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Inequality among cities, business cycles, and the Copper futures market : editor's introduction

Fung, Hung-gay - In: The Chinese economy 46 (2013) 3, pp. 3-5

Persistent link: https://www.econbiz.de/10009781968

Daily volatility behavior in Chinese futures markets

Chan, Kam C.; Fung, Hung-gay; Leung, Wai K. - In: Journal of international financial markets, … 14 (2004) 5, pp. 491-505

Persistent link: https://www.econbiz.de/10002187133

Information flows between the U.S. and China commodity futures trading

Fung, Hung-gay; Leung, Wai K.; Xu, Xiaoqing Eleanor - In: Review of quantitative finance and accounting 21 (2003) 3, pp. 267-285

Persistent link: https://www.econbiz.de/10001839848

Cross-market linkages between US and Japanese precious metals futures trading

Xu, Xiaoqing Eleanor; Fung, Hung-gay - In: Journal of international financial markets, … 15 (2005) 2, pp. 107-124

Persistent link: https://www.econbiz.de/10002739130

The leading role of the Chinese futures in the world commodity futures markets

Fung, Hung-gay; Tse, Yiuman; Yau, Jot; Zhao, Lin - In: International financial markets, (pp. 25-49). 2013

Persistent link: https://www.econbiz.de/10010204793

Inequality among cities, business cycles, and the copper futures market

Fung, Hung-gay (contributor) - 2013

Persistent link: https://www.econbiz.de/10009793546

The information flow and market efficiency between th US and Chinese aluminium and copper futures markets

Fung, Hung-gay; Liu, Qingfeng Wilson; Tse, Yiuman - In: The journal of futures markets 30 (2010) 12, pp. 1192-1209

Persistent link: https://www.econbiz.de/10008901289

A leader of the world commodity futures markets in the making? : the case of China's commodity futures

Fung, Hung-gay; Tse, Yiuman; Yau, Jot; Zhao, Lin - In: International review of financial analysis 27 (2013), pp. 103-114

Persistent link: https://www.econbiz.de/10009736927

The effect of nighttime trading of futures markets on information flows : evidence from China

Fung, Hung-gay; Mai, Liuqing; Zhao, Lin - In: China finance and economic review : CFER 4 (2016), pp. 1-16

Background: In the past couple of years, China's futures exchanges have launched nighttime trading sessions. Methods: We use daily data from 23 commodity futures to investigate the impact of this important policy change. Results: Our findings suggest that the launching of nighttime trading...

Persistent link: https://www.econbiz.de/10011499355

2 The Leading Role of the Chinese Futures in the World Commodity Futures Markets

Fung, Hung-Gay; Tse, Yiuman; Yau, Jot; Zhao, Lin - In: International financial markets, (pp. 25-49). 2014

This study explores the price linkage between the Chinese commodity futures market and other dominant futures markets, and examines the forces behind the price linkages. The contribution by the trading hour innovations in the United States (or United Kingdom) market to the overnight price...

Persistent link: https://www.econbiz.de/10015368581