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Inter- and intra-day liquidity patterns on the Stock Exchange of Hong Kong

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Author Info
Brockman, Paul
Chung, Dennis Y.
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File URL: http://www.sciencedirect.com/science/article/B6VGT-3W9MKYF-5/2/31fcdbdd470bd7afc4e07c72cef6da8d
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Article provided by Elsevier in its journal Journal of International Financial Markets, Institutions and Money.

Volume (Year): 8 (1998)
Issue (Month): 3-4 (December)
Pages: 277-298
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Handle: RePEc:eee:intfin:v:8:y:1998:i:3-4:p:277-298

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  1. BELTRAN, Helena & DURRE, Alain & GIOT, Pierre, 2005. "Volatility regimes and the provision of liquidity in order book markets," CORE Discussion Papers 2005012, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]
    Other versions:
  2. Olan T. Henry & Michael McKenzie, 2004. "The Impact of Short Selling on the Price-Volume Relationship: Evidence from Hong Kong," Working Papers 032004, Hong Kong Institute for Monetary Research. [Downloadable!]
    Other versions:
  3. Timotheos Angelidis & Alexandros Benos, . "The Components of the Bid-Ask Spread: The case of the Athens Stock Exchange," Working Papers 0615, University of Crete, Department of Economics. [Downloadable!]
    Other versions:
  4. Paul D. McNelis & Carrie K.C. Chan, 2004. "Deflationary Dynamics in Hong Kong: Evidence from Linear and Neural Network Regime Switching Models," Working Papers 212004, Hong Kong Institute for Monetary Research. [Downloadable!]
  5. BELTRAN, Helena & GIOT, Pierre & GRAMMIG, Joachim, 2005. "Commonalities in the order book," CORE Discussion Papers 2005011, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]
    Other versions:
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