Author: Zhenxing ZengPublisher:
ISBN:
Category : Derivative securities
Languages : en
Pages : 138
Book Description
A Study on the Pricing Efficiency of Hong Kong's Index Derivative Warrant Market
Author: Zhenxing ZengPublisher:
ISBN:
Category : Derivative securities
Languages : en
Pages : 138
Book Description
Information Dissemination and Pricing-efficiency
Author: Yeung Kwok-Wah (Ken) AuPublisher:
ISBN:
Category : Dissertations, Academic
Languages : en
Pages : 128
Book Description
Information Dissemination and Pricing-efficiency
Author: Au Yeung Kwok-WahPublisher:
ISBN:
Category : Stocks
Languages : en
Pages : 64
Book Description
The Intraday Pricing Efficiency of Hang Seng Index Options and Futures Markets
Author: Joseph K. W. FungPublisher:
ISBN:
Category : Options (Finance)
Languages : en
Pages : 24
Book Description
The Efficiency of the Hong Kong Hang Seng Index Futures Market
Author: Daniel F. S. ChoiPublisher:
ISBN:
Category : Stock index futures
Languages : en
Pages : 20
Book Description
The Stock Market of Hong Kong: a Study of Market Efficiency
Author: May Mee Yee LeungA Study of Hong Kong Foreign Exchange Warrants Pricing Using Black-Scholes Formula
Author: Chi-Ming Simon LeePublisher: Open Dissertation Press
ISBN: 9781361164143
Category :
Languages : en
Pages :
Book Description
This dissertation, "A Study of Hong Kong Foreign Exchange Warrants Pricing Using Black-scholes Formula" by Chi-ming, Simon, Lee, 李志明, was obtained from The University of Hong Kong (Pokfulam, Hong Kong) and is being sold pursuant to Creative Commons: Attribution 3.0 Hong Kong License. The content of this dissertation has not been altered in any way. We have altered the formatting in order to facilitate the ease of printing and reading of the dissertation. All rights not granted by the above license are retained by the author. DOI: 10.5353/th_b3126542 Subjects: Financial futures - China - Hong Kong - Mathematical models Foreign exchange - China - Hong Kong - Mathematical models Options (Finance) - Mathematical models Stock warrants - Mathematical models Stocks - Prices - Mathematical models - China - Hong Kong
Hong Kong Stock Market
Author: Mun-Lam IpVolatility, Volume and Pricing Efficiency in the Stock Index Futures Market When the Underlying Cash Market Does Not Trade
Author: Yue-Cheong ChanPublisher:
ISBN:
Category :
Languages : en
Pages : 30
Book Description
This paper presents an event study of the trading of Hang Seng Index (HSI) futures contracts on the Hong Kong Futures Exchange (HKFE) after it begins to open fifteen minutes earlier and close fifteen minutes later than the underlying cash market, the Stock Exchange of Hong Kong (SEHK) in November 1998. The empirical results show that the extension of trading hours in the HKFE causes futures traders to shift their orders from other sessions of the day to the first 15-minute trading session preceding the opening in cash market. However, the increase in trading volume during the opening session does not bring any corresponding upsurge in return volatility. Instead, futures returns during the opening session are found to be relatively less volatile than before. In addition, the futures contract opening prices appear to have little change (or even reduction) in pricing errors when compared with the pre-extension period. These observations suggest that trading activities during the extended opening session of the futures market are dominated by the better-informed traders which help to speed up the price discovery process in the market. On the other hand, there are no notable changes in return volatility, trading volume and pricing efficiency in the last 15-minute trading session of the HKFE during the post-extension period.
Pricing American Stock Exchange Hong Kong 30 Index Call Warrants
Author: Wan-Yu LiuPublisher:
ISBN:
Category : Options (Finance)
Languages : en
Pages : 114
Book Description