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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

Seasonality of the covariance and correlation matrices of stock returns : Hong Kong evidence

Tang, Gordon Y. N. - In: Advances in Pacific Basin financial markets 6 (2000), pp. 125-135

Persistent link: https://www.econbiz.de/10001487759

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

Portfolio diversification effect in exchange rate risk

Tang, Gordon Y. N. - In: Finance India : the quarterly journal of Indian … 6 (1992) 3, pp. 477-489

Persistent link: https://www.econbiz.de/10001147116

Weekly pattern in higher moments : an empirical test in Hong Kong stock market

Tang, Gordon Y. N. - In: Journal of economics and finance 21 (1997) 1, pp. 51-59

Persistent link: https://www.econbiz.de/10001248727

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

An examination of conditional effect on cross-sectional returns : Singapore evidence

So, Simon M. S.; Tang, Gordon Y. N. - In: Applied economics 42 (2010) 4/6, pp. 777-795

This article empirically examines the usefulness of beta, firm size, book-to-market equity ratio (B/M) and earnings-to-price ratio (E/P), as risk proxies in explaining the cross-sectional returns in the Singapore stock market under both unconditional and conditional frameworks based on up and...

Persistent link: https://www.econbiz.de/10003952459

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

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

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