Covered interest arbitrage profits: The role of liquidity and credit risk von Fong, Wai-Ming, Valente, Giorgio, Fung, Joseph K.W.

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The Impact of Sampling Frequency on Intraday Correlation and Lead-Lag Relationships Between Index Futures and Individual Stocks von Fung, Joseph K.W., Lau, Francis, Tse, Yiuman

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How does the exchange-rate regime affect dual-listed share price parity? Evidence from China’s A- and H-share markets von Fung, Joseph K.W., Girardin, Eric, Hua, Jian

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The Impact of ESG Rating on Hedging Downside Risks: Evidence from a Weight-Tilted Hang Seng Index von Fung, Joseph K. W., Lam, F. Y. Eric, Tse, Yiuman

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The impact of the costs of subscription on measured IPO returns: the case of Asia von Fung, Joseph K.W, Cheng, Louis T.W, Chan, Kam C

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Effects of electronic trading on the Hang Seng Index futures market von Fung, Joseph K.W., Lien, Donald, Tse, Yiuman, Tse, Yiu Kuen

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Stochastic dominance relationships between stock and stock index futures markets: International evidence von Qiao, Zhuo, Wong, Wing-Keung, Fung, Joseph K.W.

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The Information Content of Model-Free Implied Volatility von Cheng, Xin, Fung, Joseph K.W.

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Do Derivative Markets Contain Useful Information for Signaling “Hot Money” Flows? von Fung, Joseph K. W., Webb, Robert I., Chan, Wing H.

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Price discovery in the foreign exchange futures market von Tse, Yiuman, Xiang, Ju, Fung, Joseph K. W.

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Are Derivative Warrants Overpriced? von Fung, Joseph K. W., Zeng, Ted Z. X.

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The information content of option implied volatility surrounding the 1997 Hong Kong stock market crash von Fung, Joseph K. W.

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Forecasting volatility: Roles of sampling frequency and forecasting horizon von Chan, Wing Hong, Cheng, Xin, Fung, Joseph K.W.

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Order imbalance and the pricing of index futures von Fung, Joseph K.W.

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The performance of alternative futures buy-write strategies von Che, Sanry Y.S., Fung, Joseph K.W.

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Efficiency of single-stock futures: An intraday analysis von Fung, Joseph K.W., Tse, Yiuman

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Expiration-day effects-An Asian twist von Fung, Joseph K. W., Yung, Haynes H. M.

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Order imbalance and the dynamics of index and futures prices von Fung, Joseph K.W., Yu, Philip L.H.

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Discretionary government intervention and the mispricing of index futures von Draper, Paul, Fung, Joseph K. W.

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Mispricing of index futures contracts and short sales constraints von Fung, Joseph K. W., Draper, Paul

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