Authors: Gongmeng Chen | Michael Firth | Yu Xin

Pricing Eurodollar futures options using the BDT term structure model: The effect of yield curve smoothing

JOURNAL ARTICLE published March 2000 in Journal of Futures Markets

Authors: Turin G. Bali | Ahmet K. Karagozoglu

Masthead

JOURNAL ARTICLE published February 1996 in Journal of Futures Markets

Stock‐Versus‐Flow Distinctions, Information, and the Role of Inventory

JOURNAL ARTICLE published November 2015 in Journal of Futures Markets

Authors: Bahram Adrangi | Arjun Chatrath | Rohan A. Christie‐David | Hong Miao | Sanjay Ramchander