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Mispricing of index futures contracts and short sales constraints
Fung, Joseph K. W.; Draper, Paul R. - In: The journal of futures markets 19 (1999) 6, pp. 695-715
Persistent link: https://www.econbiz.de/10001410400
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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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The impact of sampling frequency on intraday correlation and lead-lag relationships between index futures and individual stocks
Fung, Joseph K. W.; Lau, Francis; Tse, Yiuman - In: The journal of futures markets 35 (2015) 10, pp. 939-952
Persistent link: https://www.econbiz.de/10011392705
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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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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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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
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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/10003827769
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Market liquidity and FX arbitrage in emerging markets : evidence from Hong Kong tick data
Fong, Wai-ming; Valente, Giorgio; Fung, Joseph K. W. - 2008
Persistent link: https://www.econbiz.de/10003770559
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Initial day return and underpricing cost in advance payment initial public offerings
Fung, Joseph K. W.; Che, Sanry Y. S. - 2009
Persistent link: https://www.econbiz.de/10003975236
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Do derivative markets contain useful information for signaling “hot money” flows?
Fung, Joseph K. W.; Webb, Robert I.; Chan, Wing Hong - 2010
Persistent link: https://www.econbiz.de/10003975284