Journal of Futures Markets: Volume 37, Number 11, November 2017

• DOI: http://doi.org/10.1002/fut.21818
• Published date: 01 November 2017
• Date: 01 November 2017

Volume 37 Number 11 November 2017

FUTURES MARKETS

CONTENTSCONTENTS

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

Informed Trading in the Options Market and Stock Return Predictability Informed Trading in the Options Market and Stock Return Predictability

10531053

JOONGHO HAN, DA-HEA KIM, JOONGHO HAN, DA-HEA KIM, andand SUK-JOON BYUN SUK-JOON BYUN

Order Aggressiveness, Trading Patience, and Trader Types Order Aggressiveness, Trading Patience, and Trader Types

in a Limit Order Market in a Limit Order Market

10941094

JUNMAO CHIU, HUIMIN CHUNG, JUNMAO CHIU, HUIMIN CHUNG, andand GEORGE H. K. WANG GEORGE H. K. WANG

A Multivariate Markov Regime-Switching High-Frequency-Based Volatility A Multivariate Markov Regime-Switching High-Frequency-Based Volatility

Model for Optimal Futures Hedging Model for Optimal Futures Hedging

11241124

YU-SHENG LAI, HER-JIUN SHEU, YU-SHENG LAI, HER-JIUN SHEU, andand HSIANG-TAI LEE HSIANG-TAI LEE

Forecasting the Volatility of Nikkei 225 Futures Forecasting the Volatility of Nikkei 225 Futures

11411141

MANABU ASAI MANABU ASAI andand MICHAEL MCALEER MICHAEL MCALEER

Volume 37, Number 11 was mailed the week of October 9, 2017

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