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Trading volume, bid-ask spread, and price volatility in futures markets

Wang, George H. K.; Yau, Jot - In: The journal of futures markets 20 (2000) 10, pp. 943-970

Persistent link: https://www.econbiz.de/10001530842

A time series approach to testing for market linkage : unit root and cointegration tests

Wang, George H. K. - In: The journal of futures markets 14 (1994) 4, pp. 457-474

Persistent link: https://www.econbiz.de/10001169791

Trading volume and transaction costs in futures markets

Wang, George H. K. - In: The journal of futures markets 17 (1997) 7, pp. 757-780

Persistent link: https://www.econbiz.de/10001228473

The performance of the Hong Kong Hang Seng Index futures contract in risk-return management

Yau, Jot - In: Pacific-Basin finance journal 1 (1993) 4, pp. 381-406

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Are the US stock market and credit default swap market related? : evidence from the CDX indices

Fung, Hung-gay; Sierra, Gregory E.; Yau, Jot; Zhang, Gaiyan - In: The journal of alternative investments 11 (2008/09) 1, pp. 43-61

Persistent link: https://www.econbiz.de/10003779256

Financing alternatives for Chinese small and medium enterprises : the case for a small and medium enterprise stock market

Fung, Hung-gay; Liu, Qingfeng Wilson; Yau, Jot - In: China & world economy 15 (2007) 1, pp. 26-42

Persistent link: https://www.econbiz.de/10003553663

Business ethics research : a global perspective

Chan, Kam C.; Fung, Hung-gay; Yau, Jot - In: Journal of business ethics : JOBE 95 (2010) 1, pp. 39-53

Persistent link: https://www.econbiz.de/10008655247

Do credit default swaps predict currency values?

Zhang, Gaiyan; Yau, Jot; Fung, Hung-gay - In: Applied financial economics 20 (2010) 4/6, pp. 439-458

Using daily data of four currencies (Japanese Yen (JPY), Euro (EUR), British Pound (GBP) and Australian Dollar (AUD)) in terms of the US Dollar (USD), and JPY, USD, GBP and AUD in terms of the EUR from January 2004 to February 2008, we examine the lead-lag relationship between the Credit Default...

Persistent link: https://www.econbiz.de/10003963392

The impact of sovereign risk on bond duration : evidence from Asian sovereign bond markets

Lee, Hei Wei; Xie, Yan Alice; Yau, Jot - In: International review of economics & finance : IREF 20 (2011) 3, pp. 441-451

Persistent link: https://www.econbiz.de/10009304045

Dim sum bonds : a return and risk analysis

Fung, Hung-gay; Ko, Glenn; Yau, Jot - In: The journal of investing 23 (2014) 2, pp. 59-68

Persistent link: https://www.econbiz.de/10011313427