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Co-movement pattern of daily stock returns : an analysis of Dow and January effects
Tang, Gordon Y. N. - In: Advances in investment analysis and portfolio … 7 (2000), pp. 19-39
Persistent link: https://www.econbiz.de/10001542577
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Day-of-the-week effect on skewness and kurtosis : a direct test and portfolio effect
Tang, Gordon Y. N. - In: The European journal of finance 2 (1996) 4, pp. 333-351
Persistent link: https://www.econbiz.de/10001216122
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Portfolio effect on daily stock return across industrial sectors in Hong Kong : an analysis of dow effect
Tang, Gordon Y. N. - In: Review of Pacific Basin financial markets and policies 2 (1999) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10001400521
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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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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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Risk-return characteristics : comparison of China's stock market and three other emerging markets
Shum, Wai Cheong; Tang, Gordon Y. N. - In: The Chinese economy 43 (2010) 5, pp. 15-31
Persistent link: https://www.econbiz.de/10009297656
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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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The risk-return relations in the Singapore stock market
Tang, Gordon Y. N. (contributor);  … - 2003
Persistent link: https://www.econbiz.de/10001775907