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Volatility, depth, and order composition : evidence from a pure limit order futures market

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Extreme correlation of stock and bond futures markets : international evidence

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Existence and extent of impact of individual stock derivatives on spot market volatility in India

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Duration models, heterogeneous beliefs, and optimal trading

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Trading VIX derivatives : trading and hedging strategies using VIX futures, options, and exchange-traded notes

Rhoads, Russell - 2011

market volatility index. The book will explain the mechanics and strategies associated with trading VIX options, futures … expectations about future stock market volatility and generally moves inversely to the overall stock market. As such, many market … volatility or to use the products in conjunction with other instruments to create spread trades or hedge their overall risk. A …