Narrow search
Showing 1 - 10 of 614
Cover Image
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. 381-408
Persistent link: https://www.econbiz.de/10005921602
Cover Image
TESTING THE NET BUYING PRESSURE HYPOTHESIS DURING THE ASIAN FINANCIAL CRISIS: EVIDENCE FROM HANG SENG INDEX OPTIONS
Chan, Kam C.; Cheng, Louis T.W.; Lung, Peter P. - In: The journal of financial research : a publ. of the … 29 (2006) 1, pp. 43-62
Persistent link: https://www.econbiz.de/10006809160
Cover Image
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
Persistent link: https://www.econbiz.de/10007232433
Cover Image
Recent Developments in Stock Markets - Ownership Restrictions and Stock-Price Behavior in China
Chan, Kam C.; Cheng, Louis T.W.; Fung, Joseph K.W. - In: The Chinese economy 34 (2001) 1, pp. 29
Persistent link: https://www.econbiz.de/10007490021
Cover Image
International Mutual Fund Selectivity and Market Timing During Up and Down Market Conditions
Kao, G.Wenchl; Cheng, Louis T.W.; Chan, Kam C. - In: The financial review : the official publication of the … 33 (1998) 2, pp. 127-144
Persistent link: https://www.econbiz.de/10007354696
Cover Image
The Intraday Pricing Efficiency of Hong Kong Hang Seng Index Options and Futures Markets
Fung, Joseph K.W.; Cheng, Louis T.W.; Chan, Kam C. - In: The journal of futures markets 17 (1997) 7, pp. 797-816
Persistent link: https://www.econbiz.de/10007367514
Cover Image
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 14 (2005) 1, pp. 41-59
In this paper, we introduce two measures of allotment ratios for small investors to examine the strategic share allocation strategy of IPO underwriters in Hong Kong. Employing a sample of 267 IPOs from 1993 to 1997 and statistical analyses including two-sample comparisons and regression models,...
Persistent link: https://www.econbiz.de/10009212895
Cover Image
The impact of the costs of subscription on measured IPO returns: the case of Asia
Fung, Joseph K.W.; Cheng, Louis T.W.; Chan, Kam C. - In: The journal of corporate finance : contracting, … 10 (2004) 3, pp. 459-466
Persistent link: https://www.econbiz.de/10005928521
Cover Image
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/10006839660
Cover Image
Correction - A ranking of accounting research output in the European region
Chan, Kam C.; Chen, Carl R.; Cheng, Louis T.W. - In: Accounting and business research : a research quarterly … 36 (2006) 4, pp. 345-348
Persistent link: https://www.econbiz.de/10007609681