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Index futures and the covariability of its underlying constituent stocks : the case of Hong Kong
Kan, Andy C. N., (1997)
Short-run deviations and volatility in spot and futures stock returns : evidence from Australia, Hong Kong, and Japan
Choudhry, Taufiq, (1997)
The role of information in Hong Kong individual stock futures trading
McKenzie, Michael D., (2003)
Intraday price reversals for index futures in the US and Hong Kong
Fung, Alexander Kwok-Wah, (2000)
Overreaction of index futures in Hong Kong
Fung, Alexander Kwok-Wah, (2004)
Do the prices of stock index futures in Asia overreact to US market returns?
Fung, Alexander Kwok-wah, (2010)