Journal of Futures Markets

Cover image for Vol. 37 Issue 7

Edited By: Robert I. Webb

Impact Factor: 1.291

ISI Journal Citation Reports © Ranking: 2016: 41/96 (Business Finance)

Online ISSN: 1096-9934

Research on International Futures Markets

The relationship between currency carry trades and U.S. stocks
Yiuman Tse, Lin Zhao
Volume 32, Issue 3
March 2012

Intraday price discovery and volatility transmission in stock index and stock index futures markets: Evidence from China
Jian Yang, Zihui Yang, Yinggang Zhou
Volume 32, Issue 2
February 2012

Dominant markets, staggered openings, and price discovery
Bahram Adrangi, Arjun Chatrath, Rohan A. Christie-David, Kiseop Lee
Volume 31, Issue 10
October 2011

A new look at the forward premium “puzzle”
Haitham A. Al-Zoubi
Volume 31, Issue 7
July 2011

The information flow and market efficiency between the U.S. and Chinese aluminum and copper futures markets
Hung-Gay Fung, Qingfeng “Wilson” Liu, Yiuman Tse
Volume 30, Issue 12
December 2010

Exchange traded contracts for difference: Design, pricing, and effects
Christine Brown, Jonathan Dark, Kevin Davis
Volume 30, Issue 12
December 2010

The new market for volatility trading
Jin E. Zhang, Jinghong Shu, Menachem Brenner
Volume 30, Issue 9
September 2010

After-hours trading in equity futures markets
Mardi Dungey, Luba Fakhrutdinova, Charles Goodhart
Volume 29, Issue 2
February 2009

Extreme volatility, speculative efficiency, and the hedging effectiveness of the oil futures markets
Lorne N. Switzer, Mario El-Khoury
Volume 27, Issue 1
January 2007

Do futures lead price discovery in electronic foreign exchange markets?
Juan Cabrera, Tao Wang, Jian Yang
Volume 29, Issue 2
February 2009