Journal of Futures Markets: Volume 40, Number 11, November 2020

• Published date: 01 November 2020
• DOI: http://doi.org/10.1002/fut.22033
• Date: 01 November 2020

Volume 40 Number 11 November 2020

FUTURES MARKETS

CONTENTSCONTENTS

T H E J O U R N A L O F

Editor’s Note Editor’s Note 16471647

ROBERT I. WEBBROBERT I. WEBB

Skewness and index futures return Skewness and index futures return 16481648

ERIC JONDEAU, XUEWU WANG, ZHIPENG YANERIC JONDEAU, XUEWU WANG, ZHIPENG YAN and and QUNZI ZHANGQUNZI ZHANG

Option trading and the cross‐listed stock returns: Evidence from Chinese Option trading and the cross‐listed stock returns: Evidence from Chinese

A–H shares A–H shares 16651665

XINGGUO LUO, XIAOLI YU, SHIHUA QINXINGGUO LUO, XIAOLI YU, SHIHUA QIN and and QI XUQI XU

Benchmarks in the spotlight: The impact on exchange traded markets Benchmarks in the spotlight: The impact on exchange traded markets 16911691

ANGELO ASPRIS, SEAN FOLEYANGELO ASPRIS, SEAN FOLEY and and PETER O’NEILLPETER O’NEILL

Intermediary asset pricing in commodity futures returns Intermediary asset pricing in commodity futures returns 17111711

LIBO YIN, JING NIELIBO YIN, JING NIE and and LIYAN HANLIYAN HAN

Callable bull/bear contracts, call auction sessions, and price manipulations: Callable bull/bear contracts, call auction sessions, and price manipulations:

Evidence from Hong Kong Evidence from Hong Kong 17311731

ADRIAN C. H. LEI, XIAORONG MAADRIAN C. H. LEI, XIAORONG MA and and MARTIN H. Y. YICKMARTIN H. Y. YICK

The market quality of commodity futures markets The market quality of commodity futures markets 17511751

QINGFU LIU, QIAN LUO, YIUMAN TSEQINGFU LIU, QIAN LUO, YIUMAN TSE and and YUCHI XIEYUCHI XIE

Volatility and jump risk in option returns Volatility and jump risk in option returns 17671767

BIAO GUOBIAO GUO and and HAI LINHAI LIN

Trading protocols and price discovery: Implicit transaction costs in Indian Trading protocols and price discovery: Implicit transaction costs in Indian

single stock futures single stock futures 17931793

EDWARD CURRAN, JACK HUNTEDWARD CURRAN, JACK HUNT and and VITO MOLLICAVITO MOLLICA

Volume 40 , Number 11 was mailed the week of 14 October, 2020

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2019 International Conference on Futures and Other Derivative Markets2019 International Conference on Futures and Other Derivative Markets