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EARLY UNWINDING STRATEGY IN INDEX OPTIONS-FUTURES ARBITRAGE

Cheng, Louis T. W.; Fung, Joseph K. W.; Pang, Castor - In: Journal of Financial Research 21 (1998) 4, pp. 447-467

Persistent link: https://www.econbiz.de/10010889602

An examination of the determinants of stock price effects of US-Chinese joint venture announcements

Cheng, Louis T. W.; Fung, Joseph K. W.; Lam, Kin - In: International Business Review 7 (1998) 2, pp. 151-161

This paper examines the announcement effects of US-Chinese joint ventures and explores several firm-specific factors which may affect the size of the abnormal returns. A sample of 103 joint ventures during the 1973-1993 period and eight variables, including current ratio, debt ratio, total asset...

Persistent link: https://www.econbiz.de/10009217213

On the arbitrage‐free pricing relationship between index futures and index options: A note

Fung, Joseph K. W.; Chan, Kam C. - In: Journal of Futures Markets 14 (1994) 8, pp. 957-962

Persistent link: https://www.econbiz.de/10011197676

The effect of extended trading hours on the feedback relationship between cash and futures markets

Chan, Leo H.; Chan, Kam C.; Cheng, Louis T. W. - In: Journal of emerging markets 9 (2004) 1, pp. 5-15

Persistent link: https://www.econbiz.de/10002133820

Ranking research productivity in accounting for Asia-Pacific universities

Chan, Kam C.; Chen, Carl R.; Cheng, Louis T. W. - In: Review of quantitative finance and accounting 24 (2005) 1, pp. 46-64

Persistent link: https://www.econbiz.de/10002627113

Net buying pressure, volatility smile, and abnormal profit of Hang Seng Index options

Chan, Kam C.; Cheng, Louis T. W.; Lung, Peter P. - In: The journal of futures markets 24 (2004) 12, pp. 1165-1194

Persistent link: https://www.econbiz.de/10002428697

Asymmetric volatility and trading activity in index futures options

Chan, Kam C.; Cheng, Louis T. W.; Lung, Peter P. - In: The financial review : the official publication of the … 40 (2005) 3, pp. 381-407

Persistent link: https://www.econbiz.de/10003105060

Strategic share allocation and underpricings of IPOs in Hong Kong

Cheng, Louis T. W.; Chan, Kam C.; Mak, Billy S. C. - In: International business review : the official journal of … 14 (2005) 1, pp. 41-59

Persistent link: https://www.econbiz.de/10002646803

Predicting mutual fund performance : a portfolio commonality approach

Cheng, Louis T. W.; Chan, Kam C.; Pi, Lynn K; Guin, Larry - In: International journal of business 8 (2003) 1, pp. 63-85

Persistent link: https://www.econbiz.de/10001767435

Moneyness and the response of the implied volatilities to price changes : the empirical evidence from HSI options

Chan, Kam C.; Cheng, Louis T. W.; Lung, Peter P. - In: Pacific-Basin finance journal 11 (2003) 4, pp. 527-553

Persistent link: https://www.econbiz.de/10001802286