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MISPRICING OF INDEX FUTURES CONTRACTS: A STUDY OF INDEX FUTURES VERSUS INDEX OPTIONS
Fung, Joseph K.W.; Fung, Alexander Kwok-Wah - In: The journal of derivatives : the official publication … 5 (1997) 2, pp. 37-45
Persistent link: https://www.econbiz.de/10007363583
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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
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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/10005926347
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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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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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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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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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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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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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A Study of Arbitrage Efficiency Between the FTSE-100 Index Futures and Options Contracts
Draper, Paul; Fung, Joseph K.W. - In: The journal of futures markets 22 (2002) 1, pp. 31-58
Persistent link: https://www.econbiz.de/10006829306