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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
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The style and innate structure of the stock markets in China
Long, Wen; Mok, Henry M. K.; Hu, Yan; Wang, Huiwen - In: Pacific-Basin finance journal 17 (2009) 2, pp. 224-242
Persistent link: https://www.econbiz.de/10003830633
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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
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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