Joseph K. W. Fung - Concepedia

Author

Joseph K. W. Fung

Hong Kong Baptist University ORCID

Also Known As

Joseph Fung, Joseph K. W. Fung, Joseph K.W Fung, Joseph K.W. Fung, Yu, PLH

Publications

907

Citations

H-Index

Concepts

All Affiliations

Hong Kong Baptist University Hong Kong Polytechnic University Chinese University of Hong Kong The University of Texas at San Antonio University of Exeter

About

Joseph K. W. Fung is an author at Hong Kong Baptist University specializing in financial economics, finance, and business.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	18	23	725
2	Management	10	11	391
3	Engineering	2	2	34
4	Language Studies	1	1	13
5	Medicine	1	1	57

Joseph K. W. Fung

Publications

803

Citations

H-Index

Page 1

	Year	Citations
Mispricing of index futures contracts and short sales constraints Joseph K. W. Fung, Paul Draper Journal of Futures Markets Market MicrostructureEmpirical FinanceFinancial EconomicsAsset PricingMarket Manipulation	1999	89
Covered interest arbitrage profits: The role of liquidity and credit risk Wai-Ming Fong, Giorgio Valente, Joseph K. W. Fung Journal of Banking & Finance Empirical FinanceEconomicsInterest Arbitrage ProfitsFinancial EconomicsFinancial Risk Management	2009	72
Price discovery in the foreign exchange futures market Yiuman Tse, Ju Xiang, Joseph K. W. Fung Journal of Futures Markets Japanese YenTradePrice DiscoveryMarket DesignForeign Exchange Option	2006	64
Liver fluke infestation and cholangio-hepatitis Joseph K. W. Fung British journal of surgery HepatologyBiliary TractLiver PhysiologyPathogenesisHepatitis	1961	57
Discretionary government intervention and the mispricing of index futures Paul Draper, Joseph K. W. Fung Journal of Futures Markets Empirical FinanceArbitrage EfficiencyInternational Financial CrisisCash IndexHong Kong Government	2003	40
Pricing dynamics of index options and index futures in Hong Kong before and during the Asian financial crisis Louis T. W. Cheng, Joseph K. W. Fung, Kam C. Chan Journal of Futures Markets Empirical FinanceVolatility ModelingEast Asian StudiesForeign Exchange OptionAsset Pricing	2000	38
The information content of option implied volatility surrounding the 1997 Hong Kong stock market crash Joseph K. W. Fung Journal of Futures Markets Volatility ModelingAsset PricingManagementStatisticsOption Pricing	2007	37
The Lead‐Lag Relation Between Spot and Futures Markets Under Different Short‐Selling Regimes Li Jiang, Joseph K. W. Fung, Louis T. W. Cheng Financial Review Empirical FinanceTradeCommodity MarketFutures MarketsMarket Microstructure	2001	35
Stochastic dominance relationships between stock and stock index futures markets: International evidence Zhuo Qiao, Wing‐Keung Wong, Joseph K. W. Fung Economic Modelling Empirical FinanceEconomicsFinancial EconomicsInternational FinanceAsset Pricing	2013	33
The intraday pricing efficiency of Hong Kong Hang Seng Index options and futures markets Joseph K. W. Fung, Louis T. W. Cheng, Kam C. Chan Journal of Futures Markets EconomicsOption PricingFinancial EconomicsAsset PricingMarket Trend	1997	30

Page 1