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Fung, Joseph K.W.
29
Valente, Giorgio
22
Fong, Wai-Ming
12
Sarno, Lucio
12
Cheng, Louis T.W.
7
Chan, Kam C.
5
Mok, Henry M.K.
4
Thornton, Daniel L.
4
Tse, Yiuman
4
Chan, Kalok
3
Clarida, Richard H.
3
Draper, Paul
3
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3
Chan, Siu-Yeung
2
Jiang, Li
2
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1
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1
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1
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1
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The journal of futures markets
16
Journal of banking & finance
4
The financial review : the official publication of the Eastern Finance Association
4
The review of financial studies
4
Journal of business finance & accounting : JBFA
3
Journal of international money and finance
3
Applied financial economics
2
International review of economics & finance : IREF
2
Journal of international economics
2
The Chinese economy
2
The journal of financial research : a publ. of the School of Business Administration, Georgetown University
2
Working paper / National Bureau of Economic Research, Inc
2
Economic inquiry : journal of the Western Economic Association International
1
Economic modelling
1
Global finance journal
1
IMF staff papers
1
International business review : the official journal of the European International Business Academy
1
International journal of finance & economics : IJFE
1
Journal of applied econometrics
1
Journal of financial and quantitative analysis : JFQA
1
Journal of forecasting
1
Journal of money, credit and banking : JMCB
1
Review of finance : journal of the European Finance Association
1
Rivista di politica economica
1
The journal of business : B
1
The journal of corporate finance : contracting, governance and organization
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
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OLC EcoSci
ECONIS (ZBW)
114
RePEc
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Covered interest arbitrage profits: The role of liquidity and credit risk
Fong, Wai-Ming
;
Valente, Giorgio
;
Fung, Joseph K.W.
- In:
Journal of banking & finance
34
(
2010
)
5
,
pp. 1098-1108
Persistent link: https://www.econbiz.de/10008390007
Saved in:
2
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:
3
Discretionary government intervention and the mispricing of index futures
Draper, Paul
;
Fung, Joseph K.W.
- In:
The journal of futures markets
23
(
2003
)
12
,
pp. 1159-1190
Persistent link: https://www.econbiz.de/10006820298
Saved in:
4
A Study of Arbitrage Efficiency Between the FTSE-100 Index Futures and Options Contracts
Draper, Paul
;
Fung, Joseph K.W.
- In:
The journal of futures markets
22
(
2002
)
1
,
pp. 31-58
Persistent link: https://www.econbiz.de/10006829306
Saved in:
5
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:
6
Mispricing of Index Futures Contracts and Short Sales Constraints
Fung, Joseph K.W.
;
Draper, Paul
- In:
The journal of futures markets
19
(
1999
)
6
,
pp. 695-716
Persistent link: https://www.econbiz.de/10006842270
Saved in:
7
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/10006809630
Saved in:
8
Free Float And Market Liquidity: A Study Of Hong Kong Government Intervention
Chan, Kalok
;
Chan, Yue-Cheong
;
Fong, Wai-Ming
- In:
The journal of financial research : a publ. of the …
27
(
2004
)
2
,
pp. 179-198
Persistent link: https://www.econbiz.de/10006817753
Saved in:
9
Relative informational efficiency of cash, futures, and options markets: The case of an emerging market
Chiang, Raymond
;
Fong, Wai-Ming
- In:
Journal of banking & finance
25
(
2001
)
2
,
pp. 355-376
Persistent link: https://www.econbiz.de/10005893892
Saved in:
10
Pricing Efficiency in a Thin Market with Competitive Market Makers: Box Spread Strategies in the Hang Seng Index Options Market
Fung, Joseph K.W.
;
Mok, Henry M.K.
;
Wong, Kenneth C.K.
- In:
The financial review : the official publication of the …
39
(
2004
)
3
,
pp. 435-454
Persistent link: https://www.econbiz.de/10005926347
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