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~person:"Fung, Joseph K. W."
~person:"Li, Kui-wai"
~subject:"Derivat"
~subject:"Stock index"
~type_genre:"Article in journal"
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Fung, Joseph K. W.
Li, Kui-wai
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Do derivative markets contain useful information for signaling "hot money" flows?
Fung, Joseph K. W.
;
Webb, Robert I.
;
Chan, Wing Hong
- In:
Asia-Pacific journal of financial studies
46
(
2017
)
3
,
pp. 491-527
Persistent link: https://www.econbiz.de/10011736133
Saved in:
2
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/10003827769
Saved in:
3
Order imbalance and the pricing of index futures
Fung, Joseph K. W.
- In:
The journal of futures markets
27
(
2007
)
7
,
pp. 697-717
Persistent link: https://www.econbiz.de/10003493150
Saved in:
4
Order imbalance and the dynamics of index and futures prices
Fung, Joseph K. W.
;
Yu, Philip L. H.
- In:
The journal of futures markets
27
(
2007
)
12
,
pp. 1129-1157
Persistent link: https://www.econbiz.de/10003627158
Saved in:
5
Early unwinding of options-futures arbitrage with bid-ask quotations and transaction prices
Fung, Joseph K. W.
;
Mok, Henry M. K.
- In:
Global finance journal
14
(
2003
)
2
,
pp. 121-133
Persistent link: https://www.econbiz.de/10001763776
Saved in:
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