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Structural simultaneous volatility systems : volatility transmission and spillover effects
Gannon, Gerard L. - 1997
Persistent link: https://www.econbiz.de/10000964264
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Price and volume effects associated with listings and expirations of derivative warrants on the stock exchange of Hong Kong
Wei, K. C. John; Chan, Yue-cheong - 1997
Persistent link: https://www.econbiz.de/10000977568
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Political risk and stock price volatility : the case of Hong Kong
Chan, Yue-cheong - In: Pacific-Basin finance journal 4 (1996) 2, pp. 259-275
Persistent link: https://www.econbiz.de/10001334565
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Empirical analysis of interdependency and volatility among Asian stock markets
Chiang, Thomas C.; Jiang, Christine X. - In: Review of Pacific Basin financial markets and policies 1 (1998) 4, pp. 437-459
Persistent link: https://www.econbiz.de/10001382106
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The relationship among volatility, volume, bid-ask spread and number of brokers : evidence from intra-day data on the Hong Kong stock market
Fung, Hung-gay; Hwang, Chuan-yang; Leung, Wai-kin - In: Review of Pacific Basin financial markets and policies 1 (1998) 3, pp. 303-320
Persistent link: https://www.econbiz.de/10001367260
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Short-run deviations and volatility in spot and futures stock returns : evidence from Australia, Hong Kong, and Japan
Choudhry, Taufiq - In: The journal of futures markets 17 (1997) 6, pp. 689-705
Persistent link: https://www.econbiz.de/10001228026
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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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Stock volatility and impact of news : the case of four Asia-Pacific markets
Tse, Yiu Kuen - In: Advances in international banking and finance 2 (1996), pp. 115-137
Persistent link: https://www.econbiz.de/10001208777
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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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Volatility and price change spillover effects across the developed and emerging markets
Wei, K. C. John (contributor) - In: Pacific-Basin finance journal 3 (1995) 1, pp. 113-136
Persistent link: https://www.econbiz.de/10001184049