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Analysis and forecast of tracking performance of Hong Kong exchange-traded funds: Evidence from tracker fund and X iShares A50 Journal article
Review of Pacific Basin Financial Markets and Policies, 2016,Volume: 19,Issue: 4
Authors:  Chu,Patrick Kuok Kun
Favorite  |  View/Download:3/0  |  Submit date:2019/08/02
Co-integration  Economic Correction Model  Exchange-traded Funds  Pricing Deviation  Tracking Ability  
PRICE AND VOLUME EFFECTS OF EXCHANGE‐TRADED BARRIER OPTIONS: EVIDENCE FROM CALLABLE BULL/BEAR CONTRACTS Journal article
Journal of Futures Markets, 2015,Volume: 35,Issue: 11,Page: 1042-1066
Authors:  ADRIAN C. H. LEI
Favorite  |  View/Download:9/0  |  Submit date:2019/08/01
EXCHANGE-TRADED BARRIER OPTION AND VPIN: EVIDENCE FROM HONG KONG Journal article
Journal of Futures Markets, 2015,Volume: 35,Issue: 6,Page: 561-581
Authors:  WILLIAM M. CHEUNG;  ROBIN K. CHOU;  ADRIAN C.H. LEI
Favorite  |  View/Download:8/0  |  Submit date:2019/09/18
Herding and fundamental factors: The Hong Kong experience Journal article
Pacific Basin Finance Journal, 2014,Volume: 32,Page: 160-188
Authors:  Lam,Keith S.K.;  Qiao,Zhuo
Favorite  |  View/Download:5/0  |  Submit date:2019/08/01
Csad  Fama-french And Liquidity Factors  Fundamental Factors  Industrial Herding  
New evidence on the relation between return volatility and trading volume Journal article
Journal of Forecasting, 2010,Issue: 29,Page: 502–515
Authors:  Thomas C. Chiang;  Zhuo Qiao;  Wing-Keung Wong
Favorite  |  View/Download:4/0  |  Submit date:2019/11/01
Return Volatility  High Frequency Data  Trading Volume  Non-linear Granger Causality