On inverse carrying charges and spatial arbitrage

JOURNAL ARTICLE published April 2007 in Journal of Futures Markets

Authors: Donald F. Larson

Pricing stock index futures with stochastic interest rates

JOURNAL ARTICLE published August 1991 in Journal of Futures Markets

Authors: Nusret Cakici | Sris Chatterjee

The stock closing calland futures price behavior: Evidence from the Taiwan futures market

JOURNAL ARTICLE published October 2007 in Journal of Futures Markets

Authors: Hsiu‐Chuan Lee | Cheng‐Yi Chien | Yen‐Sheng Huang

Macroeconomic announcements, intraday covariance structure and asymmetry in the interest rate futures returns

JOURNAL ARTICLE published September 2008 in Journal of Futures Markets

Authors: Dimitrios D. Thomakos | Tao Wang | Jingtao Wu | Russell P. Chuderewicz

Finnish turn‐of‐the‐month effects: Returns, volume, and implied volatiliy

JOURNAL ARTICLE published September 1995 in Journal of Futures Markets

Authors: Teppo Martikainen | Jukka Perttunen | Vesa Puttonen

JOURNAL ISSUE published June 2007 in Journal of Futures Markets

A note on estimating the benefit of a composite hedge

JOURNAL ARTICLE published July 2008 in Journal of Futures Markets

Authors: Donald Lien

In search of the convexity adjustment: Evidence from the sterling futures and IMM FRA markets

JOURNAL ARTICLE published July 2008 in Journal of Futures Markets

Authors: Russell Poskitt

Equity swaps in a LIBOR market model

JOURNAL ARTICLE published September 2007 in Journal of Futures Markets

Authors: Ting‐Pin Wu | Son Nan Chen

Valuation of floating range notes in a LIBOR market model

JOURNAL ARTICLE published July 2008 in Journal of Futures Markets

Authors: Ting‐Pin Wu | Son‐Nan Chen

Who has an edge in trading index derivatives?

JOURNAL ARTICLE published March 2023 in Journal of Futures Markets

Authors: Jeewon Jang | Jangkoo Kang | Jaeram Lee

Hedging options in a hidden Markov‐switching local‐volatility model via stochastic flows and a Monte‐Carlo method

JOURNAL ARTICLE published July 2023 in Journal of Futures Markets

Research funded by Australian Research Council (DP190102674)

Authors: Robert J. Elliott | Tak Kuen Siu

JOURNAL ISSUE published July 2023 in Journal of Futures Markets

JOURNAL ISSUE published April 2023 in Journal of Futures Markets

Probability weighting in commodity futures markets

JOURNAL ARTICLE published April 2023 in Journal of Futures Markets

Research funded by Natural Science Foundation of Zhejiang Province (Q23G010015)

Authors: Jun Yuan | Qi Xu | Ying Wang

Journal of Futures Markets: Volume 40, Number 2, February 2020

JOURNAL ARTICLE published February 2020 in Journal of Futures Markets

Long-term information, short-lived securities

JOURNAL ARTICLE published May 2006 in Journal of Futures Markets

Authors: Dan Bernhardt | Ryan J. Davies | John Spicer

JOURNAL ISSUE published November 2010 in Journal of Futures Markets

Institutional quality and sovereign credit default swap spreads

JOURNAL ARTICLE published June 2019 in Journal of Futures Markets

Research funded by National Natural Science Foundation of China (71571106,71773027)

Authors: Wei Huang | Shu Lin | Jian Yang

JOURNAL ISSUE published June 2001 in Journal of Futures Markets