Journal of Futures Markets: Volume 37, Number 6, June 2017

• Date: 01 June 2017
• Published date: 01 June 2017
• DOI: http://doi.org/10.1002/fut.21813

Volume 37 Number 6 June 2017

FUTURES MARKETS

CONTENTSCONTENTS

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

Volume 37, Number 6 was mailed the week of May 8, 2017

Special Issue from the Annual Special Issue from the Annual

Auckland Derivatives Markets ConferenceAuckland Derivatives Markets Conference

Editor’s Note Editor’s Note

541541

ROBERT I. WEBBROBERT I. WEBB

VPIN, Jump Dynamics and Inventory Announcements in Energy VPIN, Jump Dynamics and Inventory Announcements in Energy

Futures Markets Futures Markets

542542

JOHAN BJURSELL, GEORGE H. K. WANG, JOHAN BJURSELL, GEORGE H. K. WANG, andand HUI ZHENG HUI ZHENG

The Zero Lower Bound and Economic Determinants of the Volatility Surface The Zero Lower Bound and Economic Determinants of the Volatility Surface

in the Interest Cap Markets in the Interest Cap Markets

578578

MYEONG-HYEON KIM, CHANGKI KIM, MYEONG-HYEON KIM, CHANGKI KIM, andand INJUN HWANG INJUN HWANG

Equity Option Implied Probability of Default and Equity Equity Option Implied Probability of Default and Equity

Recovery Rate Recovery Rate

599599

BO YOUNG CHANG BO YOUNG CHANG andand GREG OROSI GREG OROSI

Anchoring and Probability Weighting in Option Prices Anchoring and Probability Weighting in Option Prices

614614

R. JARED DELISLE, DEAN DIAVATOPOULOS, ANDY FODOR R. JARED DELISLE, DEAN DIAVATOPOULOS, ANDY FODOR andand KEVIN KRIEGER KEVIN KRIEGER

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