Intraday stock return volatility: The Hong Kong evidence
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Bibliographic InfoArticle provided by Elsevier in its journal Pacific-Basin Finance Journal.
Volume (Year): 2 (1994)
Issue (Month): 2-3 (May)
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Web page: http://www.elsevier.com/locate/pacfin
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- Gau, Yin-Feng, 2005. "Intraday volatility in the Taipei FX market," Pacific-Basin Finance Journal, Elsevier, vol. 13(4), pages 471-487, September.
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- Haniff, Mohd Nizal & Pok, Wee Ching, 2010. "Intraday volatility and periodicity in the Malaysian stock returns," Research in International Business and Finance, Elsevier, vol. 24(3), pages 329-343, September.
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- Chang, Rosita P. & Rhee, S. Ghon & Stone, Gregory R. & Tang, Ning, 2008. "How does the call market method affect price efficiency? Evidence from the Singapore Stock Market," Journal of Banking & Finance, Elsevier, vol. 32(10), pages 2205-2219, October.
- Rosita P. Chang & Shuh-Tzy Hsu & Nai-Kuan Huang & S. Ghon Rhee, 1999. "The Effects of Trading Methods on Volatility and Liquidity: Evidence from the Taiwan Stock Exchange," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 26(1-2), pages 137-170.
- McConnell, John J. & Dybevik, Heidi J. & Haushalter, David & Lie, Erik, 1996. "A survey of evidence on domestic and international stock exchange listings with implications for markets and managers," Pacific-Basin Finance Journal, Elsevier, vol. 4(4), pages 347-376, December.
- Rubens Pauluzzo & Enrico Geretto, 2013. "Stock Exchange Markets in Hong Kong: Structure and Main Problems," Transition Studies Review, Springer, vol. 20(1), pages 33-48, April.
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