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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
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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
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Ownership restrictions and stock-price behavior in China
Chan, Kam C.; Cheng, Louis T. W.; Fung, Joseph K. W. - In: The Chinese economy 34 (2001) 1, pp. 29-48
Persistent link: https://www.econbiz.de/10001620337
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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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Market efficiency and cointegration : some evidence in Pacific-Basin black exchange markets
Chan, Kam C. - In: Journal of economics and finance 21 (1997) 1, pp. 25-31
Persistent link: https://www.econbiz.de/10001248744
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Predicting mutual fund performance : a portfolio commonality approach
Cheng, Louis T. W.; Chan, Kam C.; Pi, Lynn K; Guin, Larry - In: International journal of business 8 (2003) 1, pp. 63-85
Persistent link: https://www.econbiz.de/10001767435
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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
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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/10009894086
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Strategic share allocation and underpricings of IPOs in Hong Kong
Cheng, Louis T. W.; Chan, Kam C.; Mak, Billy S. C. - In: International business review : the official journal of … 14 (2005) 1, pp. 41-59
Persistent link: https://www.econbiz.de/10002646803
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Ranking research productivity in accounting for Asia-Pacific universities
Chan, Kam C.; Chen, Carl R.; Cheng, Louis T. W. - In: Review of quantitative finance and accounting 24 (2005) 1, pp. 46-64
Persistent link: https://www.econbiz.de/10002627113