No. 38-6, June 2018
Index
- Analysis of the clientele effect and the information content of short‐term index option returns in Taiwan
- Are there gains from using information over the surface of implied volatilities?
- Central clearing and CDS market quality
- Journal of Futures Markets: Volume 38, Number 6, June 2018
- Open outcry versus electronic trading: Tests of market efficiency on crude palm oil futures
- Sum of all Black–Scholes–Merton models: An efficient pricing method for spread, basket, and Asian options
- The impact of data frequency on market efficiency tests of commodity futures prices