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~subject:"Arbitrage"
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Arbitrage
Hong Kong
26
Hongkong
26
Index futures
13
Index-Futures
13
Derivat
11
Derivative
11
Börsenkurs
10
Share price
10
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5
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5
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5
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5
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5
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5
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5
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5
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5
Aktienindex
4
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4
China
4
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4
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1
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English
13
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Fung, Joseph K. W.
12
Mok, Henry M. K.
3
Tse, Yiuman
3
Chan, Kam C.
1
Cheng, Kevin H. K.
1
Cheng, Louis T. W.
1
Chiang, Raymond C. P.
1
Draper, Paul
1
Draper, Paul R.
1
Fong, Wai-ming
1
Fung, Joseph K.W.
1
Girardin, Eric
1
Hua, Jian
1
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1
Yu, Philip L. H.
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University of Hong Kong / School of Economics and Finance
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The journal of futures markets
6
BRC papers on financial derivatives and investment strategies
3
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1
Global finance journal
1
Journal of banking & finance
1
Journal of international money and finance
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ECONIS (ZBW)
13
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1
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
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2
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:
3
The impact of financial crisis on the inter-market arbitrage efficiency between stock futures and the underlying stocks
Chiang, Raymond C. P.
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10001969222
Saved in:
4
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
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5
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
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6
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:
7
Efficiency of single-stock futures : an intraday analysis
Fung, Joseph K. W.
;
Tse, Yiuman
-
2007
Persistent link: https://www.econbiz.de/10003682741
Saved in:
8
Order imbalance and the dynamics of index and futures prices
Fung, Joseph K. W.
;
Yu, Philip L. H.
- In:
The journal of futures markets
27
(
2007
)
12
,
pp. 1129-1157
Persistent link: https://www.econbiz.de/10003627158
Saved in:
9
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:
10
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
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