Journal of Futures Markets: Volume 42, Number 9, September 2022

• Published date: 01 September 2022
• Date: 01 September 2022
• DOI: http://doi.org/10.1002/fut.22235

Volume 42 Number 9 September 2022

FUTURES MARKETS

CONTENTSCONTENTS

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

Editorial Editorial 16431643

Do VIX futures contribute to the valuation of VIX options? Do VIX futures contribute to the valuation of VIX options? 16441644

CHEN TONG, ZHUO HUANGCHEN TONG, ZHUO HUANG and and TIANYI WANGTIANYI WANG

Dynamics in the VIX complex Dynamics in the VIX complex 16651665

ANDERS MERRILD POSSELTANDERS MERRILD POSSELT

Financially constrained index futures arbitrage Financially constrained index futures arbitrage 16881688

KRISTOFFER GLOVERKRISTOFFER GLOVER and and HARDY HULLEYHARDY HULLEY

Volatility model applications in China’s SSE50 options market Volatility model applications in China’s SSE50 options market 17041704

YEGUANG CHI, WENYAN HAOYEGUANG CHI, WENYAN HAO and and YIFEI ZHANGYIFEI ZHANG

The information content of the volatility index options trading volume The information content of the volatility index options trading volume 17211721

CHEN GU, XU GUO, ALEXANDER KUROVCHEN GU, XU GUO, ALEXANDER KUROV and and RALUCA STANRALUCA STAN

A systemic change of measure from central clearing A systemic change of measure from central clearing 17381738

INJUN HWANGINJUN HWANG and and BAEHO KIMBAEHO KIM

Are option traders more informed than Twitter users? Are option traders more informed than Twitter users?

A PVAR analysis A PVAR analysis 17551755

ALEX FRINO, CAIHONG XUALEX FRINO, CAIHONG XU and and Z. IVY ZHOUZ. IVY ZHOU

Why are the prices of European‐style derivatives greater than the prices Why are the prices of European‐style derivatives greater than the prices

of American‐style derivatives? of American‐style derivatives? 17721772

XUEJUN JIN, JINGYU ZHAOXUEJUN JIN, JINGYU ZHAO and and XINGGUO LUOXINGGUO LUO

Volume 42, Number 9 was mailed the week of xx xxxx, 2022

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