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The information content of option implied volatility surrounding the 1997 Hong Kong stock market crash
Fung, Joseph K. W. - In: The journal of futures markets 27 (2007) 6, pp. 555-574
Persistent link: https://www.econbiz.de/10003493107
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Forecasting volatility : roles of sampling frequency and forecasting horizon
Chan, Wing Hong; Cheng, Xin; Fung, Joseph K. W. - In: The journal of futures markets 30 (2010) 12, pp. 1167-1191
Persistent link: https://www.econbiz.de/10008901291
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The information content of model-free implied volatility
Cheng, Xin; Fung, Joseph K. W. - In: The journal of futures markets 32 (2012) 8, pp. 792-806
Persistent link: https://www.econbiz.de/10009554749
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New York stock exchange trading halts and volatility
Fong, Wai-ming - In: International review of economics & finance : IREF 5 (1996) 3, pp. 243-257
Persistent link: https://www.econbiz.de/10001214490
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Trade size, order imbalance, and the volatility-volume relation
Chan, Kalok; Fong, Wai-ming - In: Journal of financial economics 57 (2000) 2, pp. 247-273
Persistent link: https://www.econbiz.de/10001494741
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Investor participation and the volatility-volume relation : evidence from an emerging market
Bian, Jiangze; Chan, Kalok; Fong, Wai-ming - In: Emerging markets review 45 (2020)
Persistent link: https://www.econbiz.de/10012503237
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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
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Expectations and risk premia at 8:30AM : macroeconomic announcements and the yield curve
Hördahl, Peter; Remolona, Eli M.; Valente, Giorgio - 2015
Persistent link: https://www.econbiz.de/10011437580
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Understanding the price of volatility risk in carry trades
Ahmed, Shamim; Valente, Giorgio - In: Journal of banking & finance 57 (2015), pp. 118-129
Persistent link: https://www.econbiz.de/10011543818
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Can currency-based risk factors help forecast exchange rates?
Ahmed, Shamim; Liu, Xiaoquan; Valente, Giorgio - In: International journal of forecasting 32 (2016) 1, pp. 75-97
Persistent link: https://www.econbiz.de/10011596451