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Price discovery in the Hang Seng Index markets : index, futures, and the tracker fund
So, Raymond W.; Tse, Yiuman - In: The journal of futures markets 24 (2004) 9, pp. 887-907
Persistent link: https://www.econbiz.de/10002145997
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How electronic trading affects bid-ask spreads and arbitrage efficiency between index futures and options
Cheng, Kevin H. K.; Fung, Joseph K. W.; Tse, Yiuman - In: The journal of futures markets 25 (2005) 4, pp. 375-398
Persistent link: https://www.econbiz.de/10002647868
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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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The impact of the lengths of estimation periods and hedging horizons on the Hang Seng index futures contract
Fang, Zhenmin - In: Advances in Pacific Basin financial markets 2 (1996), pp. 51-61
Persistent link: https://www.econbiz.de/10001208747
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Intraday price reversals for index futures in the US and Hong Kong
Fung, Alexander Kwok-Wah; Mok, Debby M. Y.; Lam, Kin - In: Journal of banking & finance 24 (2000) 7, pp. 1179-1201
Persistent link: https://www.econbiz.de/10001483888
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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
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Pricing Hang Seng Index options around the Asian financial crisis : a GARCH approach
Duan, Jin-Chuan; Zhang, Hua - In: Journal of banking & finance 25 (2001) 11, pp. 1989-2014
Persistent link: https://www.econbiz.de/10001617904
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Expiration day effects : the case of Hong Kong
Chow, Yin-foon; Yung, Haynes H. M.; Zhang, Hua - In: The journal of futures markets 23 (2003) 1, pp. 67-86
Persistent link: https://www.econbiz.de/10001745975
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Moneyness and the response of the implied volatilities to price changes : the empirical evidence from HSI options
Chan, Kam C.; Cheng, Louis T. W.; Lung, Peter P. - In: Pacific-Basin finance journal 11 (2003) 4, pp. 527-553
Persistent link: https://www.econbiz.de/10001802286
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Structural effects and spillovers in HSIF, HSI and S&P500 volatility
Gannon, Gerard L. (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002035594