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Intraday price reversals for index futures in the US and Hong Kong
Fung, Alexander Kwok-Wah; Mok, Debby M. Y.; Lam, Kin - In: Journal of banking & finance 24 (2000) 7, pp. 1179-1201
Persistent link: https://www.econbiz.de/10001483888
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Intraday and interday volatility patterns in HSIF contracts
Choi, Daniel F. S. - In: Advances in Pacific Basin financial markets 4 (1998), pp. 93-115
Persistent link: https://www.econbiz.de/10001250674
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The index futures markets : Is screen trading more efficient?
Copeland, Laurence S.; Lam, Kin; Jones, Sally-Ann - In: The journal of futures markets 24 (2004) 4, pp. 337-357
Persistent link: https://www.econbiz.de/10002005362
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Optimal market timing strategies for ARMA(1,1) return processes
Li, Wei; Lam, Kin - In: Advances in investment analysis and portfolio … 7 (2000), pp. 163-190
Persistent link: https://www.econbiz.de/10001542591
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Do the prices of stock index futures in Asia overreact to US market returns?
Fung, Alexander Kwok-wah; Lam, Kin; Lam, Ka-ming - In: Journal of empirical finance 17 (2010) 3, pp. 428-440
Persistent link: https://www.econbiz.de/10009267290
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Study of investors' preference on spot and future markets
Hooi Hooi Lean; Lam, Kin; Wong, Wing Keung - In: Stock returns : cyclicity, prediction and economic …, (pp. 189-200). 2009
Persistent link: https://www.econbiz.de/10003945024
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Stochastic dominance and investors' behavior towards risk : the Hong Kong stocks and futures markets
Lam, Kin; Hooi Hooi Lean; Wong, Wing Keung - In: The international journal of finance 28 (2016) 2, pp. 113-135
Persistent link: https://www.econbiz.de/10011732720
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Overreaction of index futures in Hong Kong
Fung, Alexander Kwok-Wah (contributor); Lam, Kin (contributor) - 2003
Persistent link: https://www.econbiz.de/10001969212