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The intraday pricing efficiency of Hong Kong Hang Seng Index options and futures markets

Fung, Joseph K. W. - In: The journal of futures markets 17 (1997) 7, pp. 797-815

Persistent link: https://www.econbiz.de/10001228464

Interest rate deregulation and banks' off-balance-sheet activities : a Hong Kong perspective

Cheng, Arnold C. S.; Fung, Michael Ka-yiu; Hu, Keri Peicong - In: Applied economics 47 (2015) 46/48, pp. 5088-5102

Persistent link: https://www.econbiz.de/10011318394

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/10001447775

The effect of extended trading hours on the feedback relationship between cash and futures markets

Chan, Leo H.; Chan, Kam C.; Cheng, Louis T. W. - In: Journal of emerging markets 9 (2004) 1, pp. 5-15

Persistent link: https://www.econbiz.de/10002133820

Net buying pressure, volatility smile, and abnormal profit of Hang Seng Index options

Chan, Kam C.; Cheng, Louis T. W.; Lung, Peter P. - In: The journal of futures markets 24 (2004) 12, pp. 1165-1194

Persistent link: https://www.econbiz.de/10002428697

Information content of extended trading for index futures

Cheng, Louis T. W.; Jiang, Li; Ng, Renne W. Y. - In: The journal of futures markets 24 (2004) 9, pp. 861-886

Persistent link: https://www.econbiz.de/10002145981

Moneyness and the response of the implied volatilities to price changes : the empirical evidence from HSI options

Chan, Kam C.; Cheng, Louis T. W.; Lung, Peter P. - In: Pacific-Basin finance journal 11 (2003) 4, pp. 527-553

Persistent link: https://www.econbiz.de/10001802286

The impact of H-share derivatives on the underlying equity market

Wang, Steven Shuye; Li, Wei; Cheng, Louis T. W. - In: Review of quantitative finance and accounting 32 (2009) 3, pp. 235-267

Persistent link: https://www.econbiz.de/10003846977

Price reversals versus price continuations: the transitory price effects of futures trading extension on the underlying stock market

Chan, Yue-cheong; Cheng, Louis T. W. - In: Review of quantitative finance and accounting 33 (2009) 2, pp. 159-176

Persistent link: https://www.econbiz.de/10003880542

Interest Rate Deregulation and Banks’ Off-Balance-Sheet Activities : A Hong Kong Perspective

Cheng, Arnold C S - 2016

Through the interest rate deregulation and banks' off-balance-sheet activities (OBSAs) in Hong Kong, this study investigates the debate over the impact of banking deregulation on banks' risk-taking behaviour. On one hand, the Arrow effect implies that increased competition caused by the interest...

Persistent link: https://www.econbiz.de/10012980376