No. 40-6, June 2020
Index
- Bank risk‐taking and market discipline: Evidence from CoCo bonds in Korea
- Does corporate hedging affect firm valuation? Evidence from the IPO market
- Index options open interest and stock market returns
- Inferring information from the S&P 500, CBOE VIX, and CBOE SKEW indices
- Journal of Futures Markets: Volume 40, Number 6, June 2020
- Pricing VIX options with volatility clustering
- Repeated Richardson extrapolation and static hedging of barrier options under the CEV model
- Return and volatility transmission between China's and international crude oil futures markets: A first look
- Volatility as an asset class: Holding VIX in a portfolio
- When is informed trading more prevalent?—An examination of options trading around Indian M&A announcements