Derivatives Use, Trading Regulation

Invited Editorial
pp. 1-1(1)
Author: Satchell, Stephen E

A synthetic protective put strategy for phased investment in projects without an outright deferral
pp. 2-13(12)
Author: Bhattacharya, Sukanto

The VIX and VXN volatility measures: Fear gauges or forecasts?
pp. 14-27(14)
Authors: Arak, Marcelle; Mijid, Naranchimeg

Autocorrelation, bias and fat tails: Are hedge funds really attractive investments?
pp. 28-47(20)
Author: Eling, Martin

Unobservable information and behavioural patterns in futures markets: The case for Brent Crude Oil, Gold and Robusta Coffee contracts
pp. 48-59(12)
Author: Spyrou, Spyros

Correlation, price discovery and co-movement of asset-backed securities and equity
pp. 60-101(42)
Author: Jobst, Andreas A

Trading efficiency of commodity trading advisors using Data Envelopment Analysis
pp. 102-114(13)
Author: Gregoriou, Greg N

Price risk and bid-ask spreads of current options
pp. 115-125(11)
Authors: de Boyrie, Maria E; Kim, Yong O; Pak, Simon J

Modelling and trading the gasoline crack spread: A non-linear story
pp. 126-145(20)
Authors: Dunis, Christian L; Laws, Jason; Evans, Ben

Index futures trading, information and stock market volatility: The case of Greece
pp. 146-166(21)
Authors: Floros, Christos; Vougas, Dimitrios V

US legal and regulatory developments: Prohibition on energy market manipulation
pp. 167-175(9)
Author: Cuillerier, Ian

Exchange New product News
pp. 176-179(4)

Hedge Fund and Investment Management
pp. 180-181(2)
Author: Gregoriou, Greg N