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A transactions data test of stock index futures market efficiency and index arbitrage profitability
Chung, Y. Peter
- In:
The journal of finance : the journal of the American …
46
(
1991
)
5
,
pp. 1791-1809
Persistent link: https://www.econbiz.de/10001115515
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2
Depository receipts, country funds, and the peso crash : the intraday evidence
Bailey, Warren
;
Chan, Kalok
;
Chung, Y. Peter
- In:
The journal of finance : the journal of the American …
55
(
2000
)
6
,
pp. 2693-2717
Persistent link: https://www.econbiz.de/10001537344
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3
Foreign ownership restrictions and equity price premiums : what drives the demand for cross-border investments?
Bailey, Warren
;
Chung, Y. Peter
;
Kang, Jun-koo
- In:
Journal of financial and quantitative analysis : JFQA
34
(
1999
)
4
,
pp. 489-511
Persistent link: https://www.econbiz.de/10001436380
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4
A transactions data test of stock index futures market efficiency and index arbitrage profitability
Chung, Y. Peter
-
1989
Persistent link: https://www.econbiz.de/10000827495
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5
Risk and return in the Philippine equity market : a multifactor exploration
Bailey, Warren
- In:
Pacific-Basin finance journal
4
(
1996
)
2
,
pp. 197-218
Persistent link: https://www.econbiz.de/10001334569
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6
Vector autoregression or simultaneous equations model? : The intraday relationship between index arbitrage and market volatility
Chan, Kalok
- In:
Journal of banking & finance
19
(
1995
)
1
,
pp. 173-179
Persistent link: https://www.econbiz.de/10001181847
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7
Why option prices lag stock prices : a trading-based explanation
Chan, Kalok
- In:
The journal of finance : the journal of the American …
48
(
1993
)
5
,
pp. 1957-1967
Persistent link: https://www.econbiz.de/10001155911
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8
Investment restrictions and the pricing of Korean convertible Eurobonds
Bailey, Warren
- In:
Pacific-Basin finance journal
4
(
1996
)
1
,
pp. 93-111
Persistent link: https://www.econbiz.de/10001204430
Saved in:
9
The predictability of stock returns : a nonparametric approach
Chung, Y. Peter
- In:
Econometric reviews
15
(
1996
)
3
,
pp. 299-330
Persistent link: https://www.econbiz.de/10001212112
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10
The intraday behavior of bid-ask spreads for NYSE stocks and CBOE options
Chan, Kalok
- In:
Journal of financial and quantitative analysis : JFQA
30
(
1995
)
3
,
pp. 329-346
Persistent link: https://www.econbiz.de/10001217162
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