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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/10001447775
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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
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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
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Moneyness and the response of the implied volatilities to price changes : the empirical evidence from HSI options
Chan, Kam C.; Cheng, Louis T. W.; Lung, Peter P. - In: Pacific-Basin finance journal 11 (2003) 4, pp. 527-553
Persistent link: https://www.econbiz.de/10001802286
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Net buying pressure, volatility smile, and abnormal profit of Hang Seng Index options
Chan, Kam C.; Cheng, Louis T. W.; Lung, Peter P. - In: The journal of futures markets 24 (2004) 12, pp. 1165-1194
Persistent link: https://www.econbiz.de/10002428697
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Asymmetric volatility and trading activity in index futures options
Chan, Kam C.; Cheng, Louis T. W.; Lung, Peter P. - In: The financial review : the official publication of the … 40 (2005) 3, pp. 381-407
Persistent link: https://www.econbiz.de/10003105060
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The effect of extended trading hours on the feedback relationship between cash and futures markets
Chan, Leo H.; Chan, Kam C.; Cheng, Louis T. W. - In: Journal of emerging markets 9 (2004) 1, pp. 5-15
Persistent link: https://www.econbiz.de/10002133820
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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
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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
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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