Trading volume, bid–ask spread, and price volatility in futures markets

GHK Wang, J Yau - … of Futures Markets: Futures, Options, and …, 2000 - Wiley Online Library
In this study, we examined the relations between trading volume, bid–ask spread, and price
volatility on four financial and metal futures. Hausman’s (1978) tests of specification …

Are the US stock market and credit default swap market related? Evidence from the CDX indices

HG Fung, GE Sierra, J Yau, G Zhang - Journal of Alternative …, 2008 - papers.ssrn.com
This study examines the market-wide relations between the US stock market and the credit
default swap (CDS) market for the period of 2001-2007. Results indicate that the lead-lag …

Global hedge funds: risk, return, and market timing

HG Fung, XE Xu, J Yau - Financial Analysts Journal, 2002 - Taylor & Francis
We examined the performance of 115 global equity-based hedge funds with reference to
their target geographical markets in the seven-year period 1994–2000. Several results are …

[PDF][PDF] Trading volume and transaction costs in futures markets

GHK Wang, J Yau, T Baptiste - Journal of Futures Markets, 1997 - researchgate.net
Recently there has been considerable interest in the imposition of a user fee or transaction
tax on futures transactions. Proponents argue that such a transaction tax would increase …

[BOOK][B] Socially responsible investment in a global environment

HG Fung, SA Law, J Yau - 2010 - books.google.com
… To Marie Jot YauJot Yau is Robert D. O’Brien Endowed Chair of Business Administration
and … Yau has published numerous scholarly papers in finance journals and chapters in …

Leader narcissism and outward foreign direct investment: Evidence from Chinese firms

HG Fung, P Qiao, J Yau, Y Zeng - International Business Review, 2020 - Elsevier
Researchers use the upper echelons theory to establish how leaders’ attributes affect firms’
outward foreign direct investment (OFDI), a proxy for foreign operations. This extant literature …

A leader of the world commodity futures markets in the making? The case of China's commodity futures

HG Fung, Y Tse, J Yau, L Zhao - International Review of Financial Analysis, 2013 - Elsevier
We use the daily data of 16 commodity futures contracts traded in China and corresponding
foreign markets (the US, the UK, Japan, and Malaysia) to analyze the linkages between …

Business ethics research: A global perspective

KC Chan, HG Fung, J Yau - Journal of business ethics, 2010 - Springer
Using 10 years of publication data (1999–2008) from 10 leading business ethics journals,
we examine global patterns of business ethics research and contributing institutions and …

Reported trade figure discrepancy, regulatory arbitrage, and round-tripping: Evidence from the China–Hong Kong trade data

HG Fung, J Yau, G Zhang - Journal of International Business Studies, 2011 - Springer
This study uses reported trade figures from China and Hong Kong to examine the relationships
among market impediments, trade figure irregularities, and tax-induced regulatory …

Do credit default swaps predict currency values?

G Zhang, J Yau, HG Fung - Applied Financial Economics, 2010 - Taylor & Francis
Using daily data of four currencies (Japanese Yen (JPY), Euro (EUR), British Pound (GBP)
and Australian Dollar (AUD)) in terms of the US Dollar (USD), and JPY, USD, GBP and AUD …