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Derivat
Hong Kong
26
Hongkong
26
Arbitrage
13
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13
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13
Derivative
11
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10
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Fung, Joseph K. W.
10
Webb, Robert I.
3
Chan, Wing Hong
2
Mok, Henry M. K.
2
Bortoli, Luke
1
Chan, Wing H.
1
Cheng, Louis T. W.
1
Chiang, Raymond C. P.
1
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1
Draper, Paul R.
1
Frino, Alex
1
Fung, Joseph K.W.
1
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The journal of futures markets
4
BRC papers on financial derivatives and investment strategies
3
Asia-Pacific journal of financial studies
1
Global finance journal
1
HKIMR Working Paper
1
HKIMR working paper
1
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ECONIS (ZBW)
11
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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
Saved in:
2
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:
3
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:
4
Limit order book transparency, execution risk, and market liquidity : evidence from the Sydney futures exchange
Bortoli, Luke
;
Frino, Alex
;
Fung, Joseph K. W.
; …
- In:
The journal of futures markets
26
(
2006
)
12
,
pp. 1147-1167
Persistent link: https://www.econbiz.de/10003392008
Saved in:
5
Are derivative warrants overpriced?
Fung, Joseph K. W.
;
Zeng, Ted Z. X.
- In:
The journal of futures markets
32
(
2012
)
12
,
pp. 1144-1170
Persistent link: https://www.econbiz.de/10009697764
Saved in:
6
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:
7
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:
8
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:
9
Lead-lag relationship between spot and futures markets under different short-selling regimes
Fung, Joseph K. W.
;
Jiang, Li
;
Cheng, Louis T. W.
-
2001
Persistent link: https://www.econbiz.de/10001612484
Saved in:
10
Do derivative markets contain useful information for signaling "hot money" flows?
Fung, Joseph K. W.
;
Webb, Robert I.
;
Chan, Wing Hong
- In:
Asia-Pacific journal of financial studies
46
(
2017
)
3
,
pp. 491-527
Persistent link: https://www.econbiz.de/10011736133
Saved in:
1
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