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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
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Effects of electronic trading on the Hang Seng Index futures market
Fung, Joseph K. W. (contributor) - 2003
Persistent link: https://www.econbiz.de/10001969187
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Short sales restrictions and the impulse response behavior of index-future price
Hung, Bill W. S.; Fung, Joseph K. W. - 2001
Persistent link: https://www.econbiz.de/10001612482
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A study of arbitrage efficiency between the FTSE-100 index futures and options contracts
Draper, Paul; Fung, Joseph K. W. - 2001
Persistent link: https://www.econbiz.de/10001612483
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Lead-lag relationship between spot and futures markets under different short-selling regimes
Fung, Joseph K. W.; Jiang, Li; Cheng, Louis T. W. - 2001
Persistent link: https://www.econbiz.de/10001612484
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Index options-futures arbitrage : a comparative study with bid-ask and transaction data
Fung, Joseph K. W.; Mok, Henry M. K. - 2000
Persistent link: https://www.econbiz.de/10001612486