Journal of Futures Markets: Volume 36, Number 11, November 2016

• DOI: http://doi.org/10.1002/fut.21751
• Date: 01 November 2016
• Published date: 01 November 2016

Volume 36 Number 11 November 2016

FUTURES MARKETS

CONTENTS

CONTENTS

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

Volume 36, Number 11 was mailed the week of October 10, 2016

Asymmetric Effects of Volatility Risk on Stock Returns:

Asymmetric Effects of Volatility Risk on Stock Returns:

Evidence from V

Evidence from V

IX

IX

and V

and V

IX

IX

Futures

Futures

1029

1029

XI FU, MATTEO SANDRI

XI FU, MATTEO SANDRI

and

and

MARK B. SHACKLETON

MARK B. SHACKLETON

Empirical Properties, Information Flow, and Trading

Empirical Properties, Information Flow, and Trading

Strategies of China’s Soybean Crush Spread

Strategies of China’s Soybean Crush Spread

1057

1057

QINGFENG “WILSON” LIU

QINGFENG “WILSON” LIU

and

and

HUI HE SONO

HUI HE SONO

Currency Carry Trades: The Role of Macroeconomic

Currency Carry Trades: The Role of Macroeconomic

News and Futures Market Speculation

News and Futures Market Speculation

1076

1076

SUK-JOONG KIM

SUK-JOONG KIM

Estimation of Market Information

Estimation of Market Information

Shares: A Comparison

Shares: A Comparison

1108

1108

DONALD LIEN

DONALD LIEN

and

and

ZIJUN WANG

ZIJUN WANG

wileyonlinelibrary.com

1027

1027