Joseph FUNG
Hong Kong Baptist University
(August 2005 - July 2006, part-time basis; March - December 2004, part-time basis; February - September 2008, part-time basis)
 
   
Research Topic: Do Derivative Market Contain Useful Information for Forecasting the Timing and Magnitude of "Hot Money" Flows?
 
Working papers: Do Derivative Markets Contain Useful Information for Signaling “Hot Money” Flows?
 
  Initial Day Return and Underpricing Cost in Advance Payment Initial Public Offerings
 
  FX Arbitrage and Market Liquidity: Statistical Significance and Economic Value
 
  Order Imbalance and the Dynamics of Index and Futures Prices
 
  Expiration-Day Effects - An Asian Twist
 
  Order Imbalance and the Pricing of Index Futures
 
  The Information Content of Option Implied Volatility Surrounding the 1997 Hong Kong Stock Market Crash
 
   
Personal website: http://www.hkbu.edu.hk/~bus/busstafflist/cvstaff.php?peopleid=126  

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