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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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The information content of option implied volatility surrounding the 1997 Hong Kong stock market crash
Fung, Joseph K. W. - In: The journal of futures markets 27 (2007) 6, pp. 555-574
Persistent link: https://www.econbiz.de/10003493107
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Order imbalance and the pricing of index futures
Fung, Joseph K. W. - In: The journal of futures markets 27 (2007) 7, pp. 697-717
Persistent link: https://www.econbiz.de/10003493150
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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 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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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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Interest rate differentials under an exchange rate convertibility zone : a carry trade perspective
Fung, Joseph K. W.; Lam, Eric - 2019
Persistent link: https://www.econbiz.de/10012203057
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A study of abitrage efficiency between the FTSE-100 Index futures and options contracts
Draper, Paul R.; Fung, Joseph K. W. - In: The journal of futures markets 22 (2002) 1, pp. 31-58
Persistent link: https://www.econbiz.de/10001646594
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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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Discretionary government intervention and the mispricing of index futures
Draper, Paul R.; Fung, Joseph K. W. - In: The journal of futures markets 23 (2003) 12, pp. 1159-1189
Persistent link: https://www.econbiz.de/10001828528