Journal of Futures Markets

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

Cover image for Vol. 32 Issue 2

February 2012

Volume 32, Issue 2

Pages 99–202

  1. Research Articles

    1. Top of page
    2. Research Articles
    1. You have free access to this content
      Intraday price discovery and volatility transmission in stock index and stock index futures markets: Evidence from China (pages 99–121)

      Jian Yang, Zihui Yang and Yinggang Zhou

      Article first published online: 1 MAR 2011 | DOI: 10.1002/fut.20514

    2. Speculation and hedging in the currency futures markets: Are they informative to the spot exchange rates (pages 122–151)

      Aaron Tornell and Chunming Yuan

      Article first published online: 2 FEB 2011 | DOI: 10.1002/fut.20511

    3. Quantitative impact of correlation errors on basket options with time-varying correlations (pages 152–165)

      Amy S.K. Wong

      Article first published online: 2 MAR 2011 | DOI: 10.1002/fut.20515

    4. An analytical formula for VIX futures and its applications (pages 166–190)

      Song-Ping Zhu and Guang-Hua Lian

      Article first published online: 8 FEB 2011 | DOI: 10.1002/fut.20512

    5. Comment on “A new simple square root option pricing model” (pages 191–198)

      Hwa-Sung Kim, Jangkoo Kang and Jeongwoo Shin

      Article first published online: 21 APR 2011 | DOI: 10.1002/fut.20526

    6. Reply to “A comment on “A new simple square root option pricing model”” (pages 199–202)

      Yaw-Huei Wang

      Article first published online: 21 APR 2011 | DOI: 10.1002/fut.20529

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