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Börsenkurs
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Fung, Joseph K.W.
15
Chan, Kam C.
3
Draper, Paul
3
Tse, Yiuman
3
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The journal of futures markets
Discussion paper / Centre for Economic Policy Research
11
CEPR Discussion Papers
10
HKIMR working paper
9
Journal of banking & finance
9
Working Papers / Hong Kong Institute for Monetary Research (HKIMR), Government of Hong Kong
8
HKIMR Working Paper
7
Journal of Futures Markets
7
Journal of international money and finance
6
The review of financial studies
6
Working Papers / Financial Econometrics Research Centre, Warwick Business School
6
Journal of international economics
5
Working Papers / Federal Reserve Bank of St. Louis
5
Journal of Banking & Finance
4
Journal of business finance & accounting : JBFA
4
The financial review : the official publication of the Eastern Finance Association
4
Working paper
4
Applied financial economics
3
Hong Kong Institute for Monetary and Financial Research (HKIMR) Research Paper WP
3
International review of economics & finance : IREF
3
Journal of International Money and Finance
3
NBER working paper series
3
Review of Financial Studies
3
Review of finance : journal of the European Finance Association
3
The Chinese economy
3
Applied Financial Economics
2
Economic inquiry : journal of the Western Economic Association International
2
IMF staff papers
2
International Review of Economics & Finance
2
International journal of finance & economics : IJFE
2
Journal of Business Finance & Accounting
2
Journal of International Economics
2
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial and quantitative analysis : JFQA
2
Journal of forecasting
2
Journal of money, credit and banking : JMCB
2
Journal of the European Economic Association
2
NBER Working Paper
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NBER Working Papers
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1
The Information Content of Model‐Free Implied Volatility
Cheng, Xin
;
Fung, Joseph K.W.
- In:
The journal of futures markets
32
(
2012
)
8
,
pp. 792-807
Persistent link: https://www.econbiz.de/10009978689
Saved in:
2
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/10006809630
Saved in:
3
Discretionary government intervention and the mispricing of index futures
Draper, Paul
;
Fung, Joseph K.W.
- In:
The journal of futures markets
23
(
2003
)
12
,
pp. 1159-1190
Persistent link: https://www.econbiz.de/10006820298
Saved in:
4
A Study of Arbitrage Efficiency Between the FTSE-100 Index Futures and Options Contracts
Draper, Paul
;
Fung, Joseph K.W.
- In:
The journal of futures markets
22
(
2002
)
1
,
pp. 31-58
Persistent link: https://www.econbiz.de/10006829306
Saved in:
5
Pricing Dynamics of Index Options and Index Futures in Hong Kong before and during the Asian Financial Crisis
Cheng, Louis T.W.
;
Fung, Joseph K.W.
;
Chan, Kam C.
- In:
The journal of futures markets
20
(
2000
)
2
,
pp. 145-166
Persistent link: https://www.econbiz.de/10006839660
Saved in:
6
Mispricing of Index Futures Contracts and Short Sales Constraints
Fung, Joseph K.W.
;
Draper, Paul
- In:
The journal of futures markets
19
(
1999
)
6
,
pp. 695-716
Persistent link: https://www.econbiz.de/10006842270
Saved in:
7
On the Arbitrage-Free Pricing Relationship between Index Futures and Index Options: A Note
Fung, Joseph K.W.
;
Chan, Kam C.
- In:
The journal of futures markets
14
(
1994
)
8
,
pp. 957-964
Persistent link: https://www.econbiz.de/10006866685
Saved in:
8
Expiration-day effects-An Asian twist
Fung, Joseph K.W.
;
Yung, Haynes H.M.
- In:
The journal of futures markets
29
(
2009
)
5
,
pp. 430-450
Persistent link: https://www.econbiz.de/10008225610
Saved in:
9
Efficiency of single-stock futures: An intraday analysis
Fung, Joseph K.W.
;
Tse, Yiuman
- In:
The journal of futures markets
28
(
2008
)
6
,
pp. 518-536
Persistent link: https://www.econbiz.de/10007990078
Saved in:
10
Order imbalance and the pricing of index futures
Fung, Joseph K.W.
- In:
The journal of futures markets
27
(
2007
)
7
,
pp. 697
Persistent link: https://www.econbiz.de/10007740903
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