Journal of Futures Markets: Volume 36, Number 10, October 2016

• Published date: 01 October 2016
• Date: 01 October 2016
• DOI: http://doi.org/10.1002/fut.21750

Volume 36 Number 10 October 2016

FUTURES MARKETS

CONTENTS

CONTENTS

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

Volume 36, Number 10 was mailed the week of September 12, 2016

Futures Price Response to Crop Reports

Futures Price Response to Crop Reports

in Grain Markets

in Grain Markets

923

923

FABIO L. MATTOS

FABIO L. MATTOS

and

and

RODRIGO L. F. SILVEIRA

RODRIGO L. F. SILVEIRA

Risk-Free Rates and Variance Futures Prices

Risk-Free Rates and Variance Futures Prices

943

943

LEONIDAS S. ROMPOLIS

LEONIDAS S. ROMPOLIS

Estimation and Hedging Effectiveness of Time-Varying

Estimation and Hedging Effectiveness of Time-Varying

Hedge Ratio: Nonparametric Approaches

Hedge Ratio: Nonparametric Approaches

968

968

RUI FAN, HAIQI LI

RUI FAN, HAIQI LI

and

and

SUNG Y. PARK

SUNG Y. PARK

An Analysis of the Risk-Return Characteristics of

An Analysis of the Risk-Return Characteristics of

Serially Correlated Managed Futures

Serially Correlated Managed Futures

992

992

GERT ELAUT, PÉTER ERDÓ

GERT ELAUT, PÉTER ERDÓ

´S

S

and

and

JOHN SJÖDIN

JOHN SJÖDIN

Fat-Finger Trade and Market Quality:

Fat-Finger Trade and Market Quality:

The First Evidence From China

The First Evidence From China

1014

1014

MING GAO, YU-JANE LIU

MING GAO, YU-JANE LIU

and

and

WEILI WU

WEILI WU

wileyonlinelibrary.com

921

921