No. 37-1, January 2017
Index
- Do Scheduled Macroeconomic Announcements Influence Energy Price Jumps?
- Does Option‐Implied Cross‐Sectional Return Dispersion Forecast Realized Cross‐Sectional Return Dispersion? Evidence From the G10 Currencies
- Journal of Futures Markets: Volume 37, Number 1, January 2017
- Price Discovery and Foreign Participation in Korea's Government Bond Futures and Cash Markets
- Price Discovery on the International Soybean Futures Markets: A Threshold Co‐Integration Approach
- The Binomial CEV Model and the Greeks