No. 39-10, October 2019
Index
- A dimension‐invariant cascade model for VIX futures
- Determinants of Nikkei futures mispricing in international markets: Dividend clustering, currency risk, and transaction costs
- Does maturity matter? The case of treasury futures volume
- Illiquidity transmission from spot to futures markets
- Information share and its predictability in the Indian stock market
- Instantaneous squared VIX and VIX derivatives
- Journal of Futures Markets: Volume 39, Number 10, October 2019
- Options pricing and short‐selling in the underlying: Evidence from India