Journal of Futures Markets: Volume 41, Number 3, March 2021

• Published date: 01 March 2021
• Date: 01 March 2021
• DOI: http://doi.org/10.1002/fut.22134

Volume 41 Number 3 March 2021

FUTURES MARKETS

CONTENTSCONTENTS

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

Editor’s Note Editor’s Note 289289

ROBERT I. WEBBROBERT I. WEBB

Semivariance and semiskew risk premiums in currency markets Semivariance and semiskew risk premiums in currency markets 290290

JOSÉ DA FONSECAJOSÉ DA FONSECA and and EDEM DAWUIEDEM DAWUI

Do put warrants unwind short‐sale restrictions? Further evidence from the Do put warrants unwind short‐sale restrictions? Further evidence from the

Taiwan Stock Exchange Taiwan Stock Exchange 325325

YI‐WEI CHUANG, WEI‐CHE TSAI, PEI‐SHIH WENGYI‐WEI CHUANG, WEI‐CHE TSAI, PEI‐SHIH WENG and and CHI YINCHI YIN

Estimation of stochastic volatility and option prices Estimation of stochastic volatility and option prices 349349

SUK JOON BYUN, JUNG‐SOON HYUNSUK JOON BYUN, JUNG‐SOON HYUN and and WOON JUN SUNGWOON JUN SUNG

Derivatives use and the value of cash holdings: Evidence from the U.S. oil Derivatives use and the value of cash holdings: Evidence from the U.S. oil

and gas industry and gas industry 361361

SANGHAK CHOI, HYEONUNG JANG, DAEJIN KIMSANGHAK CHOI, HYEONUNG JANG, DAEJIN KIM and and BYOUNG KI SEOBYOUNG KI SEO

Hedging operating and financing risk with financial derivatives during the Hedging operating and financing risk with financial derivatives during the

global financial crisis global financial crisis 384384

SUNG C. BAESUNG C. BAE and and TAEK HO KWONTAEK HO KWON

The traders' rule and long‐term options The traders' rule and long‐term options 406406

SOL KIMSOL KIM and and IN JUNG SONGIN JUNG SONG

Volume 41 , Number 3 was mailed the week of 12 February, 2021

wileyonlinelibrary.com

Special Issue from Asia-Pacifi c Association of Derivatives Conference Special Issue from Asia-Pacifi c Association of Derivatives Conference

held virtually July 2020held virtually July 2020