Journal Of Futures Markets

Pricing variance swaps under the Hawkes jump-diffusion process

Contrarians or momentum chasers? Individual investors' behavior when trading exchange-traded funds

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

Investor attention and stock market under-reaction to earnings announcements: Evidence from the options market

Modeling temperature behaviors: Application to weather derivative valuation

Quantile information share

Market uncertainty and market orders in futures markets

Trader types and fleeting orders: Evidence from Taiwan Futures Exchange

Bank risk, financial stress, and bank derivative use

Hedging systematic risk in the commodity market with a regime-switching multivariate rotated generalized autoregressive conditional heteroskedasticity model