//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Index futures"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Covered interest arbitrage pro...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Index futures
USA
35
United States
35
Capital income
26
Hong Kong
26
Hongkong
26
Kapitaleinkommen
26
Börsenkurs
25
Forecasting model
25
Prognoseverfahren
25
Share price
25
Yield curve
24
Zinsstruktur
24
Theorie
21
Theory
21
Exchange rate
19
Wechselkurs
19
Estimation
17
Schätzung
17
Index-Futures
16
Risikoprämie
15
Risk premium
15
Welt
15
World
15
Volatility
14
Volatilität
14
Aktienmarkt
13
Derivat
13
Derivative
13
Stock market
13
Arbitrage
12
Großbritannien
12
Japan
12
United Kingdom
12
Ankündigungseffekt
11
Announcement effect
11
Bond market
11
Capital mobility
11
Kapitalmobilität
11
Deutschland
10
more ...
less ...
Type of publication
All
Article
13
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
16
Author
All
Fung, Joseph K. W.
13
Cheng, Louis T. W.
3
Tse, Yiuman
3
Chan, Kam C.
2
Draper, Paul R.
2
Cheng, Kevin H. K.
1
Chiang, Raymond
1
Draper, Paul
1
Fong, Wai-ming
1
Fung, Joseph
1
Jiang, Li
1
Lau, Francis
1
Lien, Da-hsiang Donald
1
Mok, Henry M. K.
1
Qiao, Zhuo
1
Sarno, Lucio
1
Tse, Yiu Kuen
1
Valente, Giorgio
1
Wong, Kenneth C. K.
1
Wong, Wing Keung
1
Yu, Philip L. H.
1
more ...
less ...
Published in...
All
The journal of futures markets
9
BRC papers on financial derivatives and investment strategies
3
Economic modelling
1
International review of economics & finance : IREF
1
Journal of banking & finance
1
The financial review : the official publication of the Eastern Finance Association
1
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
The impact of sampling frequency on intraday correlation and lead-lag relationships between index futures and individual stocks
Fung, Joseph K. W.
;
Lau, Francis
;
Tse, Yiuman
- In:
The journal of futures markets
35
(
2015
)
10
,
pp. 939-952
Persistent link: https://www.econbiz.de/10011392705
Saved in:
3
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:
4
Pricing efficiency in a thin market with competitive market makers : box spread strategies in the Hang Seng Index options market
Fung, Joseph K. W.
;
Mok, Henry M. K.
;
Wong, Kenneth C. K.
- In:
The financial review : the official publication of the …
39
(
2004
)
3
,
pp. 435-454
Persistent link: https://www.econbiz.de/10002163289
Saved in:
5
Effects of electronic trading on the Hang Seng Index futures market
Fung, Joseph K. W.
;
Lien, Da-hsiang Donald
;
Tse, Yiuman
; …
- In:
International review of economics & finance : IREF
14
(
2005
)
4
,
pp. 415-425
Persistent link: https://www.econbiz.de/10003195716
Saved in:
6
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:
7
Discretionary government intervention and the mispricing of index futures
Draper, Paul R.
;
Fung, Joseph K. W.
- In:
The journal of futures markets
23
(
2003
)
12
,
pp. 1159-1189
Persistent link: https://www.econbiz.de/10001828528
Saved in:
8
Mispricing of index futures contracts and short sales constraints
Fung, Joseph K. W.
;
Draper, Paul R.
- In:
The journal of futures markets
19
(
1999
)
6
,
pp. 695-715
Persistent link: https://www.econbiz.de/10001410400
Saved in:
9
The intraday pricing efficiency of Hong Kong Hang Seng Index options and futures markets
Fung, Joseph K. W.
- In:
The journal of futures markets
17
(
1997
)
7
,
pp. 797-815
Persistent link: https://www.econbiz.de/10001228464
Saved in:
10
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
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->