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Efficiency of single-stock futures : an intraday analysis
Fung, Joseph K. W., (2007)
Early unwinding of options-futures arbitrage with bid-ask quotations and transaction prices
Fung, Joseph K. W., (2003)
Early unwinding of options-futures arbitrage with bid/ask quotations and transaction prices
Fung, Joseph K. W., (2002)
How electronic trading affects bid-ask spreads and arbitrage efficiency between index futures and options
Cheng, Kevin H. K., (2005)
Price discovery in the foreign exchange futures market
Tse, Yiuman, (2006)