1. An Analysis of the Risk‐Return Characteristics of Serially Correlated Managed Futures. Issue 10 (4th February 2016) Authors: Elaut, Gert; Erdős, Péter; Sjödin, John Journal: Journal of futures markets Issue: Volume 36:Issue 10(2016:Oct.) Page Start: 992 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. An Empirical Analysis of the Dynamic Probability of Informed Institutional Trading: Evidence from the Taiwan Futures Exchange. Issue 9 (22nd December 2016) Authors: Weng, Pei‐Shih; Wu, Ming‐Hung; Chen, Miao‐Ling; Tsai, Wei‐Che Journal: Journal of futures markets Issue: Volume 37:Issue 9(2017) Page Start: 865 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. An International Comparison of Implied, Realized, and GARCH Volatility Forecasts. Issue 12 (20th May 2016) Authors: Kourtis, Apostolos; Markellos, Raphael N.; Symeonidis, Lazaros Journal: Journal of futures markets Issue: Volume 36:Issue 12(2016:Dec.) Page Start: 1164 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. Are Hedgers Informed? An Examination of the Price Impact of Large Trades in Illiquid Agricultural Futures Markets. Issue 6 (15th February 2016) Authors: Frino, Alex; Lepone, Andrew; Mollica, Vito; Zhang, Shunquan Journal: Journal of futures markets Issue: Volume 36:Issue 6(2016:Jun.) Page Start: 612 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. Asymmetric Effects of Volatility Risk on Stock Returns: Evidence from VIX and VIX Futures. Issue 11 (4th February 2016) Authors: Fu, Xi; Sandri, Matteo; Shackleton, Mark B. Journal: Journal of futures markets Issue: Volume 36:Issue 11(2016:Nov.) Page Start: 1029 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. Asymmetry in the Permanent Price Impact of Block Purchases and Sales: Theory and Empirical Evidence. Issue 4 (9th November 2016) Authors: Frino, Alex; Mollica, Vito; Romano, Maria Grazia; Zhou, Zeyang Journal: Journal of futures markets Issue: Volume 37:Issue 4(2017) Page Start: 359 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
7. AVIX: An Improved VIX Based on Stochastic Interest Rates and an Adaptive Screening Mechanism. Issue 4 (9th December 2016) Authors: Zheng, Zhenlong; Jiang, Zhengyun; Chen, Rong Journal: Journal of futures markets Issue: Volume 37:Issue 4(2017) Page Start: 374 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
8. CDS Inferred Stock Volatility. Issue 8 (15th January 2016) Authors: Guo, Biao Journal: Journal of futures markets Issue: Volume 36:Issue 8(2016:Aug.) Page Start: 745 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
9. Components of the Bid–Ask Spread and Variance: A Unified Approach. Issue 6 (15th February 2016) Authors: Hagströmer, Björn; Henricsson, Richard; Nordén, Lars L. Journal: Journal of futures markets Issue: Volume 36:Issue 6(2016:Jun.) Page Start: 545 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
10. Convenience Yields and Risk Premiums in the EU‐ETS—Evidence from the Kyoto Commitment Period. Issue 6 (15th April 2016) Authors: Trück, Stefan; Weron, Rafał Journal: Journal of futures markets Issue: Volume 36:Issue 6(2016:Jun.) Page Start: 587 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗