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Mispricing of Index Futures Contracts and Short Sales Constraints
Fung, Joseph K.W.; Draper, Paul - In: The journal of futures markets 19 (1999) 6, pp. 695-716
Persistent link: https://www.econbiz.de/10006842270
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On the Arbitrage-Free Pricing Relationship between Index Futures and Index Options: A Note
Fung, Joseph K.W.; Chan, Kam C. - In: The journal of futures markets 14 (1994) 8, pp. 957-964
Persistent link: https://www.econbiz.de/10006866685
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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/10008225610
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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. 1129-1158
Persistent link: https://www.econbiz.de/10007863220
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The information content of option implied volatility surrounding the 1997 Hong Kong stock market crash
Fung, Joseph K.W. - In: The journal of futures markets 27 (2007) 6, pp. 555-574
Persistent link: https://www.econbiz.de/10007723304
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Order imbalance and the pricing of index futures
Fung, Joseph K.W. - In: The journal of futures markets 27 (2007) 7, pp. 697
Persistent link: https://www.econbiz.de/10007740903
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Effects of electronic trading on the Hang Seng Index futures market
Fung, Joseph K.W.; Lien, Donald; Tse, Yiuman; Tse, Yiu Kuen - In: International review of economics & finance : IREF 14 (2005) 4, pp. 415-426
Persistent link: https://www.econbiz.de/10007639028
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Early unwinding of options-futures arbitrage with bid-ask quotations and transaction prices
Fung, Joseph K.W.; Mok, Henry M.K. - In: Global finance journal 14 (2003) 2, pp. 121-134
Persistent link: https://www.econbiz.de/10007656694
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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. 792-807
Persistent link: https://www.econbiz.de/10009978689
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Stochastic dominance relationships between stock and stock index futures markets: International evidence
Qiao, Zhuo; Wong, Wing-Keung; Fung, Joseph K.W. - In: Economic modelling 33 (2013), pp. 552-559
Persistent link: https://www.econbiz.de/10010161427