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 journal › Journal article › peer-review

26 Citations (Scopus)

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@article{a6cfe8df1b264884a6da1b865078dc88,

title = "The intraday pricing efficiency of hong kong hang seng index options and futures markets",

author = "Fung, {Joseph K.W.} and Cheng, {Louis T.W.} and Chan, {Kam C.}",

year = "1997",

doi = "10.1002/(SICI)1096-9934(199710)17:7<797::AID-FUT4>3.0.CO;2-I",

language = "English",

volume = "17",

pages = "797--815",

journal = "Journal of Futures Markets",

issn = "0270-7314",

publisher = "Wiley-Liss Inc.",

number = "7",

}

TY - JOUR

T1 - The intraday pricing efficiency of hong kong hang seng index options and futures markets

AU - Fung, Joseph K.W.

AU - Cheng, Louis T.W.

AU - Chan, Kam C.

PY - 1997

Y1 - 1997

UR - http://www.scopus.com/inward/record.url?scp=0031491484&partnerID=8YFLogxK

U2 - 10.1002/(SICI)1096-9934(199710)17:7<797::AID-FUT4>3.0.CO;2-I

DO - 10.1002/(SICI)1096-9934(199710)17:7<797::AID-FUT4>3.0.CO;2-I

M3 - Journal article

AN - SCOPUS:0031491484

SN - 0270-7314

VL - 17

SP - 797

EP - 815

JO - Journal of Futures Markets

JF - Journal of Futures Markets

IS - 7

ER -