Futures and forward contracts
- Price Discovery in the Foreign Currency Futures and Spot MarketJoshua V Rosenberg and Leah G TraubThe Journal of Derivatives November 2009, 17 (2) 7-25; DOI: https://doi.org/10.3905/JOD.2009.17.2.007
- Price Formation in Spot and Futures Markets: Exchange Traded Funds vs. Index FuturesBernd SchluscheThe Journal of Derivatives November 2009, 17 (2) 26-40; DOI: https://doi.org/10.3905/JOD.2009.17.2.026
- Editor’s LetterStephen FiglewskiThe Journal of Derivatives November 2009, 17 (2) 1-2; DOI: https://doi.org/10.3905/JOD.2009.17.2.001
- Extracting and Applying Smooth Forward Curves From Average-Based Commodity Contracts with Seasonal VariationFred Espen Benth, Steen Koekkebakker and Fridthjof OllmarThe Journal of Derivatives August 2007, 15 (1) 52-66; DOI: https://doi.org/10.3905/jod.2007.694791
- Static Hedging of Barrier Options under General Asset DynamicsMorten Nalholm and Rolf PoulsenThe Journal of Derivatives May 2006, 13 (4) 46-60; DOI: https://doi.org/10.3905/jod.2006.635420
- Year-End Seasonality in One-Month LIBOR DerivativesChristopher J. Neely and Drew B. WintersThe Journal of Derivatives February 2006, 13 (3) 47-65; DOI: https://doi.org/10.3905/jod.2006.616867
- 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
- The Impact of High-Frequency Trading in Experimental MarketsNathanael Berger, Mark DeSantis and David PorterThe Journal of Investing May 2020, 29 (4) 7-18; DOI: https://doi.org/10.3905/joi.2020.1.132
- News Sentiment as an Explanation for Changes in the VIX Futures BasisLee A. SmalesThe Journal of Investing May 2020, 29 (4) 92-102; DOI: https://doi.org/10.3905/joi.2020.1.125
- A Note on the Premiums and Discounts Embedded in VIX Futures PricesTravis L. Jones and Marcus T. AllenThe Journal of Investing May 2015, 24 (2) 69-73; DOI: https://doi.org/10.3905/joi.2015.24.2.069
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