Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Index futures"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Index options-futures arbitrag...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Index futures
Hong Kong
28
Hongkong
28
Arbitrage
15
Index-Futures
15
Derivat
14
Derivative
14
Börsenkurs
10
Share price
10
Aktienindex
7
Stock index
7
Theorie
7
Theory
7
Bid-ask spread
6
Financial crisis
6
Finanzkrise
6
Geld-Brief-Spanne
6
Option trading
6
Optionsgeschäft
6
Capital income
5
Efficient market hypothesis
5
Effizienzmarkthypothese
5
Interest rate
5
Kapitaleinkommen
5
Volatility
5
Volatilität
5
Zins
5
China
4
Devisenmarkt
4
Electronic trading
4
Elektronisches Handelssystem
4
Exchange rate
4
Financial market regulation
4
Finanzmarktregulierung
4
Foreign exchange market
4
Interest rate parity
4
Liquidity
4
Liquidität
4
Securities trading
4
Transaction costs
4
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Article
11
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
15
Author
All
Fung, Joseph K. W.
15
Cheng, Louis T. W.
3
Tse, Yiuman
3
Chan, Kam C.
2
Draper, Paul R.
2
Yu, Philip L. H.
2
Cheng, Kevin H. K.
1
Draper, Paul
1
Jiang, Li
1
Lau, Francis
1
Lien, Da-hsiang Donald
1
Mok, Henry M. K.
1
Qiao, Zhuo
1
Tse, Yiu Kuen
1
Wong, Kenneth C. K.
1
Wong, Wing Keung
1
more ...
less ...
Published in...
All
The journal of futures markets
8
BRC papers on financial derivatives and investment strategies
3
Economic modelling
1
HKIMR Working Paper
1
International review of economics & finance : IREF
1
The financial review : the official publication of the Eastern Finance Association
1
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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/10002163289
Saved in:
2
Order imbalance and the pricing of index futures
Fung, Joseph K. W.
- In:
The journal of futures markets
27
(
2007
)
7
,
pp. 697-717
Persistent link: https://www.econbiz.de/10003493150
Saved in:
3
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/10001447775
Saved in:
4
The intraday pricing efficiency of Hong Kong Hang Seng Index options and futures markets
Fung, Joseph K. W.
- In:
The journal of futures markets
17
(
1997
)
7
,
pp. 797-815
Persistent link: https://www.econbiz.de/10001228464
Saved in:
5
A study of arbitrage efficiency between the FTSE-100 index futures and options contracts
Draper, Paul
;
Fung, Joseph K. W.
-
2001
Persistent link: https://www.econbiz.de/10001612483
Saved in:
6
Lead-lag relationship between spot and futures markets under different short-selling regimes
Fung, Joseph K. W.
;
Jiang, Li
;
Cheng, Louis T. W.
-
2001
Persistent link: https://www.econbiz.de/10001612484
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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/10002647868
Saved in:
10
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
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
