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Do expirations of Hang Seug Index derivatives affect stock market volatility?
Bollen, Nicolas P. B.; Whaley, Robert E. - In: Pacific-Basin finance journal 7 (1999) 5, pp. 453-470
Persistent link: https://www.econbiz.de/10001450512
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Stock market closure and intraday stock index futures market volatility : 'contagion', bid-ask bias or both?
Fong, Kingsley; Frino, Alex - In: Pacific-Basin finance journal 9 (2001) 3, pp. 219-232
Persistent link: https://www.econbiz.de/10001585394
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Intraday arbitrage opportunities and price behavior of the Hang Seng Index futures
Ho, Richard Yan-ki - In: Review of futures markets 11 (1994) 3, pp. 413-430
Persistent link: https://www.econbiz.de/10001185977
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Modelling Regulatory Change V's Volume, of Trading Effects in HSIF and HSI Volatility
Gannon, Gerard L. - 2009
In an earlier paper, we adopted a bi-variate BEKK-GARCH framework and employed a systematic approach to examine structural breaks in the Hang Seng Index and Index Futures market volatility. Switching dummy variables were included and tested in the variance equations to check for any structural...
Persistent link: https://www.econbiz.de/10013155666
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The long-term performance of index additions and deletions : evidence from the Hang Seng Index
Kot, Hung Wan; Leung, Harry K. M.; Tang, Gordon Y. N. - In: International review of financial analysis 42 (2015), pp. 407-420
Persistent link: https://www.econbiz.de/10011573583
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The effects of gold prices, the Hang Seng Index, and the Dow Jones Index on the Composite Stock Price Index (CSPI) in Indonesia
Murti, Wahyu - In: International journal of economic perspectives : IJEP 11 (2017) 2, pp. 258-266
Persistent link: https://www.econbiz.de/10012199389
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Stochastic dominance and investors' behavior towards risk : the Hong Kong stocks and futures markets
Lam, Kin; Hooi Hooi Lean; Wong, Wing Keung - In: The international journal of finance 28 (2016) 2, pp. 113-135
Persistent link: https://www.econbiz.de/10011732720
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Probability weighting functions obtained from Hong Kong index option market
Wu, Xinyu; Xie, Haibin; Li, Xindan - In: Economic research 32 (2019) 1,2, pp. 1922-1943
Persistent link: https://www.econbiz.de/10012435281
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Reading PIBOR futures options smiles : the 1997 snap election
Coutant, Sophie; Jondeau, Eric; Rockinger, Michael - In: Journal of banking & finance 25 (2001) 11, pp. 1957-1987
Persistent link: https://www.econbiz.de/10001617901
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Pricing stock index futures with stochastic interest rates
Cakici, Nusret - In: The journal of futures markets 11 (1991) 4, pp. 441-452
Persistent link: https://www.econbiz.de/10001109935