No. 37-4, April 2017
Index
- Asymmetry in the Permanent Price Impact of Block Purchases and Sales: Theory and Empirical Evidence
- AVIX: An Improved VIX Based on Stochastic Interest Rates and an Adaptive Screening Mechanism
- Derivatives Valuation Based on Arbitrage: The Trade is Crucial
- Editor's Note
- Index Futures Trading Restrictions and Spot Market Quality: Evidence from the Recent Chinese Stock Market Crash
- Journal of Futures Markets: Volume 37, Number 4, April 2017
- Option Pricing with the Realized GARCH Model: An Analytical Approximation Approach