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~person:"Chau, K. W."
~person:"Cheng, Louis T. W."
~person:"Jao, Yu-ching"
~subject:"Index-Futures"
~type_genre:"Aufsatz in Zeitschrift"
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Index-Futures
Hong Kong
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9
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9
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Aufsatz in Zeitschrift
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Chau, K. W.
Cheng, Louis T. W.
Jao, Yu-ching
Fung, Joseph K. W.
9
Chan, Kam C.
5
Tang, Gordon Y. N.
5
Ho, Richard Yan-ki
4
Kan, Andy C. N.
4
Lam, Kin
4
Tse, Yiuman
4
Gannon, Gerard L.
3
Zhang, Hua
3
Au-Yeung, Siu Pang
2
Chan, Yue-cheong
2
Chiang, Raymond
2
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2
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2
Li, Wei
2
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2
Wang, Janchung
2
Bae, Kee-hong
1
Batten, Jonathan A.
1
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1
Bollen, Nicolas P. B.
1
Chai, Shanglei
1
Chan, Kalok
1
Chan, Leo H.
1
Chan, Wai-Sum
1
Cheng, Kevin H. K.
1
Cheung, Stephen Y. L.
1
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1
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1
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1
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1
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1
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1
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The journal of futures markets
4
Review of quantitative finance and accounting
2
Journal of emerging markets
1
Pacific-Basin finance journal
1
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ECONIS (ZBW)
8
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1
The impact of H-share derivatives on the underlying equity market
Wang, Steven Shuye
;
Li, Wei
;
Cheng, Louis T. W.
- In:
Review of quantitative finance and accounting
32
(
2009
)
3
,
pp. 235-267
Persistent link: https://www.econbiz.de/10003846977
Saved in:
2
Price reversals versus price continuations: the transitory price effects of futures trading extension on the underlying stock market
Chan, Yue-cheong
;
Cheng, Louis T. W.
- In:
Review of quantitative finance and accounting
33
(
2009
)
2
,
pp. 159-176
Persistent link: https://www.econbiz.de/10003880542
Saved in:
3
The effect of extended trading hours on the feedback relationship between cash and futures markets
Chan, Leo H.
;
Chan, Kam C.
;
Cheng, Louis T. W.
- In:
Journal of emerging markets
9
(
2004
)
1
,
pp. 5-15
Persistent link: https://www.econbiz.de/10002133820
Saved in:
4
Net buying pressure, volatility smile, and abnormal profit of Hang Seng Index options
Chan, Kam C.
;
Cheng, Louis T. W.
;
Lung, Peter P.
- In:
The journal of futures markets
24
(
2004
)
12
,
pp. 1165-1194
Persistent link: https://www.econbiz.de/10002428697
Saved in:
5
Information content of extended trading for index futures
Cheng, Louis T. W.
;
Jiang, Li
;
Ng, Renne W. Y.
- In:
The journal of futures markets
24
(
2004
)
9
,
pp. 861-886
Persistent link: https://www.econbiz.de/10002145981
Saved in:
6
Moneyness and the response of the implied volatilities to price changes : the empirical evidence from HSI options
Chan, Kam C.
;
Cheng, Louis T. W.
;
Lung, Peter P.
- In:
Pacific-Basin finance journal
11
(
2003
)
4
,
pp. 527-553
Persistent link: https://www.econbiz.de/10001802286
Saved in:
7
Pricing dynamics of index options and index futures in Hong Kong before and during the Asian financial crisis
Cheng, Louis T. W.
;
Fung, Joseph K. W.
;
Chan, Kam C.
- In:
The journal of futures markets
20
(
2000
)
2
,
pp. 145-166
Persistent link: https://www.econbiz.de/10001447775
Saved in:
8
The intraday pricing efficiency of Hong Kong Hang Seng Index options and futures markets
Fung, Joseph K. W.
- In:
The journal of futures markets
17
(
1997
)
7
,
pp. 797-815
Persistent link: https://www.econbiz.de/10001228464
Saved in:
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