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Applied Economics Volume 23, 1991 - Issue 5
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Original Articles

Behaviour of intra-daily stock return on an Asian emerging market - Hong Kong

Yan-Ki Ho Department of Economics & Finance, City Polytechnic of Hong Kong, Tat Chee Avenue, Kowloon, Hong Kong
&
Yan-Leung Cheung Department of Finance, Hong Kong Baptist College, 224 Waterloo Road, Kowloon, Hong Kong
Pages 957-966 | Published online: 28 Jul 2006

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Christos Alexakis & Dimitris Balios. (2008) Investigating the effects of market microstructure on stock price formation and volatility: evidence from the Athens Stock Exchange. Applied Financial Economics Letters 4:3, pages 225-231.
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Brian M. Lucey & Edel Tully. (2006) Seasonality, risk and return in daily COMEX gold and silver data 1982–2002. Applied Financial Economics 16:4, pages 319-333.
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Kwong-C. Cheung & J. Andrew Coutts. (2001) A note on weak form market efficiency in security prices: evidence from the Hong Kong stock exchange. Applied Economics Letters 8:6, pages 407-410.
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J. Andrew Coutts & Kwong-C. Cheung. (2000) Trading rules and stock returns: some preliminary short run evidence from the Hang Seng 1985-1997. Applied Financial Economics 10:6, pages 579-586.
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Paul Mcguinness. (1997) Inter-day return behaviour for stocks quoted ‘back-to-back’ in Hong Kong and London. Applied Economics Letters 4:8, pages 459-464.
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Articles from other publishers (17)

Xiaoyang Wang, Hui Guo, Muhammad Waris & Badariah Haji Din. (2024) Risk and causality Co-movement of Malaysia’s stock market with its emerging and OECD trading partners. Evidence from the wavelet approach. PLOS ONE 19:1, pages e0296712.
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J. Francisco Rubio, Neal Maroney & M. Kabir Hassan. (2017) Can Efficiency of Returns Be Considered as a Pricing Factor?. Computational Economics 52:1, pages 25-54.
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Darius Danesh, Michael J. Ryan & Alireza Abbasi. (2017) A Novel Integrated Strategic Portfolio Decision-Making Model. International Journal of Strategic Decision Sciences 8:3, pages 1-44.
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H. Siaby-Serajehlo, M. Rostamy-Malkhalifeh, F. Hosseinzadeh Lotfi & M. H. Behzadi. (2016) Usage of Cholesky Decomposition in order to Decrease the Nonlinear Complexities of Some Nonlinear and Diversification Models and Present a Model in Framework of Mean-Semivariance for Portfolio Performance Evaluation. Advances in Operations Research 2016, pages 1-9.
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Jingren Yuan & Yuhong Luo. (2014) Test on the Validity of Futures Market's High Frequency Volume and Price on Forecast. Test on the Validity of Futures Market's High Frequency Volume and Price on Forecast.
Brian D. Kluger & Mark E. McBride. (2011) Intraday trading patterns in an intelligent autonomous agent-based stock market. Journal of Economic Behavior & Organization 79:3, pages 226-245.
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Tarja Joro & Paul Na. (2006) Portfolio performance evaluation in a mean–variance–skewness framework. European Journal of Operational Research 175:1, pages 446-461.
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Recep Bildik. (2001) Intra-day seasonalities on stock returns: evidence from the Turkish Stock Market. Emerging Markets Review 2:4, pages 387-417.
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Bwo-Nung Huang & Chin-Wei Yang. (2001) An empirical investigation of trading volume and return volatility of the Taiwan Stock Market. Global Finance Journal 12:1, pages 55-77.
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Abul M.M. Masih & Rumi Masih. (1999) Are Asian stock market fluctuations due mainly to intra-regional contagion effects? Evidence based on Asian emerging stock markets. Pacific-Basin Finance Journal 7:3-4, pages 251-282.
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Yu-Jane Liu. (1997) Periodic market closure and order imbalances. Global Finance Journal 8:1, pages 95-111.
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Gordon Y. N. Tang. (1997) Weekly pattern in higher moments: An empirical test in Hong Kong stock market. Journal of Economics and Finance 21:1, pages 51-59.
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Timothy J. Brailsford. (2009) THE EMPIRICAL RELATIONSHIP BETWEEN TRADING VOLUME, RETURNS AND VOLATILITY. Accounting & Finance 36:1, pages 89-111.
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Yan‐Leung Cheung. (2006) INTRADAY RETURNS AND THE DAY‐END EFFECT: EVIDENCE FROM THE HONG KONG EQUITY MARKET. Journal of Business Finance & Accounting 22:7, pages 1023-1034.
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Richard Yan-Ki Ho, Yan-Leung Cheung & Daniel W.W. Cheung. (1993) Intraday prices and trading volume relationship in an emerging Asian market - Hong Kong. Pacific-Basin Finance Journal 1:2, pages 203-214.
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Amrollah Amini, Mostafa Emami & Alireza Emami. (2013) New Hybrid Framework for Evaluation Investment Performance. SSRN Electronic Journal.
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Hui Hong. (2011) Portfolio Rebalancing Revisited: What Strategy Optimally Triggers an Adjustment to the Asset Weights? - A New Story in Hong Kong Market. SSRN Electronic Journal.
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