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Return and volatility behavior of dually-traded stocks: the case of Hong Kong

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Author Info
Wang, Steven Shuye
Meng Rui, Oliver
Firth, Michael

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Article provided by Elsevier in its journal Journal of International Money and Finance.

Volume (Year): 21 (2002)
Issue (Month): 2 (April)
Pages: 265-293
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Handle: RePEc:eee:jimfin:v:21:y:2002:i:2:p:265-293

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Web page: http://www.elsevier.com/locate/inca/30443

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  1. Anirut Pisedtasalasai & Abeyratna Gunasekarage, 2007. "Causal and Dynamic Relationships among Stock Returns, Return Volatility and Trading Volume: Evidence from Emerging markets in South-East Asia," Asia-Pacific Financial Markets, Springer, vol. 14(4), pages 277-297, December. [Downloadable!] (restricted)
  2. Iwatsubo, Kentaro & Inagaki, Kazuyuki, 2006. "Measuring Financial Market Contagion Using Dually-Traded Stocks of Asian Firms," CEI Working Paper Series 2006-14, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
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This page was last updated on 2009-11-16.

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