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Degree of market imperfections : evidence from four Asian index futures markets

Wang, Janchung - In: Applied financial economics 18 (2008) 13/15, pp. 1233-1246

Persistent link: https://www.econbiz.de/10003760260

Modelling regulatory change V's volume of trade effects in HSIF and HSI volatility : a note

Gannon, Gerard L. (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003794141

The impact of H-share derivatives on the underlying equity market

Wang, Steven Shuye; Li, Wei; Cheng, Louis T. W. - In: Review of quantitative finance and accounting 32 (2009) 3, pp. 235-267

Persistent link: https://www.econbiz.de/10003846977

Price reversals versus price continuations: the transitory price effects of futures trading extension on the underlying stock market

Chan, Yue-cheong; Cheng, Louis T. W. - In: Review of quantitative finance and accounting 33 (2009) 2, pp. 159-176

Persistent link: https://www.econbiz.de/10003880542

Modelling regulatory change V's volume of trading effects in HSIF and HSI volatility

Gannon, Gerard L.; Au-Yeung, Siu Pang - In: Review of Pacific Basin financial markets and policies 11 (2008) 1, pp. 47-59

Persistent link: https://www.econbiz.de/10003679942

Optimal hedging with a regime-switching time-varying correlation GARCH model

Lee, Hsiang-tai; Yoder, Jonathan - In: The journal of futures markets 27 (2007) 5, pp. 495-516

Persistent link: https://www.econbiz.de/10003493100

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

Structural effects and spillovers in HSIF, HSI and S&P500 volatility

Gannon, Gerard L.; Au-Yeung, Siu Pang - In: Research in international business and finance 18 (2004) 3, pp. 305-317

Persistent link: https://www.econbiz.de/10003396231

Trading costs and price discovery

Choy, Siu Kai; Zhang, Hua - In: Review of quantitative finance and accounting 34 (2010) 1, pp. 37-57

The price discovery roles of a set of related markets or securities have been investigated in many different settings where trading costs effect is often commingled with other trading arrangement factors. In Hong Kong, regular futures and mini futures contracts as well as their underlying spot...

Persistent link: https://www.econbiz.de/10003942164

Study of investors' preference on spot and future markets

Hooi Hooi Lean; Lam, Kin; Wong, Wing Keung - In: Stock returns : cyclicity, prediction and economic …, (pp. 189-200). 2009

Persistent link: https://www.econbiz.de/10003945024