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person:"Chan, Kam C."
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Index futures
6
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6
Hong Kong
5
Hongkong
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2
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Chan, Kam C.
Tse, Yiuman
21
Ryu, Doojin
20
Röder, Klaus
17
Kempf, Alexander
16
Bamberg, Günter
15
Engle, Robert F.
13
Fung, Joseph K. W.
13
Jackwerth, Jens Carsten
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Perrakis, Stylianos
13
Frino, Alex
12
Gannon, Gerard L.
11
Todorov, Viktor
11
Wang, George H. K.
11
Whaley, Robert E.
11
Cheng, Louis T. W.
10
Dorfleitner, Gregor
10
Kurov, Alexander
10
Lee, Cheng F.
10
Mittnik, Stefan
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Noh, Jaesun
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Wang, Janchung
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Ackert, Lucy F.
9
Antoniou, Antonios
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Bohl, Martin T.
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Chung, Huimin
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Han, Qian
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Kane, Alex
9
Koutmos, Gregory
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McMillan, David G.
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Shaikh, Imlak
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Ap Gwilym, Owain
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Booth, G. Geoffrey
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Guidolin, Massimo
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Hou, Yang
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Lam, Kin
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Lien, Da-hsiang Donald
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Puttonen, Vesa
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Subrahmanyam, Avanidhar
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Tian, Yisong Sam
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The journal of futures markets
3
Journal of emerging markets
1
Pacific-Basin finance journal
1
The financial review : the official publication of the Eastern Finance Association
1
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ECONIS (ZBW)
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1
Asymmetric volatility and trading activity in index futures options
Chan, Kam C.
;
Cheng, Louis T. W.
;
Lung, Peter P.
- In:
The financial review : the official publication of the …
40
(
2005
)
3
,
pp. 381-407
Persistent link: https://www.econbiz.de/10003105060
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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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