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

被引：0

作者：

Fung, JKW

Cheng, LTW

Chan, KC

机构：

[1] MURRAY STATE UNIV,MURRAY,KY

[2] UNIV WISCONSIN PARKSIDE,KENOSHA,WI 53141

来源：

JOURNAL OF FUTURES MARKETS | 1997年 / 17卷 / 07期

关键词：

D O I：

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

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

[No abstract available]

引用

页码：797 / 815

页数：19

共 50 条

[31] CHANGING VOLATILITY AND THE PRICING OF OPTIONS ON STOCK INDEX FUTURES
PARK, HY
SEARS, RS
[J]. JOURNAL OF FINANCIAL RESEARCH, 1985, 8 (04) : 265 - 274
[32] THE PRICING OF FUTURES AND OPTIONS CONTRACTS ON THE VALUE LINE INDEX
EYTAN, TH
HARPAZ, G
[J]. JOURNAL OF FINANCE, 1986, 41 (04): : 843 - 855
[33] A NOTE ON VOLATILITY AND PRICING OF FUTURES OPTIONS DURING CHOPPY MARKETS
WEBB, RI
[J]. JOURNAL OF FUTURES MARKETS, 1987, 7 (03) : 333 - 337
[34] Pricing options in Hong Kong market based on neural networks
Liang, Xun
Zhang, Haisheng
Yang, Jian
[J]. NEURAL INFORMATION PROCESSING, PT 3, PROCEEDINGS, 2006, 4234 : 410 - 419
[35] Pricing Efficiency and Arbitrage in the Bitcoin Spot and Futures Markets
Lee, Seungho
El Meslmani, Nabil
Switzer, Lorne N.
[J]. RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, 2020, 53
[36] Intraday information from S&P 500 Index futures options
Lim, Kian Guan
Chen, Ying
Yap, Nelson K. L.
[J]. JOURNAL OF FINANCIAL MARKETS, 2019, 42 : 29 - 55
[37] Effectiveness of simple technical trading rules in the Hong Kong futures markets
Raj, M
Thurston, D
[J]. APPLIED ECONOMICS LETTERS, 1996, 3 (01): : 33 - 36
[38] Intraday periodicity in the relationship between the stock and stock index futures markets.
Perez-Rodriguez, Jorge V.
[J]. REVISTA DE ECONOMIA APLICADA, 2005, 13 (38): : 65 - 94
[39] USING INTRADAY DATA TO TEST FOR EFFECTS OF INDEX FUTURES ON THE UNDERLYING STOCK MARKETS
CHOI, H
SUBRAHMANYAM, A
[J]. JOURNAL OF FUTURES MARKETS, 1994, 14 (03) : 293 - 322
[40] Prediction of Financial Markets Utilizing an Innovatively Optimized Hybrid Model: A Case Study of the Hang Seng Index
Yang, Xiaopeng
[J]. INTERNATIONAL JOURNAL OF ADVANCED COMPUTER SCIENCE AND APPLICATIONS, 2024, 15 (04) : 145 - 155

← 1 2 3 4 5 →