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

On commodity price limits

JOURNAL ARTICLE published August 2019 in Journal of Futures Markets

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

Interest rate risk in long‐dated commodity options positions: To hedge or not to hedge?

JOURNAL ARTICLE published January 2019 in Journal of Futures Markets

Research funded by Australian Research Council (DP 130103315)

Authors: Benjamin Cheng | Christina Sklibosios Nikitopoulos | Erik Schlögl

Panel quantile regressions for estimating and predicting the value‐at‐risk of commodities

JOURNAL ARTICLE published September 2019 in Journal of Futures Markets

Research funded by Grantová Agentura České Republiky (16‐14151S)

Authors: František Čech | Jozef Baruník

Editor's Note

JOURNAL ARTICLE published August 2019 in Journal of Futures Markets

Authors: Robert I. Webb

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

Pricing Bounds on Barrier Options

JOURNAL ARTICLE published December 2014 in Journal of Futures Markets

Authors: Yukihiro Tsuzuki

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

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

Price discovery and investor structure in stock index futures

JOURNAL ARTICLE published March 2011 in Journal of Futures Markets

Authors: Martin T. Bohl | Christian A. Salm | Michael Schuppli

Long memory and structural breaks in commodity futures markets

JOURNAL ARTICLE published November 2011 in Journal of Futures Markets

Authors: Jerry Coakley | Jian Dollery | Neil Kellard