Futures and forward contracts
- Market Timing Skill and Trading Activity in Taiwan’s Retail-Dominated Futures MarketShean-Bii Chiu, Jason Hsu, Hsing-Kuo Lai and Phillip WoolThe Journal of Portfolio Management May 2021, jpm.2021.1.249; DOI: https://doi.org/10.3905/jpm.2021.1.249
- Euro Stoxx 50 Dividends—Reconciling Analyst Estimates and Dividend Future PricesArik Ben Dor and Stephan FlorigThe Journal of Portfolio Management May 2021, jpm.2021.1.244; DOI: https://doi.org/10.3905/jpm.2021.1.244
- Price Discovery in a New Futures Market: Micro E-Mini Index FuturesAthanasios P. FassasThe Journal of Derivatives April 2021, jod.2021.1.131; DOI: https://doi.org/10.3905/jod.2021.1.131
- Are Exchange-Traded Notes Predictable? An Empirical Investigation of Commodity ETNsSelma IzadiThe Journal of Investing March 2021, 30 (3) 79-91; DOI: https://doi.org/10.3905/joi.2021.1.167
- Portfolio Strategies for Volatility InvestingJim CampasanoThe Journal of Alternative Investments March 2021, jai.2021.1.130; DOI: https://doi.org/10.3905/jai.2021.1.130
- Financial ETNs and Certificates on Nordic Power ContractsTarjei KristiansenThe Journal of Index Investing November 2018, 9 (3) 24-36; DOI: https://doi.org/10.3905/jii.2018.9.3.024
- The Collateral-Linked Currency Forward (CLCF) Contract: Blockchain-Enabled OTC Currency Forward Market InfrastructureWarren PenningtonThe Journal of Index Investing August 2018, 9 (2) 27-33; DOI: https://doi.org/10.3905/jii.2018.9.2.027
- Trading the VIX Futures Roll Using Exchange-Traded FundsDavid L. Buehler and Patrick J. CusatisThe Journal of Trading March 2018, 13 (2) 47-56; DOI: https://doi.org/10.3905/jot.2018.13.2.047
- The Relative Effectiveness of the Fed Funds Futures and the Federal Open Market Committee (FOMC) Dot Plots in Predicting the Future Federal Funds RateJohn Burke and Andreas ChristofiThe Journal of Fixed Income March 2019, 28 (4) 73-83; DOI: https://doi.org/10.3905/jfi.2019.28.4.073
- Hedging High-Yield and Emerging Market Bond Tail Risk with VIX® FuturesBerlinda Liu and Hong XieThe Journal of Alternative Investments September 2019, 22 (2) 81-98; DOI: https://doi.org/10.3905/jai.2019.1.080
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