No. 40-1, January 2020
Index
- An analytical perturbative solution to the Merton–Garman model using symmetries
- BitMEX bitcoin derivatives: Price discovery, informational efficiency, and hedging effectiveness
- Journal of Futures Markets: Volume 40, Number 1, January 2020
- Programs trades and trade regulation: An evidence of the Korean securities market
- Return dynamics during periods of high speculation in a thinly traded commodity market
- The externalities of credit default swaps on stock return synchronicity
- The time‐to‐maturity pattern of futures price sensitivity to news
- What do we know about individual equity options?