No. 39-2, February 2019
Index
- Do hedge funds time market tail risk? Evidence from option‐implied tail risk
- Editor's Note
- Hyperbolic normal stochastic volatility model
- Indian equity options: Smile, risk premiums, and efficiency
- Journal of Futures Markets: Volume 39, Number 2, February 2019
- Price discovery among SSE 50 Index‐based spot, futures, and options markets
- Settlement procedures and stock market efficiency