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Efficiency of single-stock futures : an intraday analysis
Fung, Joseph K. W.; Tse, Yiuman - 2007
Persistent link: https://www.econbiz.de/10003682741
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Market liquidity and FX arbitrage in emerging markets : evidence from Hong Kong tick data
Fong, Wai-ming; Valente, Giorgio; Fung, Joseph K. W. - 2008
Persistent link: https://www.econbiz.de/10003770559
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Expiration-day effects : an Asian twist
Fung, Joseph K. W.; Yung, Haynes H. M. - In: The journal of futures markets 29 (2009) 5, pp. 430-450
Persistent link: https://www.econbiz.de/10003827769
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Order imbalance and the dynamics of index and futures prices
Fung, Joseph K. W.; Yu, Philip L. H. - In: The journal of futures markets 27 (2007) 12, pp. 1129-1157
Persistent link: https://www.econbiz.de/10003627158
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Price discovery in the foreign exchange futures market
Tse, Yiuman; Xiang, Ju; Fung, Joseph K. W. - In: The journal of futures markets 26 (2006) 11, pp. 1131-1143
Persistent link: https://www.econbiz.de/10003392005
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Limit order book transparency, execution risk, and market liquidity : evidence from the Sydney futures exchange
Bortoli, Luke; Frino, Alex; Fung, Joseph K. W.; … - In: The journal of futures markets 26 (2006) 12, pp. 1147-1167
Persistent link: https://www.econbiz.de/10003392008
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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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Efficiency of single-stock futures : an intraday analysis
Fung, Joseph K. W.; Tse, Yiuman - In: The journal of futures markets 28 (2008) 6, pp. 518-536
Persistent link: https://www.econbiz.de/10003714981
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The impact of sampling frequency on intraday correlation and lead-lag relationships between index futures and individual stocks
Fung, Joseph K. W.; Lau, Francis; Tse, Yiuman - In: The journal of futures markets 35 (2015) 10, pp. 939-952
Persistent link: https://www.econbiz.de/10011392705
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Do derivative markets contain useful information for signaling "hot money" flows?
Fung, Joseph K. W.; Webb, Robert I.; Chan, Wing Hong - In: Asia-Pacific journal of financial studies 46 (2017) 3, pp. 491-527
Persistent link: https://www.econbiz.de/10011736133