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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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The performance of alternative futures buy-write strategies
Che, Sanry Y. S.; Fung, Joseph K. W. - In: The journal of futures markets 31 (2011) 12, pp. 1202-1227
Persistent link: https://www.econbiz.de/10009355715
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The information content of model-free implied volatility
Cheng, Xin; Fung, Joseph K. W. - In: The journal of futures markets 32 (2012) 8, pp. 792-806
Persistent link: https://www.econbiz.de/10009554749
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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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Are derivative warrants overpriced?
Fung, Joseph K. W.; Zeng, Ted Z. X. - In: The journal of futures markets 32 (2012) 12, pp. 1144-1170
Persistent link: https://www.econbiz.de/10009697764
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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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Pricing efficiency in a thin market with competitive market makers : box spread strategies in the Hang Seng Index options market
Fung, Joseph K. W.; Mok, Henry M. K.; Wong, Kenneth C. K. - In: The financial review : the official publication of the … 39 (2004) 3, pp. 435-454
Persistent link: https://www.econbiz.de/10002163289
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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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How electronic trading affects bid-ask spreads and arbitrage efficiency between index futures and options
Cheng, Kevin H. K.; Fung, Joseph K. W.; Tse, Yiuman - In: The journal of futures markets 25 (2005) 4, pp. 375-398
Persistent link: https://www.econbiz.de/10002647868