Price discovery in Hong Kong futures markets.

• Other Authors: Choy, Siu Kai.
• Format: Others
• Language: English; Chinese
• Published: 2005
• Subjects: Futures market; Futures market > China > Hong Kong; Stock index futures > Mathematical models; Stock index futures > China > Hong Kong > Mathematical models; Stock index futures > Prices; Stock index futures > Prices > China > Hong Kong
• Online Access: http://library.cuhk.edu.hk/record=b5892608; http://repository.lib.cuhk.edu.hk/en/item/cuhk-325283

Choy Siu Kai. === Thesis (M.Phil.)--Chinese University of Hong Kong, 2005. === Includes bibliographical references (leaves 35-37). === Abstracts in English and Chinese. === Chapter Chapter 1 --- Introduction --- p.1-2 === Chapter Chapter 2 --- Literature Review --- p.3-9 === Chapter Chapter 3 --- An Overview of Hong Kong Security Market and Data Description --- p.10-18 === Chapter Chapter 4 --- Methodology --- p.19-24 === Chapter Chapter 5 --- Futures and Mini Futures Results --- p.25-28 === Chapter Chapter 6 --- Index and Futures Contracts Results --- p.29-32 === Chapter Chapter 7 --- Conclusion --- p.33-34 === References --- p.35-37 === Appendix --- p.38-40 === Tables --- p.41-52 === Graphs --- p.53-57