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Intraday and interday volatility patterns in HSIF contracts
Choi, Daniel F. S. - In: Advances in Pacific Basin financial markets 4 (1998), pp. 93-115
Persistent link: https://www.econbiz.de/10001250674
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Structural models: intra- inter-day volatility transmission and spillover persistence of the HSI, HSIF and S&P500 futures
Gannon, Gerard L. - In: International review of financial analysis 7 (1998) 1, pp. 19-36
Persistent link: https://www.econbiz.de/10001252958
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Structural simultaneous volatility systems : volatility transmission and spillover effects
Gannon, Gerard L. - 1997
Persistent link: https://www.econbiz.de/10000964264
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Mispricing of index futures contracts and short sales constraints
Fung, Joseph K. W.; Draper, Paul R. - In: The journal of futures markets 19 (1999) 6, pp. 695-715
Persistent link: https://www.econbiz.de/10001410400
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The impact of index futures trading on the betas of the underlying constituent stocks : the case of Hong Kong
Kan, Andy C. N.; Tang, Gordon Y. N. - In: Journal of international financial markets, … 9 (1999) 1, pp. 97-114
Persistent link: https://www.econbiz.de/10001402123
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Short-run deviations and volatility in spot and futures stock returns : evidence from Australia, Hong Kong, and Japan
Choudhry, Taufiq - In: The journal of futures markets 17 (1997) 6, pp. 689-705
Persistent link: https://www.econbiz.de/10001228026
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The intraday pricing efficiency of Hong Kong Hang Seng Index options and futures markets
Fung, Joseph K. W. - In: The journal of futures markets 17 (1997) 7, pp. 797-815
Persistent link: https://www.econbiz.de/10001228464
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Market closure effects on return, volatility, and turnover patterns in the Hong Kong index futures market
Ho, Richard Yan-ki; Lee, Raymond Siu-kuen - In: Journal of international financial markets, … 8 (1998) 3/4, pp. 433-451
Persistent link: https://www.econbiz.de/10001445782
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Pricing dynamics of index options and index futures in Hong Kong before and during the Asian financial crisis
Cheng, Louis T. W.; Fung, Joseph K. W.; Chan, Kam C. - In: The journal of futures markets 20 (2000) 2, pp. 145-166
Persistent link: https://www.econbiz.de/10001447775
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Impact of HSI futures trading on the liquidity of constituent stocks
Kan, Andy C. N. - In: Journal of financial management and analysis : … 12 (1999) 1, pp. 28-34
Persistent link: https://www.econbiz.de/10001449932