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 View Content: Available online (eLD content is only available in our Reading Rooms) ↗
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 View Content: Available online (eLD content is only available in our Reading Rooms) ↗
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 View Content: Available online (eLD content is only available in our Reading Rooms) ↗
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 View Content: Available online (eLD content is only available in our Reading Rooms) ↗
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 View Content: Available online (eLD content is only available in our Reading Rooms) ↗
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 View Content: Available online (eLD content is only available in our Reading Rooms) ↗
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 View Content: Available online (eLD content is only available in our Reading Rooms) ↗
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 View Content: Available online (eLD content is only available in our Reading Rooms) ↗
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 View Content: Available online (eLD content is only available in our Reading Rooms) ↗
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 View Content: Available online (eLD content is only available in our Reading Rooms) ↗