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Original Articles

Inter-day return behaviour for stocks quoted ‘back-to-back’ in Hong Kong and London

Pages 459-464 | Received 27 Aug 1996, Published online: 03 Sep 2008
 

Abstract

The effect of extended trading hours in Hong Kong stocks, resulting from the development of the SEAQ International London market in such stocks, is considered here. This market, which opens shortly after the close of the Hong Kong market, appears to have produced some modulation in the mean and volatility levels of day-of-the-week returns.

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