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

Joseph K.W. Fung, Tsz Wan Cheng, Kam C. Chan

Research output: Journal article publication › Journal article › Academic research › peer-review

ASJC Scopus subject areas

@article{5fdd8bd969284f2b8e6f0f704795c3ab,

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

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

year = "1997",

month = jan,

day = "1",

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, Tsz Wan

AU - Chan, Kam C.

PY - 1997/1/1

Y1 - 1997/1/1

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

SN - 0270-7314

VL - 17

SP - 797

EP - 815

JO - Journal of Futures Markets

JF - Journal of Futures Markets

IS - 7

ER -