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The Informational Role of Stock and Option Volume

Chan, Kalok; Chung, Y. Peter; Fong, Wai-Ming - In: Review of Financial Studies 15 (2002) 4, pp. 1049-1075

This article analyzes the intraday interdependence of order flows and price movements for actively traded NYSE stocks and their Chicago Board Options Exchange (CBOE)-traded options. Stock net trade volume (buyer-initiated volume minus seller-initiated volume) has strong predictive ability for...

Persistent link: https://www.econbiz.de/10005743886

Free Float And Market Liquidity: A Study Of Hong Kong Government Intervention

Chan, Kalok; Chan, Yue-Cheong; Fong, Wai-Ming - In: The journal of financial research : a publ. of the … 27 (2004) 2, pp. 179-198

Persistent link: https://www.econbiz.de/10006817753

Relative informational efficiency of cash, futures, and options markets: The case of an emerging market

Chiang, Raymond; Fong, Wai-Ming - In: Journal of banking & finance 25 (2001) 2, pp. 355-376

Persistent link: https://www.econbiz.de/10005893892

International interest rates and US monetary policy announcements : evidence from Hong Kong and Singapore

Valente, Giorgio - In: Journal of international money and finance 28 (2009) 6, pp. 920-940

Persistent link: https://www.econbiz.de/10003888022

Market liquidity and funding liquidity : an empirical investigation

Valente, Giorgio - 2010

Persistent link: https://www.econbiz.de/10003982369

Introduction to the special issue of Pacific Economic Review on macro and micro international flows

Valente, Giorgio - In: Pacific economic review 17 (2012) 3, pp. 366-367

Persistent link: https://www.econbiz.de/10009692175

The cost of credibility : Italian public finance, interest-rate differentials and market learning in the 90s

Valente, Giorgio - In: Rivista di politica economica 88 (1998) 12, pp. 51-98

Persistent link: https://www.econbiz.de/10001432720

Monetary policy rules and regime shifts

Valente, Giorgio - In: Applied financial economics 13 (2003) 7, pp. 525-535

Persistent link: https://www.econbiz.de/10001770781

Short sales restrictions and the impulse response behavior of index-future price

Hung, Bill W. S.; Fung, Joseph K. W. - 2001

Persistent link: https://www.econbiz.de/10001612482

A study of arbitrage efficiency between the FTSE-100 index futures and options contracts

Draper, Paul; Fung, Joseph K. W. - 2001

Persistent link: https://www.econbiz.de/10001612483

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