//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Fung, Joseph K. W."
~type_genre:"Article in journal"
~type_genre:"Congress Report"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Arbitrage"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Arbitrage
9
Hong Kong
7
Hongkong
7
Index futures
4
Index-Futures
4
1996-1998
3
Financial crisis
3
Finanzkrise
3
Aktienindex
2
Bid-ask spread
2
Derivat
2
Derivative
2
Estimation
2
Geld-Brief-Spanne
2
Option trading
2
Optionsgeschäft
2
Schätzung
2
Stock index
2
Transaction costs
2
Transaktionskosten
2
2001-2003
1
Aktienmarkt
1
Alternate exchange rate regime
1
Börsenkurs
1
Capital income
1
China
1
Credit risk
1
Dual listing
1
Dual-listed stocks
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Electronic trading
1
Elektronisches Handelssystem
1
Exchange rate
1
Exchange rate regime
1
Futures
1
Großbritannien
1
H-share discount
1
Interest rate parity
1
Kapitaleinkommen
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
Congress Report
Aufsatz in Zeitschrift
9
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
9
Author
All
Fung, Joseph K. W.
Jarrow, Robert A.
18
Jouini, Elyès
9
Branch, Ben Shirley
8
Ghosh, Dilip K.
8
Stübinger, Johannes
8
Krauss, Christopher
7
Tse, Yiuman
7
Wei, K. C. John
7
Page, Frank H.
6
Wang, Jia
6
Booth, G. Geoffrey
5
Fontaine, Patrice
5
Korajczyk, Robert A.
5
Marshall, Ben R.
5
Protter, Philip E.
5
Whaley, Robert E.
5
Boisdeffre, Lionel de
4
Brooks, Robert
4
Chichilnisky, Graciela
4
Fabozzi, Frank J.
4
Fontana, Claudio
4
Frino, Alex
4
Gallagher, Liam
4
Ghosh, Dipasri
4
Hilliard, Jitka
4
Jetley, Gaurav
4
Kardaras, Constantinos
4
Kempf, Alexander
4
Le Van, Cuong
4
Lee, Cheng F.
4
Liu, Xin
4
McGroarty, Frank
4
Moosa, Imad A.
4
Perez-Ostafe, Lavinia
4
Pippenger, John E.
4
Stein, Jeremy C.
4
Stoll, Hans R.
4
Switzer, Lorne N.
4
Taylor, Nicholas
4
more ...
less ...
Published in...
All
The journal of futures markets
6
Global finance journal
1
Journal of banking & finance
1
Journal of international money and finance
1
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
Relevance
Date (newest first)
Date (oldest first)
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
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:
7
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:
8
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:
9
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->