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Intraday trading activities and volatility in round-the-clock futures markets

Kao, Erin H.; Fung, Hung-gay - In: International review of economics & finance : IREF 21 (2012) 1, pp. 195-209

Persistent link: https://www.econbiz.de/10009486128

Are stock markets in Asia related to carry trade?

Fung, Hung-gay; Tse, Yiuman; Zhao, Lin - In: Pacific-Basin finance journal 25 (2013), pp. 200-216

Persistent link: https://www.econbiz.de/10010346745

The effect of nighttime trading of futures markets on information flows : evidence from China

Fung, Hung-gay; Mai, Liuqing; Zhao, Lin - In: China finance and economic review : CFER 4 (2016), pp. 1-16

Background: In the past couple of years, China's futures exchanges have launched nighttime trading sessions. Methods: We use daily data from 23 commodity futures to investigate the impact of this important policy change. Results: Our findings suggest that the launching of nighttime trading...

Persistent link: https://www.econbiz.de/10011499355

Daily volatility behavior in Chinese futures markets

Chan, Kam C.; Fung, Hung-gay; Leung, Wai K. - In: Journal of international financial markets, … 14 (2004) 5, pp. 491-505

Persistent link: https://www.econbiz.de/10002187133

Cross-market linkages between US and Japanese precious metals futures trading

Xu, Xiaoqing Eleanor; Fung, Hung-gay - In: Journal of international financial markets, … 15 (2005) 2, pp. 107-124

Persistent link: https://www.econbiz.de/10002739130

Volatility, global information, and market consitions : a study in futures markets

Fung, Hung-gay; Patterson, Gary A. - In: The journal of futures markets 21 (2001) 2, pp. 173-196

Persistent link: https://www.econbiz.de/10001542995

International interest rate transmission and volatility spillover

Fung, Hung-gay - In: International review of economics & finance : IREF 6 (1997) 1, pp. 67-75

Persistent link: https://www.econbiz.de/10001218306

The relationship among volatility, volume, bid-ask spread and number of brokers : evidence from intra-day data on the Hong Kong stock market

Fung, Hung-gay; Hwang, Chuan-yang; Leung, Wai-kin - In: Review of Pacific Basin financial markets and policies 1 (1998) 3, pp. 303-320

Persistent link: https://www.econbiz.de/10001367260

The dynamic relationship of volatility, volume, and market depth in currency futures markets

Fung, Hung-gay; Patterson, Gary A. - In: Journal of international financial markets, … 9 (1999) 1, pp. 33-59

Persistent link: https://www.econbiz.de/10001402116

Volatility linkage among currency futures markets during US trading and non-trading periods

Fung, Hung-Gay; Patterson, Gary A. - In: Journal of multinational financial management 9 (1999) 2, pp. 129-153

Persistent link: https://www.econbiz.de/10001373239