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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:
2
Asymmetric volatility and trading activity in index futures options
Chan, Kam C.
;
Cheng, Louis T. W.
;
Lung, Peter P.
- In:
The financial review : the official publication of the …
40
(
2005
)
3
,
pp. 381-407
Persistent link: https://www.econbiz.de/10003105060
Saved in:
3
Predicting mutual fund performance : a portfolio commonality approach
Cheng, Louis T. W.
;
Chan, Kam C.
;
Pi, Lynn K
;
Guin, Larry
- In:
International journal of business
8
(
2003
)
1
,
pp. 63-85
Persistent link: https://www.econbiz.de/10001767435
Saved in:
4
The performance of alternative futures buy-write strategies
Che, Sanry Y. S.
;
Fung, Joseph K. W.
- In:
The journal of futures markets
31
(
2011
)
12
,
pp. 1202-1227
Persistent link: https://www.econbiz.de/10009355715
Saved in:
5
Short sales restrictions and the impulse response behavior of index-future price
Hung, Bill W. S.
;
Fung, Joseph K. W.
-
2001
Persistent link: https://www.econbiz.de/10001612482
Saved in:
6
Early unwinding of options-futures arbitrage with bid/ask quotations and transaction prices
Fung, Joseph K. W.
(
contributor
); …
-
2002
Persistent link: https://www.econbiz.de/10001682399
Saved in:
7
China's exchange traded fund : is there a trading place bias?
Cheng, Louis T. W.
;
Fung, Hung-gay
;
Tse, Yiuman
- In:
Review of Pacific Basin financial markets and policies
11
(
2008
)
1
,
pp. 61-74
Persistent link: https://www.econbiz.de/10003679976
Saved in:
8
Intraday volume and volatility relations with and without public news
Darrat, Ali F.
;
Zhong, Maosen
;
Cheng, Louis T. W.
- In:
Journal of banking & finance
31
(
2007
)
9
,
pp. 2711-2729
Persistent link: https://www.econbiz.de/10003572354
Saved in:
9
Asset allocation and selectivity of Asian mutual funds during financial crisis
Chan, Yue-cheong
;
Cheng, Louis T. W.
- In:
Review of quantitative finance and accounting
21
(
2003
)
3
,
pp. 233-250
Persistent link: https://www.econbiz.de/10001839836
Saved in:
10
A re-examination of the market reaction to failed mergers
Davidson, Wallace Norman
- In:
The journal of finance : the journal of the American …
44
(
1989
)
4
,
pp. 1077-1083
Persistent link: https://www.econbiz.de/10001072844
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