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Imports, pass-through, and the structure of retail markets
Raff, Horst; Schmitt, Nicolas - 2009
large when market structure effects are taken into account, and that restrictions on retailing may have significant effects …
Persistent link: https://www.econbiz.de/10010265260
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Imports and the structure of retail markets
Raff, Horst; Schmitt, Nicolas - 2011
, and that restrictions on retailing, as they occur in several countries, may significantly alter this transmission …
Persistent link: https://www.econbiz.de/10010305877
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Imports, pass-through, and the structure of retail markets
Raff, Horst; Schmitt, Nicolas - 2009
large when market structure effects are taken into account, and that restrictions on retailing may have significant effects …
Persistent link: https://www.econbiz.de/10010276624
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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
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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
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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
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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
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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
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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
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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