Joseph K. W. Fung

Hong Kong Baptist University

Lecturer of Finance

Department of Economics

Kowloon, Hong Kong

Hong Kong

SCHOLARLY PAPERS

7

DOWNLOADS

406

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (7)

1.

The Total Costs of Subscription and the Underpricing of Ipos

Number of pages: 14 Posted: 06 May 2004
Joseph K. W. Fung, Louis T. W. Cheng and Kam C. Chan
Hong Kong Baptist University, The Hang Seng University of Hong Kong - Department of Economics and Finance and Western Kentucky University - Department of Accounting and Finance
Downloads 249 (175,100)

Abstract:

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Initial public offerings, Asian IPOs, Non-discretionary allocation

2.

The Performance of Passively-Managed Hedged ETFs

Number of pages: 30 Posted: 16 Jan 2020 Last Revised: 17 Mar 2021
Jason M. K. Cheng, Joseph K. W. Fung and FY Eric C Lam
Hong Kong Polytechnic University, Hong Kong Baptist University and Independent Consultant
Downloads 125 (316,162)

Abstract:

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Expense Ratio; Fund Performance; Hedged Exchange-traded Funds; Tracking Error

3.

Interest Rate Differentials Under an Exchange Rate Convertibility Zone: A Carry Trade Perspective

Number of pages: 29 Posted: 02 Jan 2020
Joseph K. W. Fung and FY Eric C Lam
Hong Kong Baptist University and Independent Consultant
Downloads 32 (628,871)

Abstract:

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Asymmetric Interest Rates, Exchange Rate Loss, Robust Inference, Linked Exchange Rate System, Convertibility Undertaking, Market Efficiency

4.

Pricing Efficiency in a Thin Market with Competitive Market Makers: Box Spread Strategies in the Hang Seng Index Options Market

Posted: 12 May 2004
Joseph K. W. Fung, Henry M.K. Mok and Kenneth Wong
Hong Kong Baptist University, The Chinese University of Hong Kong (CUHK) - Department of Decision Sciences & Managerial Economics and Hong Kong Baptist University - Finance & Decision Sciences

Abstract:

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Box spread, price rationality, thin market, market makers, bid-ask quotes, limits to arbitrage

5.

The Lead-Lag Relation between Spot and Futures Markets Under Different Short-Selling Regimes

Posted: 04 Oct 2002
Joseph K. W. Fung, Li Jiang and Louis T. W. Cheng
Hong Kong Baptist University, Hong Kong Polytechnic University and The Hang Seng University of Hong Kong - Department of Economics and Finance

Abstract:

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lead-lag relation, index futures, spot market, short-selling, informational efficiency

6.

Index Options-Futures Arbitrage: A Comparative Study with Bid/Ask and Transaction Data

Posted: 15 Oct 2001
Joseph K. W. Fung and Henry M.K. Mok
Hong Kong Baptist University and The Chinese University of Hong Kong (CUHK) - Department of Decision Sciences & Managerial Economics

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7.

Early Unwinding Strategy in Index Options-Futures Arbitrage

Posted: 22 Oct 1998
Louis T. W. Cheng, Joseph K. W. Fung and Castor W. S. Pang
The Hang Seng University of Hong Kong - Department of Economics and Finance, Hong Kong Baptist University and Hong Kong Baptist University (HKBU)

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