Advanced search
Publication Cover
Applied Economics Volume 39, 2007 - Issue 15
Submit an article Journal homepage
136
Views
12
CrossRef citations to date
0
Altmetric
Original Articles

Wealth, volume and stock market volatility: case of Hong Kong (1993–2001)

Matthew C. Li Faculty of Business Administration, Universidade de Macau, Av. Padre Tomás Pereira, S.J., Taipa, Macau E-mail: [email protected]
Pages 1937-1953 | Published online: 11 Apr 2011

Citations (12)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (11)

Kim Hiang Liow & Qing Ye. (2014) Switching volatility and cross-market linkages in public property markets. Journal of Property Research 31:4, pages 287-314.
Read now
Lixu Chi, Xintian Zhuang & Dalei Song. (2012) Investor sentiment in the Chinese stock market: an empirical analysis. Applied Economics Letters 19:4, pages 345-348.
Read now
Emrah İ. Çevik, Turhan Korkmaz & Erdal Atukeren. (2012) Business confidence and stock returns in the USA: a time-varying Markov regime-switching model. Applied Financial Economics 22:4, pages 299-312.
Read now
Alex YiHou Huang. (2012) Volatility forecasting by quantile regression. Applied Economics 44:4, pages 423-433.
Read now
Jinliang Li & Chunchi Wu. (2011) Stochastic volatility, liquidity and intraday information flow. Applied Economics Letters 18:16, pages 1511-1515.
Read now
Juan C. Reboredo. (2010) Nonlinear effects of oil shocks on stock returns: a Markov-switching approach. Applied Economics 42:29, pages 3735-3744.
Read now
Cho-Min Lin, Yen-Hsien Lee & Chien-Liang Chiu. (2010) Friends or enemies? Foreign investors in Taiwan. Applied Economics Letters 17:10, pages 977-982.
Read now
Ming-Yuan Leon Li & Chun-Nan Chen. (2010) Examining the interrelation dynamics between option and stock markets using the Markov-switching vector error correction model. Journal of Applied Statistics 37:7, pages 1173-1191.
Read now
J.-H. Chen & C.-Y. Huang. (2010) An analysis of the spillover effects of exchange-traded funds. Applied Economics 42:9, pages 1155-1168.
Read now
Ming-Yuan Leon Li. (2009) Nonlinear interrelations between ADRs and their underlying stocks revisited: application of threshold VECM. Applied Economics Letters 16:18, pages 1867-1873.
Read now
Ming-Yuan Leon Li. (2009) Multiple asymmetries in index stock returns from boom/bust and stable/volatile markets states- an empirical study of US and UK stock markets. Applied Economics Letters 16:2, pages 183-191.
Read now

Articles from other publishers (1)

Xiaoqing Fu, Matthew C. Li & Philip Molyneux. (2020) Credit default swap spreads: market conditions, firm performance, and the impact of the 2007–2009 financial crisis. Empirical Economics 60:5, pages 2203-2225.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.