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The information content of option implied volatility surrounding the 1997 Hong Kong stock market crash
Fung, Joseph K. W. - In: The journal of futures markets 27 (2007) 6, pp. 555-574
Persistent link: https://www.econbiz.de/10003493107
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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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Forecasting volatility : roles of sampling frequency and forecasting horizon
Chan, Wing Hong; Cheng, Xin; Fung, Joseph K. W. - In: The journal of futures markets 30 (2010) 12, pp. 1167-1191
Persistent link: https://www.econbiz.de/10008901291
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The information content of model-free implied volatility
Cheng, Xin; Fung, Joseph K. W. - In: The journal of futures markets 32 (2012) 8, pp. 792-806
Persistent link: https://www.econbiz.de/10009554749
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Do derivative markets contain useful information for signaling "hot money" flows?
Fung, Joseph K. W.; Webb, Robert I.; Chan, Wing Hong - In: Asia-Pacific journal of financial studies 46 (2017) 3, pp. 491-527
Persistent link: https://www.econbiz.de/10011736133