No. 40-11, November 2020
Index
- Benchmarks in the spotlight: The impact on exchange traded markets
- Callable bull/bear contracts, call auction sessions, and price manipulations: Evidence from Hong Kong
- Editor's Note
- Intermediary asset pricing in commodity futures returns
- Journal of Futures Markets: Volume 40, Number 11, November 2020
- Option trading and the cross‐listed stock returns: Evidence from Chinese A–H shares
- Skewness and index futures return
- The market quality of commodity futures markets
- Trading protocols and price discovery: Implicit transaction costs in Indian single stock futures
- Volatility and jump risk in option returns