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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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The informational content of the implied interest rate from stock index futures
Tang, Gordon Y. N. - In: Review of futures markets 9 (1990), pp. 180-189
Persistent link: https://www.econbiz.de/10001108724
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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
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The impact of index futures trading on the betas of the underlying constituent stocks : the case of Hong Kong
Kan, Andy C. N.; Tang, Gordon Y. N. - In: Journal of international financial markets, … 9 (1999) 1, pp. 97-114
Persistent link: https://www.econbiz.de/10001402123
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The long-term performance of index additions and deletions : evidence from the Hang Seng Index
Kot, Hung Wan; Leung, Harry K. M.; Tang, Gordon Y. N. - In: International review of financial analysis 42 (2015), pp. 407-420
Persistent link: https://www.econbiz.de/10011573583