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OLC EcoSci
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ECONIS (ZBW)
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1
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/10006839660
Saved in:
2
The impact of the costs of subscription on measured IPO returns: the case of Asia
Fung, Joseph K.W.
;
Cheng, Louis T.W.
;
Chan, Kam C.
- In:
The journal of corporate finance : contracting, …
10
(
2004
)
3
,
pp. 459-466
Persistent link: https://www.econbiz.de/10005928521
Saved in:
3
The Intraday Pricing Efficiency of Hong Kong Hang Seng Index Options and Futures Markets
Fung, Joseph K.W.
;
Cheng, Louis T.W.
;
Chan, Kam C.
- In:
The journal of futures markets
17
(
1997
)
7
,
pp. 797-816
Persistent link: https://www.econbiz.de/10007367514
Saved in:
4
The Lead-Lag Relation Between Spot and Futures Markets Under Different Short-Selling Regimes
Jiang, Li
;
Fung, Joseph K.W.
;
Cheng, Louis T.W.
- In:
The financial review : the official publication of the …
36
(
2001
)
3
,
pp. 65-88
Persistent link: https://www.econbiz.de/10005946888
Saved in:
5
PAPERS - An examination of the determinants of stock price effects of US -- Chinese joint venture announcements
Cheng, Louis T.W.
;
Fung, Joseph K.W.
;
Lam, Kin
- In:
International business review : the official journal of …
7
(
1998
)
2
,
pp. 151-162
Persistent link: https://www.econbiz.de/10005973774
Saved in:
6
Early Unwinding Strategy in Index Options-Futures Arbitrage
Cheng, Louis T.W.
;
Fung, Joseph K.W.
;
Pang, Castor
- In:
The journal of financial research : a publ. of the …
21
(
1998
)
4
,
pp. 447-468
Persistent link: https://www.econbiz.de/10007347119
Saved in:
7
On the Arbitrage-Free Pricing Relationship between Index Futures and Index Options: A Note
Fung, Joseph K.W.
;
Chan, Kam C.
- In:
The journal of futures markets
14
(
1994
)
8
,
pp. 957-964
Persistent link: https://www.econbiz.de/10006866685
Saved in:
8
TESTING THE NET BUYING PRESSURE HYPOTHESIS DURING THE ASIAN FINANCIAL CRISIS: EVIDENCE FROM HANG SENG INDEX OPTIONS
Chan, Kam C.
;
Cheng, Louis T.W.
;
Lung, Peter P.
- In:
The journal of financial research : a publ. of the …
29
(
2006
)
1
,
pp. 43-62
Persistent link: https://www.econbiz.de/10006809160
Saved in:
9
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/10006815197
Saved in:
10
Publications in Major Marketing Journals: An Analysis of Research Productivity of Asia-Pacific Universities
Cheng, Louis T.W.
;
Chan, Kam C.
;
Chan, Ricky Y.K.
- In:
Journal of marketing education : JME
25
(
2003
)
2
,
pp. 163-176
Persistent link: https://www.econbiz.de/10006253787
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