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Does the introduction of stock index futures destabilize the spot market? : Some cross-country evidence from Asia
Dong, Yan; Fan, Cijun; Zhang, Dayong - In: The Chinese economy 49 (2016) 5, pp. 374-394
Persistent link: https://www.econbiz.de/10011666780
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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
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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
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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
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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
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Examining the impact of index futures on information efficiency of stock market : evidence from US, Japan, Hong Kong and India
Chai, Shanglei - In: International journal of economics and finance 7 (2015) 8, pp. 218-228
Persistent link: https://www.econbiz.de/10011346849
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Hedge ratio stability and hedging effectiveness of time-varying hedge ratios in volatile index futures markets : evidence from the Asian financial crisis
Wang, Janchung; Hsu, Hsinan - In: Asia-Pacific journal of financial studies 39 (2010) 5, pp. 659-686
Persistent link: https://www.econbiz.de/10009231510
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Net buying pressure, volatility smile, and abnormal profit of Hang Seng Index options
Chan, Kam C.; Cheng, Louis T. W.; Lung, Peter P. - In: The journal of futures markets 24 (2004) 12, pp. 1165-1194
Persistent link: https://www.econbiz.de/10002428697
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Return volatilities of stock index futures in Hong Kong : trading versus non-trading periods
Tang, Gordon Y. N. - In: The journal of derivatives : the official publication … 4 (1996) 1, pp. 55-62
Persistent link: https://www.econbiz.de/10001207622
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Intraday and intraweek volatility patterns of Hang Seng Index and index futures, and a test of the wait-to-trade hypothesis
Tang, Gordon Y. N.; Lui, David T. W. - In: Pacific-Basin finance journal 10 (2002) 4, pp. 475-495
Persistent link: https://www.econbiz.de/10001716102