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Callable bull/bear contracts, call auction sessions, and price manipulations: Evidence from Hong Kong Journal article
Lei, Adrian C.H., Ma, Xiaorong, Yick, Martin H.Y.. Callable bull/bear contracts, call auction sessions, and price manipulations: Evidence from Hong Kong[J]. JOURNAL OF FUTURES MARKETS, 2020, 40(11), 1731-1750.
Authors:  Lei, Adrian C.H.;  Ma, Xiaorong;  Yick, Martin H.Y.
Favorite | TC[WOS]:2 TC[Scopus]:3  IF:1.8/2.1 | Submit date:2021/12/06
Callable Bull/bear Contracts  Closing Auction Session  Manipulation  Price Reversals  
EXCHANGE-TRADED BARRIER OPTION AND VPIN: EVIDENCE FROM HONG KONG Journal article
WILLIAM M. CHEUNG, ROBIN K. CHOU, ADRIAN C.H. LEI. EXCHANGE-TRADED BARRIER OPTION AND VPIN: EVIDENCE FROM HONG KONG[J]. Journal of Futures Markets, 2015, 35(6), 561-581.
Authors:  WILLIAM M. CHEUNG;  ROBIN K. CHOU;  ADRIAN C.H. LEI
Favorite | TC[WOS]:11 TC[Scopus]:11  IF:1.8/2.1 | Submit date:2019/09/18
PRICE AND VOLUME EFFECTS OF EXCHANGE‐TRADED BARRIER OPTIONS: EVIDENCE FROM CALLABLE BULL/BEAR CONTRACTS Journal article
ADRIAN C. H. LEI. PRICE AND VOLUME EFFECTS OF EXCHANGE‐TRADED BARRIER OPTIONS: EVIDENCE FROM CALLABLE BULL/BEAR CONTRACTS[J]. Journal of Futures Markets, 2015, 35(11), 1042-1066.
Authors:  ADRIAN C. H. LEI
Favorite | TC[WOS]:5 TC[Scopus]:5  IF:1.8/2.1 | Submit date:2019/08/01