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Effects of electronic trading on the Hang Seng Index futures market
Fung, Joseph K. W., (2005)
How electronic trading affects bid-ask spreads and arbitrage efficiency between index futures and options
Cheng, Kevin H. K., (2005)
Extreme price clustering in the London equity index futures and options markets
Ap Gwilym, Owain, (1998)
The information content of option implied volatility surrounding the 1997 Hong Kong stock market crash
Fung, Joseph K. W., (2007)
Order imbalance and the pricing of index futures
The intraday pricing efficiency of Hong Kong Hang Seng Index options and futures markets
Fung, Joseph K. W., (1997)