REFLECTIONS ON EDITING THE JOURNAL OF FUTURES MARKETS AND FACTORS INFLUENCING DERIVATIVES MARKETS RESEARCH
Abstract
The Journal of Futures Markets is the leading academic journal specializing in publishing scholarly research on derivative securities and markets. I had the privilege of serving as Editor of the Journal of Futures Markets for 24 years. That position provided me with a catbird seat with which to view the evolution of the financial-economic literature on derivative securities and markets. It also provided me with an opportunity to reflect on how changes in derivative securities and markets, have influenced research. These include the influence of technological advances; changes in market microstructure; financial crises; the growth of derivatives markets in emerging economies; the introduction of credit default swaps, VIX derivatives, cryptocurrency derivatives; and other new products; among others. Although my reflections on the impact of market events on derivatives research is the principal focus of this paper, I want to preface that discussion with some comments on the editing process and the influence of my education, research, and experience on my role as an Editor.
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