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Futures and forward contracts

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  • Can Chinese Stock Index Future and Spot Markets Influence Each Other’s Volatility? Evidence from Both Conditional Volatility and Realized Volatility
    Qiang Zhang and Shabbar Jaffry
    The Journal of Alternative Investments June 2015, 18 (1) 37-47; DOI: https://doi.org/10.3905/jai.2015.18.1.037
  • Is This Time Different? Trend-Following and Financial
    Crises
    Mark C. Hutchinson and John O’Brien
    The Journal of Alternative Investments September 2014, 17 (2) 82-102; DOI: https://doi.org/10.3905/jai.2014.17.2.082
  • Informed Trading and Price Discovery Around the Clock
    Chan Wung Kim, Timothy T. Perry and Manjeet Dhatt
    The Journal of Alternative Investments September 2014, 17 (2) 68-81; DOI: https://doi.org/10.3905/jai.2014.17.2.068
  • CTA Performance Persistence: 1994–2010
    Marat Molyboga, Seungho Baek and John F.O. Bilson
    The Journal of Alternative Investments March 2014, 16 (4) 61-70; DOI: https://doi.org/10.3905/jai.2014.16.4.061
  • Send in the Clones? Hedge Fund Replication Using Futures Contracts
    Nicolas P.B. Bollen and Gregg S. Fisher
    The Journal of Alternative Investments September 2013, 16 (2) 80-95; DOI: https://doi.org/10.3905/jai.2013.16.2.080
  • Volatility Exchange-Traded Notes:
    Curse or Cure?
    Carol Alexander and Dimitris Korovilas
    The Journal of Alternative Investments September 2013, 16 (2) 52-70; DOI: https://doi.org/10.3905/jai.2013.16.2.052
  • Scarcity, Risk Premiums, and the Pricing
    of Commodity Futures: The Case of Crude Oil Contracts
    Marco Haase and Heinz Zimmermann
    The Journal of Alternative Investments June 2013, 16 (1) 43-71; DOI: https://doi.org/10.3905/jai.2013.16.1.043
  • Autocorrelation Effects on CTA and Equity
    Risk Measurement
    Galen Burghardt and Lianyan Liu
    The Journal of Alternative Investments June 2013, 16 (1) 19-42; DOI: https://doi.org/10.3905/jai.2013.16.1.019
  • The Different Faces of Volatility Exposure in Portfolio Management
    Joanne M. Hill
    The Journal of Alternative Investments December 2012, 15 (3) 9-31; DOI: https://doi.org/10.3905/jai.2012.15.3.009
  • Managed Futures Research: A Composite CTA Performance Review
    Thomas Schneeweis, Richard Spurgin and Edward Szado
    The Journal of Alternative Investments December 2012, 15 (3) 32-61; DOI: https://doi.org/10.3905/jai.2012.15.3.032

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