Suchergebnisse

Order Imbalance and the Pricing of Index Futures

In: Hong Kong Institute for Monetary and Financial Research (HKIMR) Research Paper WP No. 13/2006

The Information Content of Option Implied Volatility Surrounding the 1997 Hong Kong Stock Market Crash

In: Hong Kong Institute for Monetary and Financial Research (HKIMR) Research Paper WP No. 21/2005

Expiration-Day Effects - An Asian Twist

In: Hong Kong Institute for Monetary and Financial Research (HKIMR) Research Paper WP No. 01/2007

Initial Day Return and Underpricing Cost in Advance Payment Initial Public Offerings

In: Hong Kong Institute for Monetary and Financial Research (HKIMR) Research Paper WP No. 35/2009

Interest Rate Differentials Under an Exchange Rate Convertibility Zone: A Carry Trade Perspective

In: Hong Kong Institute for Monetary and Financial Research (HKIMR) Research Paper WP No. 16/2019

Order Imbalance and the Dynamics of Index and Futures Prices

In: Hong Kong Institute for Monetary and Financial Research (HKIMR) Research Paper WP No. 07/2007

FX Arbitrage and Market Liquidity: Statistical Significance and Economic Value

In: Journal of Banking and Finance, Band 34, Heft 5

Do Derivative Markets Contain Useful Information for Signaling 'Hot Money' Flows?

In: Hong Kong Institute for Monetary and Financial Research (HKIMR) Research Paper WP No. 12/2010

EARLY UNWINDING STRATEGY IN INDEX OPTIONS‐FUTURES ARBITRAGE

In: The journal of financial research: the journal of the Southern Finance Association and the Southwestern Finance Association, Band 21, Heft 4, S. 447-467

ISSN: 1475-6803

The Performance of Passively-Managed Hedged ETFs

Ownership Restrictions and Stock-Price Behavior in China

In: The Chinese economy: translations and studies, Band 34, Heft 1, S. 29-48

ISSN: 1558-0954

Liquidity Crunch in Late 2008: High-Frequency Differentials Between Forward-Implied Funding Costs and Money Market Rates

In: Hong Kong Institute for Monetary and Financial Research (HKIMR) Research Paper WP No. 26/2010