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Fung, Joseph K. W.
Krcmar, Helmut
50
Funke, Michael
49
Chan, Kara
37
Law, Rob
37
Scheer, August-Wilhelm
36
Chen, Edward K. Y.
31
Ng, Sek Hong
30
Gerlach, Stefan
29
Chau, K. W.
27
Cheung, Yin-Wong
27
Tang, Gordon Y. N.
27
Brenner, Walter
26
Cheung, Stephen Y. L.
26
Ho, Lok-Sang
26
Law, Philip
26
Mertens, Peter
25
Winter, Robert
25
Schenk, Catherine R.
23
Wong, Siu Kei
23
Jao, Yu-ching
22
Khosrowpour, Mehdi
22
Willcocks, Leslie
22
Chiu, Stephen Wing-kai
21
Ho, Kelvin
21
Sung, Yun Wing
21
Chong, Terence Tai-Leung
20
Selmer, Jan
20
Sharif, Naubahar
20
Chen, Yu-Fu
19
Gabriel, Roland
19
Glanemann, Nicole
19
Heinrich, Lutz Jürgen
19
Michael, Bryane
19
Suen, Wing-chuen
19
Zarnekow, Rüdiger
19
Österle, Hubert
19
Cheng, T. C. E.
18
Duan, Qiao
18
Klotz, Michael
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ECONIS (ZBW)
22
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1
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:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
Forecasting volatility : roles of sampling frequency and forecasting horizon
Chan, Wing Hong
;
Cheng, Xin
;
Fung, Joseph K. W.
- In:
The journal of futures markets
30
(
2010
)
12
,
pp. 1167-1191
Persistent link: https://www.econbiz.de/10008901291
Saved in:
6
Efficiency of single-stock futures : an intraday analysis
Fung, Joseph K. W.
;
Tse, Yiuman
-
2007
Persistent link: https://www.econbiz.de/10003682741
Saved in:
7
The information content of option implied volatility surrounding the 1997 Hong Kong stock market crash
Fung, Joseph K. W.
- In:
The journal of futures markets
27
(
2007
)
6
,
pp. 555-574
Persistent link: https://www.econbiz.de/10003493107
Saved in:
8
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:
9
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
Saved in:
10
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
Saved in:
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