No. 43-1, January 2023
Index
- Changes in the options contract size and arbitrage opportunities
- Effects of nondiscretionary trading on futures prices
- Industry variance risk premium, cross‐industry correlation, and expected returns
- Journal of Futures Markets: Volume 43, Number 1, January 2023
- Maximum utility portfolio construction in the forward freight agreement markets: Evidence from a multivariate skewed t copula
- Pricing risky corporate bonds: An empirical study