Journal of Futures Markets
- Publisher:
- Wiley
- Publication date:
- 2021-03-29
- ISBN:
- 0270-7314
Issue Number
- No. 40-11, November 2020
- No. 40-10, October 2020
- No. 40-9, September 2020
- No. 40-8, August 2020
- No. 40-7, July 2020
- No. 40-6, June 2020
- No. 40-5, May 2020
- No. 40-4, April 2020
- No. 40-3, March 2020
- No. 40-2, February 2020
- No. 40-1, January 2020
- No. 39-12, December 2019
- No. 39-11, November 2019
- No. 39-10, October 2019
- No. 39-9, September 2019
- No. 39-8, August 2019
- No. 39-7, July 2019
- No. 39-6, June 2019
- No. 39-5, May 2019
- No. 39-4, April 2019
Latest documents
- Volatility and jump risk in option returns
- Journal of Futures Markets: Volume 40, Number 11, November 2020
- Callable bull/bear contracts, call auction sessions, and price manipulations: Evidence from Hong Kong
- Benchmarks in the spotlight: The impact on exchange traded markets
- Editor's Note
- Skewness and index futures return
- The market quality of commodity futures markets
- Trading protocols and price discovery: Implicit transaction costs in Indian single stock futures
- Intermediary asset pricing in commodity futures returns
- Option trading and the cross‐listed stock returns: Evidence from Chinese A–H shares
Featured documents
- Volatility and jump risk in option returns
- Journal of Futures Markets: Volume 40, Number 11, November 2020
- Callable bull/bear contracts, call auction sessions, and price manipulations: Evidence from Hong Kong
- Benchmarks in the spotlight: The impact on exchange traded markets
- Editor's Note
- Skewness and index futures return
- The market quality of commodity futures markets
- Trading protocols and price discovery: Implicit transaction costs in Indian single stock futures
- Intermediary asset pricing in commodity futures returns
- Option trading and the cross‐listed stock returns: Evidence from Chinese A–H shares