Table of Contents

Primary Article

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  Implied Volatility Skews and Stock Index Skewness and Kurtosis Implied by S&P 500 Index Option Prices

  Charles J. Corrado and Tie Su

  The Journal of Derivatives Summer 1997, 4 (4) 8-19; DOI: https://doi.org/10.3905/jod.1997.407978
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  The Intraday Behavior of Bid-Ask Spreads, Returns, and Volatility for FTSE-100 Stock Index Options

  Owain ap Gwilym, Mike Buckle and Stephen H Thomas

  The Journal of Derivatives Summer 1997, 4 (4) 20-32; DOI: https://doi.org/10.3905/jod.1997.407980
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  Comparisons of Commodity and Managed Futures Benchmark Indexes

  Thomas Schneeweis and Richard B Spurgin

  The Journal of Derivatives Summer 1997, 4 (4) 33-50; DOI: https://doi.org/10.3905/jod.1997.407977
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  The Orange County Bankruptcy and its Aftermath

  Merton H. Miller and David J. Ross

  The Journal of Derivatives Summer 1997, 4 (4) 51-60; DOI: https://doi.org/10.3905/jod.1997.407981
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  Lessons from the Orange County Bankruptcy

  Philippe Jorion

  The Journal of Derivatives Summer 1997, 4 (4) 61-66; DOI: https://doi.org/10.3905/jod.1997.407979
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  Aggressive Corporate Finance

  Donald J. Smith

  The Journal of Derivatives Summer 1997, 4 (4) 67-79; DOI: https://doi.org/10.3905/jod.1997.407976