No. 38-2, February 2018
Index
- An analysis on the intraday trading activity of VIX derivatives
- Do investors use options and futures to trade on different types of information? Evidence from an aggregate stock index
- Economic significance of commodity return forecasts from the fractionally cointegrated VAR model
- Forecasting using alternative measures of model‐free option‐implied volatility
- Institutional high frequency trading and price discovery: Evidence from an emerging commodity futures market
- Journal of Futures Markets: Volume 38, Number 2, February 2018
- Options‐based benchmark indices—A review of performance and (in)appropriate measures