No. 38-4, April 2018
Index
- A comprehensive look at the return predictability of variance risk premia
- Currency derivatives for hedging: New evidence on determinants, firm risk, and performance
- Editor's Note
- Investor attention and stock market under‐reaction to earnings announcements: Evidence from the options market
- Investor sentiment and the Chinese index futures market: Evidence from the internet search
- Journal of Futures Markets: Volume 38, Number 4, April 2018
- The information content of option‐implied tail risk on the future returns of the underlying asset