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A tale of two contracts: Examining the behavior of bid-ask spreads of corn futures in China
Author: Li, Miao; Xiong, Tao; Li, Ziran
Journal: JOURNAL OF FUTURES MARKETS. 2023; Vol. 43, Issue 6, pp. 792-806. DOI: 10.1002/fut.22411
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Price discovery in China's crude oil futures markets: An emerging Asian benchmark?
Author: Yu, Ziliang; Yang, Jian; Webb, Robert I.
Journal: JOURNAL OF FUTURES MARKETS. 2023; Vol. 43, Issue 3, pp. 297-324. DOI: 10.1002/fut.22384
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Predictive power of the implied volatility term structure in the fixed-income market
Author: Chen, Ren-Raw; Hsieh, Pei-Lin; Li, Xiaowei; Huang, Jeffrey
Journal: JOURNAL OF FUTURES MARKETS. 2023; Vol. 43, Issue 3, pp. 349-383. DOI: 10.1002/fut.22386
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Option features and price discovery in convertible bonds
Author: Jin, Liwei; Yuan, Xianghui; Li, Peiran; Xu, Hailun; Lian, Feng
Journal: JOURNAL OF FUTURES MARKETS. 2023; Vol. 43, Issue 3, pp. 384-403. DOI: 10.1002/fut.22391
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Anger in predicting the index futures returns
Author: Cao, Zhen; Shen, Jiancheng; Wei, Xinbei; Zhang, Qunzi
Journal: JOURNAL OF FUTURES MARKETS. 2023; Vol. 43, Issue 4, pp. 437-454. DOI: 10.1002/fut.22394
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Forecasting swap rate volatility with information from swaptions
Author: Liu, Xiaoxi; Xie, Jinming
Journal: JOURNAL OF FUTURES MARKETS. 2023; Vol. 43, Issue 4, pp. 455-479. DOI: 10.1002/fut.22395
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Securitization of assets with payment delay risk: A financial innovation in the real estate market
Author: Ma, Chao; Zhang, Hao; Zhao, Hongbiao
Journal: JOURNAL OF FUTURES MARKETS. 2023; Vol. 43, Issue 4, pp. 480-515. DOI: 10.1002/fut.22397
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Probability weighting in commodity futures markets
Author: Yuan, Jun; Xu, Qi; Wang, Ying
Journal: JOURNAL OF FUTURES MARKETS. 2023; Vol. 43, Issue 4, pp. 516-548. DOI: 10.1002/fut.22400
