• Issue

    Journal of Futures Markets: Volume 40, Issue 3

    277-500
    March 2020
Previous Issue|Next Issue
Export Citation(s)Download PDF(s)

ISSUE INFORMATION

Free Access

Journal of Futures Markets: Volume 40, Number 3, March 2020

  • Pages: 277-278
  • First Published: 04 February 2020

RESEARCH ARTICLES

Full Access

Arbitrage opportunities, liquidity provision, and trader types in an index option market

Chin-Ho Chen,  Junmao Chiu,  Huimin Chung, 
  • Pages: 279-307
  • First Published: 21 November 2019
Full Access

A rare move: The effects of switching from a closing call auction to a continuous trading

Ya-Kai Chang,  Robin K. Chou,  J. Jimmy Yang, 
  • Pages: 308-328
  • First Published: 04 December 2019
Full Access

Pricing VIX derivatives with infinite-activity jumps

Jiling Cao,  Xinfeng Ruan,  Shu Su,  Wenjun Zhang, 
  • Pages: 329-354
  • First Published: 11 November 2019
Full Access

Does trade size restriction affect trading behavior? Evidence from Indian single stock futures market

Anirban Banerjee,  Ashok Banerjee, 
  • Pages: 355-373
  • First Published: 17 November 2019
Full Access

The impact of soft intervention on the Chinese financial futures market

Jimmy E. Hilliard,  Haoran Zhang, 
  • Pages: 374-391
  • First Published: 21 November 2019
Full Access

Systemic risk in global volatility spillover networks: Evidence from option-implied volatility indices

Zihui Yang,  Yinggang Zhou,  Xin Cheng, 
  • Pages: 392-409
  • First Published: 20 November 2019
Full Access

Analytical valuation of Asian options with counterparty risk under stochastic volatility models

Xingchun Wang, 
  • Pages: 410-429
  • First Published: 14 October 2019
Full Access

A novel risk management framework for natural gas markets

Panos K. Pouliasis,  Ilias D. Visvikis,  Nikos C. Papapostolou,  Alexander A. Kryukov, 
  • Pages: 430-459
  • First Published: 15 October 2019
Full Access

Incorporating time-varying jump intensities in the mean-variance portfolio decisions

Chunyang Zhou,  Chongfeng Wu,  Weidong Xu, 
  • Pages: 460-478
  • First Published: 22 November 2019
Full Access

Risky short positions and investor sentiment: Evidence from the weekend effect in futures markets

Vijay Singal,  Jitendra Tayal, 
  • Pages: 479-500
  • First Published: 03 November 2019