This is the first survey study in Hong Kong on the practice of investment management in terms of stock market forecasting and stock selection. Our respondents come from different sectors of the investment industry. Hong Kong has became one of the most important centres for fund management...

The paper investigates the usefulness of trend-chasing technical rules for portfolio management in the Hong Kong stock market. It provides strong evidence that some rule-based portfolios have a consistently and significantly superior market timing ability than the usual benchmark portfolio,...