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Joseph K. W. Fung · Study

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Joseph K. W. Fung

10 works· latest 2013· 1 institutionscluster: provisionalORCID 0000-0002-7424-4767

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Citations457

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Most cited in this library

Mispricing of index futures contracts and short sales constraints1999 · 87 citations
Covered interest arbitrage profits: The role of liquidity and credit risk2009 · 73 citations
Price discovery in the foreign exchange futures market2006 · 61 citations
Discretionary government intervention and the mispricing of index futures2003 · 39 citations
Pricing dynamics of index options and index futures in Hong Kong before and during the Asian financial crisis2000 · 38 citations

Works

10 shown

Stochastic dominance relationships between stock and stock index futures markets: International evidence

Economic Modelling·2013·3 authors

31citations

Covered interest arbitrage profits: The role of liquidity and credit risk

Journal of Banking & Finance·2009·3 authors

73citations

The information content of option implied volatility surrounding the 1997 Hong Kong stock market crash

Journal of Futures Markets·2007·1 author

36citations

Price discovery in the foreign exchange futures market

Journal of Futures Markets·2006·2 authors

61citations

The impact of the costs of subscription on measured IPO returns: the case of Asia

Journal of Corporate Finance·2003·3 authors

28citations

Discretionary government intervention and the mispricing of index futures

Journal of Futures Markets·2003·2 authors

39citations

The Lead‐Lag Relation Between Spot and Futures Markets Under Different Short‐Selling Regimes

Financial Review·2001·3 authors

34citations

Pricing dynamics of index options and index futures in Hong Kong before and during the Asian financial crisis

Journal of Futures Markets·2000·3 authors

38citations

Mispricing of index futures contracts and short sales constraints

Journal of Futures Markets·1999·2 authors

87citations

The intraday pricing efficiency of Hong Kong Hang Seng Index options and futures markets

Journal of Futures Markets·1997·3 authors

30citations