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~person:"Fung, Joseph K. W."
~person:"Liu, Xin"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
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Search: subject_exact:"Arbitrage theory"
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Arbitrage
13
Hong Kong
7
Hongkong
7
Index futures
4
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4
1996-1998
3
Börsenkurs
3
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3
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3
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Fung, Joseph K. W.
Liu, Xin
Jarrow, Robert A.
17
Jouini, Elyès
17
Branch, Ben Shirley
8
Ghosh, Dilip K.
8
Stübinger, Johannes
8
Krauss, Christopher
7
Tse, Yiuman
7
Wei, K. C. John
7
Kallal, Hédi D.
6
Page, Frank H.
6
Wang, Jia
6
Booth, G. Geoffrey
5
Carassus, Laurence
5
Fontaine, Patrice
5
Korajczyk, Robert A.
5
Marshall, Ben R.
5
Napp, Clotilde
5
Protter, Philip E.
5
Whaley, Robert E.
5
Brooks, Robert
4
Chichilnisky, Graciela
4
Fabozzi, Frank J.
4
Fontana, Claudio
4
Frino, Alex
4
Gallagher, Liam
4
Ghosh, Dipasri
4
Jetley, Gaurav
4
Kardaras, Constantinos
4
Kempf, Alexander
4
Le Van, Cuong
4
Lee, Cheng F.
4
McGroarty, Frank
4
Monfort, Alain
4
Moosa, Imad A.
4
Pippenger, John E.
4
Stein, Jeremy C.
4
Stoll, Hans R.
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Switzer, Lorne N.
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The journal of futures markets
6
Economic and political studies : EPS
1
European financial management : the journal of the European Financial Management Association
1
Global finance journal
1
Journal of banking & finance
1
Journal of empirical finance
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ECONIS (ZBW)
13
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1
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10
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13
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1
No more free lunch : the increasing popularity of machine learning and financial market efficiency
Feng, Jian
;
Liu, Xin
- In:
Economic and political studies : EPS
12
(
2024
)
1
,
pp. 34-57
Persistent link: https://www.econbiz.de/10014511615
Saved in:
2
Unpredicted costly dividends and temporary short squeezes
Huo, Xiaolin
;
Liu, Xin
;
Qiu, Zhigang
;
Yang, Sijie
- In:
European financial management : the journal of the …
29
(
2023
)
5
,
pp. 1553-1575
Persistent link: https://www.econbiz.de/10014430227
Saved in:
3
Coreversal : the booms and busts of arbitrage activities in China
Liu, Xin
;
Qiu, Zhigang
;
Shen, Luyao
;
Zheng, Weinan
- In:
Journal of empirical finance
71
(
2023
),
pp. 51-65
Persistent link: https://www.econbiz.de/10014293029
Saved in:
4
How does the exchange-rate regime affect dual-listed share price parity? : evidence from China's A- and H-share markets
Fung, Joseph K. W.
;
Girardin, Eric
;
Hua, Jian
- In:
Journal of international money and finance
129
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013449303
Saved in:
5
One fundamental and two taxes : when does a Tobin tax reduce financial price volatility?
Deng, Yongheng
;
Liu, Xin
;
Wei, Shang-jin
- In:
Journal of financial economics
130
(
2018
)
3
,
pp. 663-692
Persistent link: https://www.econbiz.de/10012051363
Saved in:
6
Covered interest arbitrage profits : the role of liquidity and credit risk
Fong, Wai-ming
;
Valente, Giorgio
;
Fung, Joseph K. W.
- In:
Journal of banking & finance
34
(
2010
)
5
,
pp. 1098-1107
Persistent link: https://www.econbiz.de/10003971367
Saved in:
7
Efficiency of single-stock futures : an intraday analysis
Fung, Joseph K. W.
;
Tse, Yiuman
- In:
The journal of futures markets
28
(
2008
)
6
,
pp. 518-536
Persistent link: https://www.econbiz.de/10003714981
Saved in:
8
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:
9
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:
10
How electronic trading affects bid-ask spreads and arbitrage efficiency between index futures and options
Cheng, Kevin H. K.
;
Fung, Joseph K. W.
;
Tse, Yiuman
- In:
The journal of futures markets
25
(
2005
)
4
,
pp. 375-398
Persistent link: https://www.econbiz.de/10002647868
Saved in:
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