Narrow search
Showing 1 - 5 of 5
Cover Image
Early unwinding of options-futures arbitrage with bid/ask quotations and transaction prices
Fung, Joseph K. W. (contributor);  … - 2002
Persistent link: https://www.econbiz.de/10001682399
Cover Image
The impact of financial crisis on the inter-market arbitrage efficiency between stock futures and the underlying stocks
Chiang, Raymond C. P. (contributor);  … - 2003
Persistent link: https://www.econbiz.de/10001969222
Cover Image
Short sales restrictions and the impulse response behavior of index-future price
Hung, Bill W. S.; Fung, Joseph K. W. - 2001
Persistent link: https://www.econbiz.de/10001612482
Cover Image
A study of arbitrage efficiency between the FTSE-100 index futures and options contracts
Draper, Paul; Fung, Joseph K. W. - 2001
Persistent link: https://www.econbiz.de/10001612483
Cover Image
Lead-lag relationship between spot and futures markets under different short-selling regimes
Fung, Joseph K. W.; Jiang, Li; Cheng, Louis T. W. - 2001
Persistent link: https://www.econbiz.de/10001612484