No. 37-9, September 2017
Index
- A Bivariate High‐Frequency‐Based Volatility Model for Optimal Futures Hedging
- An Empirical Analysis of the Dynamic Probability of Informed Institutional Trading: Evidence from the Taiwan Futures Exchange
- Investors’ Heterogeneity in Beliefs, the VIX Futures Basis, and S&P 500 Index Futures Returns
- Journal of Futures Markets: Volume 37, Number 9, September 2017
- Option Introductions and the Skewness of Stock Returns
- Trading Activity and Rate of Convergence in Commodity Futures Markets