No. 39-5, May 2019
Index
- Contrarians or momentum chasers? Individual investors’ behavior when trading exchange‐traded funds
- Depths and spreads in futures markets: Relationship with order execution, submission, and cancellation
- Editor's Note
- Informed trading around earnings announcements—Spot, futures, or options?
- Journal of Futures Markets: Volume 39, Number 5, May 2019
- Properties and the predictive power of implied volatility in the New Zealand dairy market
- Regime switching rough Heston model
- Volatility of volatility is (also) rough