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Impact of HSI futures trading on the liquidity of constituent stocks

Kan, Andy C. N. - In: Journal of financial management and analysis : … 12 (1999) 1, pp. 28-34

Persistent link: https://www.econbiz.de/10001449932

Resiliency ability of the underlying spot market after the introduction of index futures contracts : evidence from Hong Kong

Kan, Andy C. N. - In: Journal of emerging market finance 3 (2004) 3, pp. 269-283

Persistent link: https://www.econbiz.de/10002498220

Does Warrant Trading Matter in Tracking Errors of China-Focused Exchange-Traded Funds?

Shum, Wai-Cheong; Kan, Andy C. N.; Chen, Tao - In: Chinese Economy 47 (2014) 1, pp. 53-66

This article examines the impact of warrant trading on tracking errors in China-focused exchange-traded funds (ETFs) listed in Hong Kong. We followed Shin and Soydemir (2010) in adopting average absolute differences, standard errors from regression analysis, and standard deviation of return...

Persistent link: https://www.econbiz.de/10010765176

The impact of index futures trading on the betas of the underlying constituent stocks : the case of Hong Kong

Kan, Andy C. N.; Tang, Gordon Y. N. - In: Journal of international financial markets, … 9 (1999) 1, pp. 97-114

Persistent link: https://www.econbiz.de/10001402123

Does warrant trading matter in tracking errors of China-focused exchange-traded funds?

Shum, Wai Cheong; Kan, Andy C. N.; Chen, Tao - In: The Chinese economy 47 (2014) 1, pp. 53-66

Persistent link: https://www.econbiz.de/10010508166