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Causality of interest rate, exchange rate and stock prices at stock market open and close in Hong Kong
Mok, Henry M. K. - In: Asia Pacific journal of management : APJM ; a … 10 (1993) 2, pp. 123-143
Persistent link: https://www.econbiz.de/10001154724
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Stationarity of returns and risk of sectoral indices in Hong Kong's stock market
Mok, Henry M. K. - In: Journal of economics and international relations : a … 1 (1987) 3, pp. 267-279
Persistent link: https://www.econbiz.de/10001112349
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The impact of financial crisis on the inter-market arbitrage efficiency between stock futures and the underlying stocks
Chiang, Raymond C. P. (contributor);  … - 2003
Persistent link: https://www.econbiz.de/10001969222
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Short sales restrictions and the impulse response behavior of index-future price
Hung, Bill W. S.; Fung, Joseph K. W. - 2001
Persistent link: https://www.econbiz.de/10001612482
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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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Mispricing of index futures contracts and short sales constraints
Fung, Joseph K. W.; Draper, Paul R. - In: The journal of futures markets 19 (1999) 6, pp. 695-715
Persistent link: https://www.econbiz.de/10001410400
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Discretionary government intervention and the mispricing of index futures
Draper, Paul R.; Fung, Joseph K. W. - In: The journal of futures markets 23 (2003) 12, pp. 1159-1189
Persistent link: https://www.econbiz.de/10001828528
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Stochastic dominance relationships between stock and stock index futures markets : international evidence
Qiao, Zhuo; Wong, Wing Keung; Fung, Joseph K. W. - In: Economic modelling 33 (2013), pp. 552-559
Persistent link: https://www.econbiz.de/10010193326
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The impact of sampling frequency on intraday correlation and lead-lag relationships between index futures and individual stocks
Fung, Joseph K. W.; Lau, Francis; Tse, Yiuman - In: The journal of futures markets 35 (2015) 10, pp. 939-952
Persistent link: https://www.econbiz.de/10011392705
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How does the exchange-rate regime affect dual-listed share price parity? : evidence from China's A- and H-share markets
Fung, Joseph K. W.; Girardin, Eric; Hua, Jian - In: Journal of international money and finance 129 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10013449303