No. 38-12, December 2018
Index
- An efficient and stable method for short maturity Asian options
- Asymmetric spot‐futures price adjustments in grain markets
- Excess returns to buying low options‐volume stocks and selling high options‐volume stocks: Information or characteristics?
- Hedging systematic risk in the commodity market with a regime‐switching multivariate rotated generalized autoregressive conditional heteroskedasticity model
- Journal of Futures Markets: Volume 38, Number 12, December 2018
- The directional information content of options volumes
- Trader types and fleeting orders: Evidence from Taiwan Futures Exchange