Hang Seng index options : the efficiency of a new market
Year of publication: |
1998
|
---|---|
Authors: | Chiang, Raymond |
Other Persons: | Ho, Richard Yan-ki (contributor) ; Wong, Eric Y. W. (contributor) |
Published in: |
Advances in Pacific Basin business, economics, and finance. - Bingley, UK : Emerald Publishing, ISSN 2514-4650, ZDB-ID 1293820-8. - Vol. 3.1998, p. 93-107
|
Subject: | Index-Futures | Index futures | Effizienzmarkthypothese | Efficient market hypothesis | Marktmikrostruktur | Market microstructure | Hongkong | Hong Kong | 1993 |
-
Trading with tigers : a technical analysis of Southeast Asian stock index futures
Heng, Panha, (2014)
-
Fong, Kingsley, (2001)
-
Lower tick sizes and futures pricing efficiency : evidence from the emerging Malaysian market
Poshakwale, Sunil S., (2019)
- More ...
-
The Hong Kong financial system
Ho, Richard Yan-ki, (1991)
-
Intraday information efficiency on the Chinese equity market
Chen, Tao, (2009)
-
Tick size change and liquidity provision for Japanese stock trading near [Yen] 1000
Cai, Jun, (2008)
- More ...