Priving Hang Seng index options around the Asian financial crisis
Article Abstract:
Research information is given in regards to the pricing of Hong Kong's Hang Seng Index options using the Garch approach. The research concludes that the GARCH model performs well in comparison to the Black-Scholes model.
Publisher: Elsevier B.V.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2001
Econometrics & Model Building, Research, Foreign investments, Econometrics, Business models
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2001
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The X-efficiency of commercial banks in Hong Kong
Article Abstract:
A study is conducted using stochastic frontier approach to examine the X-efficiency of commercial banks in Hong Kong.
Publisher: Elsevier B.V.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2006
Commercial Banks, Commercial Banking, Financial management, Analysis, Usage, Finance, Stochastic processes, Company financing
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2006
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Share price performance following actual share repurchases
Article Abstract:
A study examining the effect of share repurchases on price of shares is presented.
Publisher: Elsevier B.V.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2005
Forecasts, trends, outlooks, Management dynamics, Capital Management-Stock Repurchase, Management, Stocks, Forecasts and trends, Market trend/market analysis, Stock prices, Company business management, Stock redemption
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2005
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Subjects list: Hong Kong
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