Journal of Futures Markets: Volume 43, Number 5, May 2023

• Published date: 01 May 2023
• Date: 01 May 2023
• DOI: http://doi.org/10.1002/fut.22350

Volume 43 Number 5 May 2023

FUTURES MARKETS

CONTENTSCONTENTS

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

JPMCC International Commodities Symposium JPMCC International Commodities Symposium 579579

A tale of two premiums revisited A tale of two premiums revisited 580580

LOÏC MARÉCHALLOÏC MARÉCHAL

Strategic trading and manipulation in trade at settlement contracts Strategic trading and manipulation in trade at settlement contracts 615615

CRAIG PIRRONGCRAIG PIRRONG

The GameStop short squeeze: Put–call parity and the effect of frictions The GameStop short squeeze: Put–call parity and the effect of frictions

before, during and after the squeeze before, during and after the squeeze 635635

JIMMY E. HILLIARDJIMMY E. HILLIARD and and JITKA HILLIARDJITKA HILLIARD

Analytically pricing exchange options with stochastic liquidity Analytically pricing exchange options with stochastic liquidity

and regime switching and regime switching 662662

XIN‐JIANG HEXIN‐JIANG HE and and SHA LINSHA LIN

Optimal futures hedging by using realized semicovariances: Optimal futures hedging by using realized semicovariances:

The information contained in signed high‐frequency returns The information contained in signed high‐frequency returns 677677

YU‐SHENG LAIYU‐SHENG LAI

Volume 43, Number 5 was mailed the week of 04 April, 2023

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