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~person:"Chan, Kara"
~person:"Fung, Joseph K. W."
~person:"Li, Kui-wai"
~person:"Ng, Linda Fung-yee"
~subject:"Bid-ask spread"
~type_genre:"Article in journal"
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Chan, Kara
Fung, Joseph K. W.
Li, Kui-wai
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ECONIS (ZBW)
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How electronic trading affects bid-ask spreads and arbitrage efficiency between index futures and options
Cheng, Kevin H. K.
;
Fung, Joseph K. W.
;
Tse, Yiuman
- In:
The journal of futures markets
25
(
2005
)
4
,
pp. 375-398
Persistent link: https://www.econbiz.de/10002647868
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2
Effects of electronic trading on the Hang Seng Index futures market
Fung, Joseph K. W.
;
Lien, Da-hsiang Donald
;
Tse, Yiuman
; …
- In:
International review of economics & finance : IREF
14
(
2005
)
4
,
pp. 415-425
Persistent link: https://www.econbiz.de/10003195716
Saved in:
3
Pricing efficiency in a thin market with competitive market makers : box spread strategies in the Hang Seng Index options market
Fung, Joseph K. W.
;
Mok, Henry M. K.
;
Wong, Kenneth C. K.
- In:
The financial review : the official publication of the …
39
(
2004
)
3
,
pp. 435-454
Persistent link: https://www.econbiz.de/10002163289
Saved in:
4
Early unwinding of options-futures arbitrage with bid-ask quotations and transaction prices
Fung, Joseph K. W.
;
Mok, Henry M. K.
- In:
Global finance journal
14
(
2003
)
2
,
pp. 121-133
Persistent link: https://www.econbiz.de/10001763776
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