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person:"Au-Yeung, Siu Pang"
~person:"Frino, Alex"
~type_genre:"Article in journal"
~type_genre:"Working Paper"
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Index futures
15
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15
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7
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6
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Au-Yeung, Siu Pang
Frino, Alex
Tse, Yiuman
19
Ryu, Doojin
18
Kempf, Alexander
13
Röder, Klaus
12
Fung, Joseph K. W.
11
Whaley, Robert E.
11
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9
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9
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9
Ap Gwilym, Owain
8
Chung, Huimin
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Hou, Yang
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Tian, Yisong Sam
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Padhi, Puja
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6
Heaney, Richard A.
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ECONIS (ZBW)
15
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1
Commonality in liquidity across international borders : evidence from futures markets
Frino, Alex
;
Mollica, Vito
;
Zhou, Zeyang
- In:
The journal of futures markets
34
(
2014
)
8
,
pp. 807-818
Persistent link: https://www.econbiz.de/10010507935
Saved in:
2
Index arbitrage and the pricing relationship between Australian stock index futures and their underlying shares
Cummings, James Richard
;
Frino, Alex
- In:
Accounting and finance : journal of the Accounting …
51
(
2011
)
3
,
pp. 661-683
Persistent link: https://www.econbiz.de/10009304060
Saved in:
3
Derivative use, fund flows and investment manager performance
Frino, Alex
;
Lepone, Andrew
;
Wong, Brad
- In:
Journal of banking & finance
33
(
2009
)
5
,
pp. 925-933
Persistent link: https://www.econbiz.de/10003836457
Saved in:
4
Tax effects on the pricing of Australian stock index futures
Cummings, James Richard
;
Frino, Alex
- In:
Australian journal of management
33
(
2008/09
)
2
,
pp. 391-406
Persistent link: https://www.econbiz.de/10003829031
Saved in:
5
Modelling regulatory change V's volume of trading effects in HSIF and HSI volatility
Gannon, Gerard L.
;
Au-Yeung, Siu Pang
- In:
Review of Pacific Basin financial markets and policies
11
(
2008
)
1
,
pp. 47-59
Persistent link: https://www.econbiz.de/10003679942
Saved in:
6
Modelling regulatory change V's volume of trade effects in HSIF and HSI volatility : a note
Gannon, Gerard L.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003794141
Saved in:
7
Structural effects and spillovers in HSIF, HSI and S&P500 volatility
Gannon, Gerard L.
;
Au-Yeung, Siu Pang
- In:
Research in international business and finance
18
(
2004
)
3
,
pp. 305-317
Persistent link: https://www.econbiz.de/10003396231
Saved in:
8
A note on execution costs for stock index futures : information versus liquidity effects
Berkman, Henk
;
Brailsford, Timothy J.
;
Frino, Alex
- In:
Journal of banking & finance
29
(
2005
)
3
,
pp. 565-577
Persistent link: https://www.econbiz.de/10002516846
Saved in:
9
Structural effects and spillovers in HSIF, HSI and S&P500 volatility
Gannon, Gerard L.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002035594
Saved in:
10
Regulatory change, structural breaks and transmission effects in HSIF and HSI volatility
Au-Yeung, Siu Pang
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002035624
Saved in:
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