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Risk-return relationships in the Hong Kong stock market : revisit
Tang, Gordon Y. N.; Shum, Wai Cheong - In: Applied financial economics 16 (2006) 14, pp. 1047-1058
Persistent link: https://www.econbiz.de/10003377863
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A note on the intraday and intraweek patterns in premiums of exchange-traded funds : evidence from Hong Kong
Tang, Gordon Y. N.; Wong, Karen H. Y. - In: Applied economics letters 17 (2010) 7/9, pp. 753-760
Persistent link: https://www.econbiz.de/10003996706
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The risk-return relations : evidence from the Korean and Taiwan stock markets
Tang, Gordon Y. N.; Shum, Wai Cheong - In: Applied economics 39 (2007) 13/15, pp. 1905-1919
Persistent link: https://www.econbiz.de/10003535240
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Dividends behavior in state- versus family-controlled firms : evidence from Hong Kong
He, Tina T.; Li, Wilson X. B.; Tang, Gordon Y. N. - In: Journal of business ethics : JOBE 110 (2012) 1, pp. 97-112
Persistent link: https://www.econbiz.de/10009664003
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Dividends, controlling shareholders and firm performance : an investigation of large firms on the Hong Kong stock exchange
He, Tina T.; Li, Wilson X. B.; Tang, Gordon Y. N. - In: Annals of financial economics 8 (2013) 2, pp. 1-33
Persistent link: https://www.econbiz.de/10010250264
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Stock return reversal and continuance anomaly : new evidence from Hong Kong
Tang, Gordon Y. N.; Zhang, Haomin - In: Applied economics 46 (2014) 10/12, pp. 1335-1349
Persistent link: https://www.econbiz.de/10010399275
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Monthly pattern and portfolio effect on higher moments of stock returns : empirical evidence from Hong Kong
Tang, Gordon Y. N. - In: Asia-Pacific financial markets 5 (1998) 3, pp. 275-307
Persistent link: https://www.econbiz.de/10001372072
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Return volatilities of stock index futures in Hong Kong : trading versus non-trading periods
Tang, Gordon Y. N. - In: The journal of derivatives : the official publication … 4 (1996) 1, pp. 55-62
Persistent link: https://www.econbiz.de/10001207622
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Seasonality in international portfolio diversification
Tang, Gordon Y. N. - In: Advances in Pacific Basin business, economics, and finance 2 (1996), pp. 43-51
Persistent link: https://www.econbiz.de/10001211256
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Intraday and intraweek volatility patterns of Hang Seng Index and index futures, and a test of the wait-to-trade hypothesis
Tang, Gordon Y. N.; Lui, David T. W. - In: Pacific-Basin finance journal 10 (2002) 4, pp. 475-495
Persistent link: https://www.econbiz.de/10001716102