No. 39-11, November 2019
Index
- A smiling bear in the equity options market and the cross‐section of stock returns
- Can skewness of the futures‐spot basis predict currency spot returns?
- Derivatives pricing with liquidity risk
- Editor's Note
- High‐Frequency Price Discovery and Price Efficiency on Interest Rate Futures
- How do US options traders “smirk” on China? Evidence from FXI options
- Journal of Futures Markets: Volume 39, Number 11, November 2019
- Market quality and the connectedness of steel rebar and other industrial metal futures in China
- Volatility index and the return–volatility relation: Intraday evidence from Chinese options market