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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

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

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

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

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

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

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

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

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

Do Derivative Markets Contain Useful Information for Signaling 'Hot Money' Flows?

Fung, Joseph K. W. - 2010

This study examines whether information from derivative markets is useful for signaling “hot money” and other large capital flows in an economy where the monetary authority pursues a policy of exchange rate stability. Specifically, this study examines the information content of various Hong...

Persistent link: https://www.econbiz.de/10013141979