No. 42-7, July 2022
Index
- Hedging pressure and liquidity provision in commodity options markets
- How do firms hedge in financial distress?
- Intraday liquidity in soybean complex futures markets
- Journal of Futures Markets: Volume 42, Number 7, July 2022
- Overnight volatility, realized volatility, and option pricing
- Power‐type derivatives for rough volatility with jumps
- Price discovery in the CSI 300 Index derivatives markets
- Pricing cancellable American put options on the finite time horizon
- Recovering subjective probability distributions
- Trading behavior in bitcoin futures: Following the “smart money”