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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
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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
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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
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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/10006839660
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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
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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
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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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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
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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. - In: The financial review : the official publication of the … 36 (2001) 1, pp. 71-94
Persistent link: https://www.econbiz.de/10005947137
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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. - In: The financial review : the official publication of the … (2001) 1, pp. 71-94
Persistent link: https://www.econbiz.de/10005950549