No. 40-2, February 2020
Index
- Are disposition effect and skew preference correlated? Evidence from account‐level ELW transactions
- Editor's Note
- Flow toxicity of high‐frequency trading and its impact on price volatility: Evidence from the KOSPI 200 futures market
- Heterogeneity and netting efficiency under central clearing: A stochastic network analysis
- Journal of Futures Markets: Volume 40, Number 2, February 2020
- Systemic risk in market microstructure of crude oil and gasoline futures prices: A Hawkes flocking model approach
- The impact of net buying pressure on VIX option prices