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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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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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Efficiency of single-stock futures : an intraday analysis
Fung, Joseph K. W.; Tse, Yiuman - 2007
Persistent link: https://www.econbiz.de/10003682741
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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
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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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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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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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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 does the exchange-rate regime affect dual-listed share price parity? : evidence from China's A- and H-share markets
Fung, Joseph K. W.; Girardin, Eric; Hua, Jian - In: Journal of international money and finance 129 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10013449303
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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