Review of Futures Markets/
Educational Research Foundation Symposia
Educational Research Foundation Symposia
Research Symposium Proceedings
Year: 2000 Issue: 001
Year: 2000 Issue: 001
- Chicago Board of Trade, Contents, Research Symposium Proceedings, Vol: 2000, Issue: 001, Article: 01,
- Chicago Board of Trade, Introduction, Research Symposium Proceedings, Vol: 2000, Issue: 001, Article: 02, Keywords: futures exchange, hong kong, hong kong futures exchange
- Fung, Alexander Kwok-Wah, Department of Finance and Decision Sciences, Hong Kong Baptist University; Lam, Kin, Department of Finance and Decision Sciences, Hong Kong Baptist University, Effect Of Index Basis At Market Closing On Futures Return In The U.S. And Hong Kong Markets: An Overreaction Perspective, Research Symposium Proceedings, Vol: 2000, Issue: 001, Article: 03,
- Gannon, Gerard, Department of Accounting and Finance Faculty of Economics and Commerce, The University of Melbourne; Chng, Tuan, Department of Accounting and Finance Faculty of Economics and Commerce, The University of Melbourne, Dynamic Hedging In The Presence Of Volatility Transmission And Time Varying Basis Risk, Research Symposium Proceedings, Vol: 2000, Issue: 001, Article: 04,
- Chang, Rosita P., University of Hawaii; Rhee, S. Ghon Rhee, University of Hawaii; Yoshikawa, Masahiro, Japan Securities Research Institute (Osaka), The Effects Of Conversion From American- To European-Style Options On Price Discovery Process Of Nikkei 225 Index, Research Symposium Proceedings, Vol: 2000, Issue: 001, Article: 05,
- Kima , In Joon, Graduate School of Management, Korea Advanced Institute of Science and Technology, Seoul, Korea; Ko, Kwangsoo Ko, Time-Varying Bid-Ask Components Of Nikkei 225 Index Futures On Simex, Research Symposium Proceedings, Vol: 2000, Issue: 001, Article: 06, Keywords: financial economics, financial futures, futures contract, futures trading, index futures, index futures contract, index futures market, stock exchange, stock index, stock index futures, stock market, tokyo stock exchange, trading volume, working paper
- Chou, Pin-Huang, Department of Finance, National Central University; Lin, Mei-Chen, Department of Banking and Insurance, Nationa, Price Limits, Margin Requirements And Default Risk, Research Symposium Proceedings, Vol: 2000, Issue: 001, Article: 07,
- Shi-Miin Liu and Chih-Hsien Chou, Department of Economics, National Taipei University and National Central University, Parities And Spread Trading In Gold And Silver Markets: A Fractional Cointegration Analysis, Research Symposium Proceedings, Vol: 2000, Issue: 001, Article: 08, Keywords: long term, market efficiency, short term, time series
- Duan , Jin-Chuan, Department of Finance, Hong Kong University of Science and Technology; Zhang, Hua, Department of Finance, Chin, Pricing Hang Seng Index Options Around The Asian Financial Crisis - A Garch Approach, Research Symposium Proceedings, Vol: 2000, Issue: 001, Article: 09, Keywords: black scholes, black scholes model, hong kong, implied volatility, index options, open interest, option pricing, option pricing model, trading volume, underlying asset
- K. G. Lim, National University of Singapore; R. Poskitt, University of Canterbury; K. Yip, National University of Singapore, New Zealand Derivative Warrants: Price Modeling In Thin Markets, Research Symposium Proceedings, Vol: 2000, Issue: 001, Article: 10, Keywords: option price, option pricing, option pricing model, pricing model
- Chicago Board of Trade, Participants, Research Symposium Proceedings, Vol: 2000, Issue: 001, Article: 11,
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