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OLC EcoSci
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ECONIS (ZBW)
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41
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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42
Covered interest arbitrage profits: The role of liquidity and credit risk
Fong, Wai-Ming
;
Valente, Giorgio
;
Fung, Joseph K.W.
- In:
Journal of banking & finance
34
(
2010
)
5
,
pp. 1098-1108
Persistent link: https://www.econbiz.de/10008390007
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43
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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44
The impact of financial crisis on the inter-market arbitrage efficiency between stock futures and the underlying stocks
Chiang, Raymond C. P.
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10001969222
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