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~person:"Fung, Joseph K. W."
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Arbitrage
13
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8
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8
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5
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5
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4
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Fung, Joseph K. W.
Jouini, Elyès
44
Vayanos, Dimitri
38
Yang, Chunpeng
24
Jarrow, Robert A.
23
Gromb, Denis
21
Napp, Clotilde
20
Boisdeffre, Lionel de
19
Kempf, Alexander
19
Stübinger, Johannes
19
Chichilnisky, Graciela
17
Zigrand, Jean-Pierre
17
Krauss, Christopher
16
Rahi, Rohit
16
Rime, Dagfinn
16
Apreda, Rodolfo
15
Löffler, Andreas
15
Boisdeffre, Lionel De
14
Ryu, Doojin
14
Stambaugh, Robert F.
14
Jiang, Wei
13
Page, Frank H.
13
Yuan, Yu
13
Acharya, Viral V.
12
Ahlfeldt, Gabriel M.
12
Cohen, Jeffrey P.
12
Goldstein, Itay
12
Allouch, Nizar
11
Dionne, Georges
11
Dow, James
11
Ghosh, Dilip K.
11
Le Van, Cuong
11
Stein, Jeremy C.
11
Yu, Jianfeng
11
Andersson, Henrik
10
Bethke, Sebastian
10
Cornet, Bernard
10
Corredor, Pilar
10
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10
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University of Hong Kong / School of Economics and Finance
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The journal of futures markets
6
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1
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ECONIS (ZBW)
13
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1
A study of abitrage efficiency between the FTSE-100 Index futures and options contracts
Draper, Paul R.
;
Fung, Joseph K. W.
- In:
The journal of futures markets
22
(
2002
)
1
,
pp. 31-58
Persistent link: https://www.econbiz.de/10001646594
Saved in:
2
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
Saved in:
3
Index options-futures
arbitrage
: a comparative study with bid-ask and transaction data
Fung, Joseph K. W.
;
Mok, Henry M. K.
-
2000
Persistent link: https://www.econbiz.de/10001612486
Saved in:
4
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
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/10001447775
Saved in:
6
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
Saved in:
7
Early unwinding of options-futures
arbitrage
with bid-ask quotations and transaction prices
Fung, Joseph K. W.
;
Mok, Henry M. K.
- In:
Global finance journal
14
(
2003
)
2
,
pp. 121-133
Persistent link: https://www.econbiz.de/10001763776
Saved in:
8
Covered interest
arbitrage
profits : the role of liquidity and credit risk
Fong, Wai-ming
;
Valente, Giorgio
;
Fung, Joseph K. W.
- In:
Journal of banking & finance
34
(
2010
)
5
,
pp. 1098-1107
Persistent link: https://www.econbiz.de/10003971367
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/10003714981
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. 697-717
Persistent link: https://www.econbiz.de/10003493150
Saved in:
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