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Wang, Steven Shuye; Li, Wei; Cheng, Louis T. W. - In: Review of quantitative finance and accounting 32 (2009) 3, pp. 235-267

Persistent link: https://www.econbiz.de/10003846977

Price reversals versus price continuations: the transitory price effects of futures trading extension on the underlying stock market

Chan, Yue-cheong; Cheng, Louis T. W. - In: Review of quantitative finance and accounting 33 (2009) 2, pp. 159-176

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Information effects of dividends : evidence from the Hong Kong market

Cheng, Louis T. W.; Fung, Hung-gay; Leung, Tak Yan - In: Review of quantitative finance and accounting 28 (2007) 1, pp. 23-54

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The day-of-the week effect in conditional correlation

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On the validity of the augmented Fama and French’s (1993) model : evidence from the Hong Kong stock market

Lam, Keith S. K.; Li, Frank K.; So, Simon M. S. - In: Review of quantitative finance and accounting 35 (2010) 1, pp. 89-111

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Corporate governance and firm value during a financial crisis

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Investor protection, adverse selection, and the probability of informed trading

Brockman, Paul; Chung, Dennis Y. - In: Review of quantitative finance and accounting 30 (2008) 2, pp. 111-131

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Not all call auctions are created equal : evidence from Hong Kong

Comerton-Forde, Carole; Rydge, James; Burridge, Hayley - In: Review of quantitative finance and accounting 29 (2007) 4, pp. 395-413

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Trading costs and price discovery

Choy, Siu Kai; Zhang, Hua - In: Review of quantitative finance and accounting 34 (2010) 1, pp. 37-57

The price discovery roles of a set of related markets or securities have been investigated in many different settings where trading costs effect is often commingled with other trading arrangement factors. In Hong Kong, regular futures and mini futures contracts as well as their underlying spot...

Persistent link: https://www.econbiz.de/10003942164

Do investors still benefit from culturally home-biased diversification? : an empirical study of China, Hong Kong, and Taiwan

Chiou, Wan-jiun Paul; Lee, Cheng F. - In: Review of quantitative finance and accounting 40 (2013) 2, pp. 341-381

Persistent link: https://www.econbiz.de/10009708109