Journal of Futures Markets: Volume 39, Number 7, July 2019

• DOI: http://doi.org/10.1002/fut.21948
• Published date: 01 July 2019
• Date: 01 July 2019

Volume 39 Number 7 July 2019

FUTURES MARKETS

CONTENTSCONTENTS

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

The impact of the US stock market opening on price discovery of The impact of the US stock market opening on price discovery of

government bond futures government bond futures

779779

IVAN INDRIAWAN, FENG JIAOIVAN INDRIAWAN, FENG JIAO and and YIUMAN TSEYIUMAN TSE

Price discovery in bitcoin spot or futures? Price discovery in bitcoin spot or futures?

803803

DIRK G. BAURDIRK G. BAUR and and THOMAS DIMPFLTHOMAS DIMPFL

The quantile dependence of commodity futures markets The quantile dependence of commodity futures markets

on news sentiment on news sentiment

818818

AKIHIRO OMURAAKIHIRO OMURA and and NEDA TODOROVANEDA TODOROVA

Corporate risk exposures, disclosure, and derivatives use:Corporate risk exposures, disclosure, and derivatives use:

A longitudinal study A longitudinal study

838838

EKATERINA E. EMM, GERALD D. GAYEKATERINA E. EMM, GERALD D. GAY and and HONGLIN RENHONGLIN REN

Can limits‐to‐arbitrage from bounded storage improve Can limits‐to‐arbitrage from bounded storage improve

commodity term‐structure modeling? commodity term‐structure modeling?

865865

TORE S. KLEPPETORE S. KLEPPE and and ATLE OGLENDATLE OGLEND

Jump variance risk: Evidence from option valuation Jump variance risk: Evidence from option valuation

and stock returns and stock returns

890890

HSUAN‐LING CHANG, YEN‐CHENG CHANG, HUNG‐WEN CHENG, HSUAN‐LING CHANG, YEN‐CHENG CHANG, HUNG‐WEN CHENG,

PO‐HSIANG PENGPO‐HSIANG PENG and and KEVIN TSENGKEVIN TSENG

Volume 39 , Number 7 was mailed the week of May 29, 2019

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