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The effect of extended trading hours on the feedback relationship between cash and futures markets
Chan, Leo H.; Chan, Kam C.; Cheng, Louis T. W. - In: Journal of emerging markets 9 (2004) 1, pp. 5-15
Persistent link: https://www.econbiz.de/10002133820
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Pricing efficiency in a thin market with competitive market makers : box spread strategies in the Hang Seng Index options market
Fung, Joseph K. W.; Mok, Henry M. K.; Wong, Kenneth C. K. - In: The financial review : the official publication of the … 39 (2004) 3, pp. 435-454
Persistent link: https://www.econbiz.de/10002163289
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Effects of electronic trading on the Hang Seng Index futures market
Fung, Joseph K. W.; Lien, Da-hsiang Donald; Tse, Yiuman; … - In: International review of economics & finance : IREF 14 (2005) 4, pp. 415-425
Persistent link: https://www.econbiz.de/10003195716
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Structurally sound dynamic index futures hedging
Kofman, Paul; McGlenchy, Patrick - In: The journal of futures markets 25 (2005) 12, pp. 1173-1202
Persistent link: https://www.econbiz.de/10003244363
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Who trades in the stock index futures market when the underlying cash market is not trading?
Chan, Yue-cheong - In: Pacific-Basin finance journal 13 (2005) 5, pp. 547-561
Persistent link: https://www.econbiz.de/10003176621
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Price exhaustion in the Hang Seng Index
Doucouliagos, Chris (contributor) - 2005
Persistent link: https://www.econbiz.de/10002840331
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Resiliency ability of the underlying spot market after the introduction of index futures contracts : evidence from Hong Kong
Kan, Andy C. N. - In: Journal of emerging market finance 3 (2004) 3, pp. 269-283
Persistent link: https://www.econbiz.de/10002498220
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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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The international price transmission in stock index futures markets
Yang, Jian; Bessler, David A. - In: Economic inquiry : journal of the Western Economic … 42 (2004) 3, pp. 370-386
Persistent link: https://www.econbiz.de/10002141196
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Information content of extended trading for index futures
Cheng, Louis T. W.; Jiang, Li; Ng, Renne W. Y. - In: The journal of futures markets 24 (2004) 9, pp. 861-886
Persistent link: https://www.econbiz.de/10002145981