Journal of Futures Markets: Volume 39, Number 9, September 2019

• DOI: http://doi.org/10.1002/fut.21950
• Date: 01 September 2019
• Published date: 01 September 2019

Volume 39 Number 9 September 2019

FUTURES MARKETS

CONTENTSCONTENTS

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

Derivatives pricing when supply and demand matter: Evidence from the Derivatives pricing when supply and demand matter: Evidence from the

term structure of VIX futures term structure of VIX futures

10351035

SCOTT MIXONSCOTT MIXON and and ESEN ONURESEN ONUR

Pricing executive stock options with averaging features under the Pricing executive stock options with averaging features under the

Heston–Nandi GARCH model Heston–Nandi GARCH model

10561056

ZHIWEI SUZHIWEI SU and and XINGCHUN WANGXINGCHUN WANG

Is options trading informed? Evidence from credit rating Is options trading informed? Evidence from credit rating

change announcements change announcements

10851085

JUN ZHANGJUN ZHANG

Price discovery in commodity derivatives: Speculation or hedging? Price discovery in commodity derivatives: Speculation or hedging?

11071107

MARC J. M. BOHMANN, DAVID MICHAYLUKMARC J. M. BOHMANN, DAVID MICHAYLUK and and VINAY PATELVINAY PATEL

The evolution of price discovery in us equity and derivatives markets The evolution of price discovery in us equity and derivatives markets

11221122

DAMIEN WALLACE, PETKO S. KALEVDAMIEN WALLACE, PETKO S. KALEV and and GUANHUA LIANGUANHUA LIAN

Robust estimation of risk‐neutral moments Robust estimation of risk‐neutral moments

11371137

MANUEL AMMANNMANUEL AMMANN and and ALEXANDER FESERALEXANDER FESER

Panel quantile regressions for estimating and predicting the value‐at‐risk Panel quantile regressions for estimating and predicting the value‐at‐risk

of commodities of commodities

11671167

FRANTIŠEK ČECHFRANTIŠEK ČECH and and JOZEF BARUNÍKJOZEF BARUNÍK

Volume 39 , Number 9 was mailed the week of August 19, 2019

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