Journal of Futures Markets

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 and The Journal of Futures Markets

      Version of Record 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

      Version of Record online: 27 MAY 2011 | DOI: 10.1002/fut.20531

    2. 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

      Version of Record online: 27 MAY 2011 | DOI: 10.1002/fut.20532

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

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

      Version of Record online: 15 JUN 2011 | DOI: 10.1002/fut.20535

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