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~isPartOf:"The journal of futures markets"
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Fung, Joseph K. W.
11
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The journal of futures markets
The other Hong Kong report
57
Pacific-Basin finance journal
53
HKIMR Working Paper
50
Pacific economic review
49
IMF country report
48
HKIMR working paper
43
Journal of travel and tourism marketing
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IMF staff country report
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Tourism management : research, policies, practice
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Applied financial economics
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Applied economics
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The journal of real estate finance and economics
34
IMF working papers
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Journal of banking & finance
30
International journal of hospitality management
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Review of Pacific Basin financial markets and policies
26
Asian economic journal : journal of the East Asian Economic Association
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Journal of Asian economics
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Asia Pacific business review
24
International review of economics & finance : IREF
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Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
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NBER working paper series
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China economic review : an international journal
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International review of financial analysis
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Xiang gang jing ji xue hui hui kan : annual publ. of the Hong Kong Economic Assoc.
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Journal of international financial markets, institutions & money
21
Working paper / National Bureau of Economic Research, Inc.
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Hong Kong Institute for Monetary and Financial Research (HKIMR) Research Paper WP
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Applied economics letters
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NBER Working Paper
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The Asian journal of public administration
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Asian survey : a bimonthly review of contemporary Asian affairs
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Industrial and trade development in Hong Kong
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Review of quantitative finance and accounting
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Issues & studies : a social science quarterly on China, Taiwan, and East Asian affairs
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Journal of business ethics : JOBE
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ECONIS (ZBW)
29
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1
Estimation and hedging effectiveness of time-varying hedge ratio : nonparametric approaches
Fan, Rui
;
Li, Haiqi
;
Park, Sung Y.
- In:
The journal of futures markets
36
(
2016
)
10
,
pp. 968-991
Persistent link: https://www.econbiz.de/10011568846
Saved in:
2
The impact of sampling frequency on intraday correlation and lead-lag relationships between index futures and individual stocks
Fung, Joseph K. W.
;
Lau, Francis
;
Tse, Yiuman
- In:
The journal of futures markets
35
(
2015
)
10
,
pp. 939-952
Persistent link: https://www.econbiz.de/10011392705
Saved in:
3
Price and volume effects of exchange-traded barrier options : evidence from Callable Bull/Bear Contracts
Lei, Adrian C. H.
- In:
The journal of futures markets
35
(
2015
)
11
,
pp. 1042-1066
Persistent link: https://www.econbiz.de/10011546215
Saved in:
4
Exchange-traded barrier option and VPIN : evidence from Hong Kong
Cheung, William Ming Yan
;
Chou, Robin K.
;
Lei, Adrian C. H.
- In:
The journal of futures markets
35
(
2015
)
6
,
pp. 561-581
Persistent link: https://www.econbiz.de/10011405410
Saved in:
5
The price discovery puzzle in offshore yuan trading : different contributions for different contracts
Ding, David K.
;
Tse, Yiuman
;
Williams, Michael
- In:
The journal of futures markets
34
(
2014
)
2
,
pp. 103-123
Persistent link: https://www.econbiz.de/10010255516
Saved in:
6
Forecasting volatility : roles of sampling frequency and forecasting horizon
Chan, Wing Hong
;
Cheng, Xin
;
Fung, Joseph K. W.
- In:
The journal of futures markets
30
(
2010
)
12
,
pp. 1167-1191
Persistent link: https://www.econbiz.de/10008901291
Saved in:
7
Do small traders contribute to price discovery? : evidence from the Hong Kong Hang Seng Index markets
Tao, Libin
;
Song, Frank M.
- In:
The journal of futures markets
30
(
2010
)
2
,
pp. 156-174
Persistent link: https://www.econbiz.de/10003962438
Saved in:
8
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:
9
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:
10
Value at risk and conditional extreme value theory via Markov regime switching models
Samuel, Yau Man Ze-To
- In:
The journal of futures markets
28
(
2008
)
2
,
pp. 155-181
Persistent link: https://www.econbiz.de/10003647707
Saved in:
11
Optimal hedging with a regime-switching time-varying correlation GARCH model
Lee, Hsiang-tai
;
Yoder, Jonathan
- In:
The journal of futures markets
27
(
2007
)
5
,
pp. 495-516
Persistent link: https://www.econbiz.de/10003493100
Saved in:
12
The information content of option implied volatility surrounding the 1997 Hong Kong stock market crash
Fung, Joseph K. W.
- In:
The journal of futures markets
27
(
2007
)
6
,
pp. 555-574
Persistent link: https://www.econbiz.de/10003493107
Saved in:
13
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:
14
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:
15
Structurally sound dynamic index futures hedging
Kofman, Paul
;
McGlenchy, Patrick
- In:
The journal of futures markets
25
(
2005
)
12
,
pp. 1173-1202
Persistent link: https://www.econbiz.de/10003244363
Saved in:
16
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:
17
The impact of electronic trading on bid-ask spreads : evidence from futures markets in Hong Kong, London, and Sydney
Aitken, Michael J.
;
Frino, Alex
;
Hill, Amelia M.
; …
- In:
The journal of futures markets
24
(
2004
)
7
,
pp. 675-696
Persistent link: https://www.econbiz.de/10002108815
Saved in:
18
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:
19
Information content of extended trading for index futures
Cheng, Louis T. W.
;
Jiang, Li
;
Ng, Renne W. Y.
- In:
The journal of futures markets
24
(
2004
)
9
,
pp. 861-886
Persistent link: https://www.econbiz.de/10002145981
Saved in:
20
Price discovery in the Hang Seng Index markets : index, futures, and the tracker fund
So, Raymond W.
;
Tse, Yiuman
- In:
The journal of futures markets
24
(
2004
)
9
,
pp. 887-907
Persistent link: https://www.econbiz.de/10002145997
Saved in:
21
Expiration day effects : the case of Hong Kong
Chow, Yin-foon
;
Yung, Haynes H. M.
;
Zhang, Hua
- In:
The journal of futures markets
23
(
2003
)
1
,
pp. 67-86
Persistent link: https://www.econbiz.de/10001745975
Saved in:
22
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:
23
Mispricing of index futures contracts and short sales constraints
Fung, Joseph K. W.
;
Draper, Paul R.
- In:
The journal of futures markets
19
(
1999
)
6
,
pp. 695-715
Persistent link: https://www.econbiz.de/10001410400
Saved in:
24
A note on estimating the minimum extended Gini hedge ratio
Lien, Donald
;
Shaffer, David R.
- In:
The journal of futures markets
19
(
1999
)
1
,
pp. 101-113
Persistent link: https://www.econbiz.de/10001377604
Saved in:
25
The profitability of index futures arbitrage : evidence from bid-ask quotes
Bae, Kee-hong
- In:
The journal of futures markets
18
(
1998
)
7
,
pp. 743-763
Persistent link: https://www.econbiz.de/10001249189
Saved in:
26
Short-run deviations and volatility in spot and futures stock returns : evidence from Australia, Hong Kong, and Japan
Choudhry, Taufiq
- In:
The journal of futures markets
17
(
1997
)
6
,
pp. 689-705
Persistent link: https://www.econbiz.de/10001228026
Saved in:
27
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:
28
Stock index futures listing and structural change in time-varying volatility
Yi, Sang-bin
- In:
The journal of futures markets
12
(
1992
)
5
,
pp. 493-509
Persistent link: https://www.econbiz.de/10001129996
Saved in:
29
Undated futures markets
Gehr, Adam K.
- In:
The journal of futures markets
8
(
1988
)
1
,
pp. 89-97
Persistent link: https://www.econbiz.de/10001134568
Saved in:
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