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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 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
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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
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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
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Day of the week effect in international portfolio diversification : January vs non-January
Tang, Gordon Y. N. - In: Japan and the world economy : international journal of … 9 (1997) 3, pp. 335-352
Persistent link: https://www.econbiz.de/10001228077