雜志介紹

Journal Of Futures Markets雜志介紹

《Journal Of Futures Markets》是一本以English為主的未開放獲取國際優秀期刊，中文名稱期貨市場雜志，本刊主要出版、報道經濟學-BUSINESS, FINANCE領域的研究動態以及在該領域取得的各方面的經驗和科研成果，介紹該領域有關本專業的最新進展，探討行業發展的思路和方法，以促進學術信息交流，提高行業發展。該刊已被國際權威數據庫SCIE、SSCI收錄，為該領域相關學科的發展起到了良好的推動作用，也得到了本專業人員的廣泛認可。該刊最新影響因子為1.8，最新CiteScore 指數為3.7。

本刊近期中國學者發表的論文主要有：

• A tale of two contracts: Examining the behavior of bid-ask spreads of corn futures in China

  Author: Li, Miao; Xiong, Tao; Li, Ziran

• Price discovery in China's crude oil futures markets: An emerging Asian benchmark?

  Author: Yu, Ziliang; Yang, Jian; Webb, Robert I.

• Predictive power of the implied volatility term structure in the fixed-income market

  Author: Chen, Ren-Raw; Hsieh, Pei-Lin; Li, Xiaowei; Huang, Jeffrey

• Option features and price discovery in convertible bonds

  Author: Jin, Liwei; Yuan, Xianghui; Li, Peiran; Xu, Hailun; Lian, Feng

英文介紹

Journal Of Futures Markets雜志英文介紹

The Journal of Futures Markets chronicles the latest developments in financial futures and derivatives. It publishes timely, innovative articles written by leading finance academics and professionals. Coverage ranges from the highly practical to theoretical topics that include futures, derivatives, risk management and control, financial engineering, new financial instruments, hedging strategies, analysis of trading systems, legal, accounting, and regulatory issues, and portfolio optimization. This publication contains the very latest research from the top experts.