JOURNAL OF FUTURES MARKETS

Speculation and Volatility - A Time-Varying Approach applied on Chinese Commodity Futures Markets

Withdrawn: A general jump‐diffusion process to price volatility derivatives

When Do Stock Futures Dominate Price Discovery

Pricing and issuance dependencies in structured financial product portfolios

Price discovery in commodity derivatives: Speculation or hedging?

Volatility of volatility is (also) rough

Pricing variance swaps under the Hawkes jump‐diffusion process

Intraday time‐series momentum: Evidence from China

Oil price volatility and real options: 35 years of evidence

Derivatives pricing with liquidity risk

Improving volatility prediction and option valuation using VIX information: A volatility spillover GARCH model

Pricing executive stock options with averaging features under the Heston–Nandi GARCH model

Option‐implied betas and the cross section of stock returns

Instantaneous squared VIX and VIX derivatives

Contrarians or momentum chasers? Individual investors’ behavior when trading exchange‐traded funds

Variance and Skew Risk Premiums for the Volatility Market: The VIX Evidence

Determinants of Nikkei futures mispricing in international markets: Dividend clustering, currency risk, and transaction costs

Economic uncertainty, trading activity, and commodity futures volatility

The impact of the US stock market opening on price discovery of government bond futures

Correlation Risk and International Portfolio Choice

On commodity price limits

Volatility information implied in the term structure of VIX

Volatility index and the return–volatility relation: Intraday evidence from Chinese options market

Hedging performance of multiscale hedge ratios

How about selling commodity futures losers

Regime Switching Rough Heston Model

Losers and prospectors in the short‐term options market

Properties and the predictive power of implied volatility in the New Zealand dairy market

Informed trading around earnings announcements—Spot, futures, or options?

The formation of forward freight agreement rates in dry bulk shipping: Spot rates, risk premia, and heterogeneous expectations

The quantile dependence of commodity futures markets on news sentiment

Flexible covariance dynamics, high‐frequency data, and optimal futures hedging

An analysis of illiquidity in commodity markets

Depths and Spreads in Futures Markets: Relationship with Order Execution, Submission and Cancellation

Indian equity options: smile, risk premiums, and efficiency

Improving momentum strategies using residual returns and option‐implied information

Robust Estimation of Risk-Neutral Moments

Interest rate risk in long‐dated commodity options positions: To hedge or not to hedge?

Multivariate realized volatility forecasts of agricultural commodity futures

A Smiling Bear in the Equity Options Market and the Cross-Section of Stock Returns

Can skewness of the futures‐spot basis predict currency spot returns?

Institutional quality and sovereign credit default swap spreads

Block trades in options markets

Robust upper bounds for American put options

Illiquidity transmission from spot to futures markets

High-Frequency Price Discovery and Price Efficiency on Interest Rate Futures