The intraday pricing efficiency of hong kong hang seng index options and futures markets

Joseph K W FUNG, Louis T.W. Cheng, Kam C. Chan

    Research output: Contribution to journalJournal articlepeer-review

    26 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)797-815
    Number of pages19
    JournalJournal of Futures Markets
    Issue number7
    Publication statusPublished - 1997

    Scopus Subject Areas

    • Accounting
    • Business, Management and Accounting(all)
    • Finance
    • Economics and Econometrics

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