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~person:"Fung, Joseph K. W."
~person:"Röder, Klaus"
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Search: subject_exact:"Arbitrage theory"
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Arbitrage
18
Index futures
10
Index-Futures
10
Hong Kong
8
Hongkong
8
Deutschland
5
Germany
5
Bid-ask spread
4
Börsenkurs
4
Capital income
4
Geld-Brief-Spanne
4
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4
Option trading
4
Optionsgeschäft
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Share price
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Theorie
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Theory
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1996-1998
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Derivat
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Finanzkrise
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2001-2003
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Aktienindex
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Efficient market hypothesis
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Futures
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Großbritannien
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Stock index
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United Kingdom
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1991-1992
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China
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English
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Fung, Joseph K. W.
Röder, Klaus
Vayanos, Dimitri
35
Jarrow, Robert A.
22
Gromb, Denis
19
Jouini, Elyès
19
Stübinger, Johannes
19
Chichilnisky, Graciela
16
Krauss, Christopher
16
Jiang, Wei
13
Acharya, Viral V.
12
Goldstein, Itay
12
Page, Frank H.
12
Rime, Dagfinn
12
Kempf, Alexander
11
Stein, Jeremy C.
11
Dionne, Georges
10
Dow, James
10
Ghosh, Dilip K.
10
Stambaugh, Robert F.
10
Zigrand, Jean-Pierre
10
Fabozzi, Frank J.
9
Rahi, Rohit
9
Taylor, Alan M.
9
Yuan, Yu
9
Apreda, Rodolfo
8
Branch, Ben Shirley
8
Edmans, Alex
8
Fardeau, Vincent
8
Franzoni, Francesco
8
Guirguis, Michel
8
Kallal, Hédi D.
8
Kozhan, Roman
8
Le Van, Cuong
8
Poutré, Cédric
8
Syrstad, Olav
8
Tse, Yiuman
8
Whaley, Robert E.
8
Brooks, Robert
7
Bühler, Wolfgang
7
Fontana, Claudio
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Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
3
University of Hong Kong / School of Economics and Finance
1
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The journal of futures markets
6
Arbeitspapiere zur mathematischen Wirtschaftsforschung
3
BRC papers on financial derivatives and investment strategies
3
Discussion paper series / School of Economics, the University of Hong Kong / Economics & Finance Workshop
1
Finanzmarkt und Portfolio-Management
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Global finance journal
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ECONIS (ZBW)
18
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1
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18
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Efficiency of single-stock futures : an intraday analysis
Fung, Joseph K. W.
;
Tse, Yiuman
-
2007
Persistent link: https://www.econbiz.de/10003682741
Saved in:
7
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:
8
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:
9
A study of abitrage efficiency between the FTSE-100 Index futures and options contracts
Draper, Paul R.
;
Fung, Joseph K. W.
- In:
The journal of futures markets
22
(
2002
)
1
,
pp. 31-58
Persistent link: https://www.econbiz.de/10001646594
Saved in:
10
Early unwinding of options-futures arbitrage with bid/ask quotations and transaction prices
Fung, Joseph K. W.
(
contributor
); …
-
2002
Persistent link: https://www.econbiz.de/10001682399
Saved in:
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