Journal of Futures Markets

Copyright © 2012 Wiley Periodicals, Inc., A Wiley Company

Cover image for Vol. 31 Issue 12

December 2011

Volume 31, Issue 12

Pages 1115–1227

  1. Editor's Note

    1. Top of page
    2. Editor's Note
    3. Research Articles
    1. Editor's note (page 1115)

      Robert I. Webb, The Journal of Futures Markets

      Article first published online: 3 OCT 2011 | DOI: 10.1002/fut.20550

  2. Research Articles

    1. Top of page
    2. Editor's Note
    3. Research Articles
    1. The impact of liquidity on option prices (pages 1116–1141)

      Robin K. Chou, San-Lin Chung, Yu-Jen Hsiao and Yaw-Huei Wang

      Article first published online: 27 MAY 2011 | DOI: 10.1002/fut.20531

    2. Intraday price formation and bid–ask spread components: A new approach using a cross-market model (pages 1142–1169)

      Doojin Ryu

      Article first published online: 22 JUN 2011 | DOI: 10.1002/fut.20533

    3. The information content of the S&P 500 index and VIX options on the dynamics of the S&P 500 index (pages 1170–1201)

      San-Lin Chung, Wei-Che Tsai, Yaw-Huei Wang and Pei-Shih Weng

      Article first published online: 27 MAY 2011 | DOI: 10.1002/fut.20532

    4. The performance of alternative futures buy-write strategies (pages 1202–1227)

      Sanry Y.S. Che and Joseph K.W. Fung

      Article first published online: 15 JUN 2011 | DOI: 10.1002/fut.20535

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