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21
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/10006809630
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22
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
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23
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
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24
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/10005926347
Saved in:
25
The Lead-Lag Relation Between Spot and Futures Markets Under Different Short-Selling Regimes
Jiang, Li
;
Fung, Joseph K.W.
;
Cheng, Louis T.W.
- In:
The financial review : the official publication of the …
36
(
2001
)
3
,
pp. 65-88
Persistent link: https://www.econbiz.de/10005946888
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26
Index Options-Futures Arbitrage: A Comparative Study with Bid-Ask and Transaction Data
Fung, Joseph K.W.
;
Mok, Henry M.K.
- In:
The financial review : the official publication of the …
36
(
2001
)
1
,
pp. 71-94
Persistent link: https://www.econbiz.de/10005947137
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27
Index Options-Futures Arbitrage: A Comparative Study with Bid-Ask and Transaction Data
Fung, Joseph K.W.
;
Mok, Henry M.K.
- In:
The financial review : the official publication of the …
(
2001
)
1
,
pp. 71-94
Persistent link: https://www.econbiz.de/10005950549
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28
PAPERS - 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 : the official journal of …
7
(
1998
)
2
,
pp. 151-162
Persistent link: https://www.econbiz.de/10005973774
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29
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
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30
New York Stock Exchange trading halts and volatility
Fong, Wai-Ming
- In:
International Review of Economics & Finance
5
(
1996
)
3
,
pp. 243-257
Persistent link: https://www.econbiz.de/10005107389
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