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Efficiency of single‐stock futures: An intraday analysis

Fung, Joseph K.W.; Tse, Yiuman - In: Journal of Futures Markets 28 (2008) 6, pp. 518-536

Using intraday bid–ask quotes of single‐stock futures (SSFs) contracts and the underlying stocks, the pricing and informational efficiency of SSF traded on the Hong Kong Exchange are examined. Both the SSFs and the stocks are traded on electronic platforms. The market microstructure and the...

Persistent link: https://www.econbiz.de/10011197693

Effects of electronic trading on the Hang Seng Index futures market

Fung, Joseph K.W.; Lien, Donald; Tse, Yiuman; Tse, Yiu Kuen - In: International Review of Economics & Finance 14 (2005) 4, pp. 415-425

Persistent link: https://www.econbiz.de/10005161297

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/10006809630

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/10007990078

Effects of electronic trading on the Hang Seng Index futures market

Fung, Joseph K.W.; Lien, Donald; Tse, Yiuman; Tse, Yiu Kuen - In: International review of economics & finance : IREF 14 (2005) 4, pp. 415-426

Persistent link: https://www.econbiz.de/10007639028

Price discovery in the foreign exchange futures market

Tse, Yiuman; Xiang, Ju; Fung, Joseph K.W. - In: The journal of futures markets 26 (2006) 11, pp. 1131

Persistent link: https://www.econbiz.de/10007298262