Journal of Futures Markets: Volume 39, Number 11, November 2019

• Published date: 01 November 2019
• Date: 01 November 2019
• DOI: http://doi.org/10.1002/fut.21952

Volume 39 Number 11 November 2019

FUTURES MARKETS

CONTENTSCONTENTS

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

Editor’s Note Editor’s Note

13471347

ROBERT I. WEBBROBERT I. WEBB

Volatility index and the return–volatility relation: Intraday evidence Volatility index and the return–volatility relation: Intraday evidence

from chinese options market from chinese options market

13481348

JUPENG LI, XIAOLI YUJUPENG LI, XIAOLI YU and and XINGGUO LUOXINGGUO LUO

A smiling bear in the equity options market and the cross‐section A smiling bear in the equity options market and the cross‐section

of stock returns of stock returns

13601360

HAEHEAN PARK, BAEHO KIMHAEHEAN PARK, BAEHO KIM and and HYEONGSOP SHIMHYEONGSOP SHIM

Market quality and the connectedness of steel rebar and other Market quality and the connectedness of steel rebar and other

industrial metal futures in china industrial metal futures in china

13831383

IVAN INDRIAWAN, QINGFU LIUIVAN INDRIAWAN, QINGFU LIU and and YIUMAN TSEYIUMAN TSE

High‐frequency price discovery and price efficiency onHigh‐frequency price discovery and price efficiency on

interest rate futures interest rate futures

13941394

JING NIEJING NIE

Can skewness of the futures‐spot basis predict currencyCan skewness of the futures‐spot basis predict currency

spot returns? spot returns?

14351435

XUE JIANG, LIYAN HANXUE JIANG, LIYAN HAN and and LIBO YINLIBO YIN

How do US options traders “smirk” on china? How do US options traders “smirk” on china?

Evidence from FXI options Evidence from FXI options

14501450

JIANHUI LI, SEBASTIAN A. GEHRICKEJIANHUI LI, SEBASTIAN A. GEHRICKE and and JIN E. ZHANGJIN E. ZHANG

Derivatives pricing with liquidity risk Derivatives pricing with liquidity risk

14711471

YONGMIN ZHANG, SHUSHENG DINGYONGMIN ZHANG, SHUSHENG DING and and MERYEM DUYGUNMERYEM DUYGUN

Volume 39 , Number 11 was mailed the week of October 14, 2019

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Special Issue from the International Conference on Special Issue from the International Conference on

Futures and Other DerivativesFutures and Other Derivatives