Subject: 332.632 - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Subject 332.632

1. Risk‐Free Rates and Variance Futures Prices. Issue 10 (23rd December 2015)

Authors:: Rompolis, Leonidas S.
Journal:: Journal of futures markets
Issue:: Volume 36:Issue 10(2016:Oct.)
Page Start:: 943
Record Type:: Journal Article
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2. Estimation and Hedging Effectiveness of Time‐Varying Hedge Ratio: Nonparametric Approaches. Issue 10 (18th December 2015)

Authors:: Fan, Rui; Li, Haiqi; Park, Sung Y.
Journal:: Journal of futures markets
Issue:: Volume 36:Issue 10(2016:Oct.)
Page Start:: 968
Record Type:: Journal Article
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3. Fat‐Finger Trade and Market Quality: The First Evidence From China. Issue 10 (4th February 2016)

Authors:: Gao, Ming; Liu, Yu‐Jane; Wu, Weili
Journal:: Journal of futures markets
Issue:: Volume 36:Issue 10(2016:Oct.)
Page Start:: 1014
Record Type:: Journal Article
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4. Journal of Futures Markets: Volume 36, Number 10, October 2016. Issue 10 (October 2016)

Journal:: Journal of futures markets
Issue:: Volume 36:Issue 10(2016:Oct.)
Page Start:: 921
Record Type:: Journal Article
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5. 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
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6. Futures Price Response to Crop Reports in Grain Markets. Issue 10 (20th November 2015)

Authors:: Mattos, Fabio L.; Silveira, Rodrigo L. F.
Journal:: Journal of futures markets
Issue:: Volume 36:Issue 10(2016:Oct.)
Page Start:: 923
Record Type:: Journal Article
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7. Journal of Futures Markets: Volume 37, Number 2, February 2017. Issue 2 (5th January 2017)

Journal:: Journal of futures markets
Issue:: Volume 37:Issue 2(2017)
Page Start:: 105
Record Type:: Journal Article
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8. Option Pricing with Threshold Mean Reversion. Issue 2 (30th May 2016)

Authors:: Chi, Zeyu; Dong, Fangyuan; Wong, Hoi Ying
Journal:: Journal of futures markets
Issue:: Volume 37:Issue 2(2017)
Page Start:: 107
Record Type:: Journal Article
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9. Trading the VIX Futures Roll and Volatility Premiums with VIX Options. Issue 2 (6th May 2016)

Authors:: Simon, David P.
Journal:: Journal of futures markets
Issue:: Volume 37:Issue 2(2017)
Page Start:: 184
Record Type:: Journal Article
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10. Differences in the Prices of Vulnerable Options with Different Counterparties. Issue 2 (19th May 2016)

Authors:: Wang, Xingchun
Journal:: Journal of futures markets
Issue:: Volume 37:Issue 2(2017)
Page Start:: 148
Record Type:: Journal Article
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