Seasonality of the covariance and correlation matrices of stock returns : Hong Kong evidence

von Tang, Gordon Y. N.
Veröffentlicht in Advances in Pacific Basin financial markets (2000)

Diversification and intervalling effects on stock returns

von Tang, Gordon Y. N.
Veröffentlicht in Asia Pacific journal of management (1992)

The weekend effect on daily and weekly stock returns : a comparison

von Tang, Gordon Y. N.
Veröffentlicht in Finance India (1993)

Stability of international stock market relationships across month of the year and different holding intervals

von Tang, Gordon Y. N.
Veröffentlicht in The European journal of finance (1995)

The informational content of the implied interest rate from stock index futures

von Tang, Gordon Y. N.
Veröffentlicht in Review of futures markets (1990)

Portfolio effect on daily stock return across industrial sectors in Hong Kong : an analysis of dow effect

von Tang, Gordon Y. N.
Veröffentlicht in Review of Pacific Basin financial markets and policies (1999)

Weekly pattern of exchange rate risks : evidence from ten Asian-Pacific currencies

von Tang, Gordon Y. N.
Veröffentlicht in Asia-Pacific financial markets (1998)

Return volatilities of stock index futures in Hong Kong : trading versus non-trading periods

von Tang, Gordon Y. N.
Veröffentlicht in The journal of derivatives (1996)

Day-of-the-week effect on skewness and kurtosis : a direct test and portfolio effect

von Tang, Gordon Y. N.
Veröffentlicht in The European journal of finance (1996)

Weekly pattern of volatility in the Hong Kong interbank market under different exchange rate regimes

von Tang, Gordon Y. N.
Veröffentlicht in Rising Asian capital markets (1993)

The month-of-the-year effect on international portfolio diversification

von Tang, Gordon Y. N.
Veröffentlicht in Studies in the financial markets of the Pacific Basin ; Pt. B (1994)

Interrelationship between actual and implied interest rates : empirical evidence from Hong Kong

von Tang, Gordon Y. N.
Veröffentlicht in Finance India (1992)

Portfolio diversification effect in exchange rate risk

von Tang, Gordon Y. N.
Veröffentlicht in Finance India (1992)

The intertemporal stability of the covariance and correlation matrices of Hong Kong stock returns

von Tang, Gordon Y. N.
Veröffentlicht in Applied financial economics (1998)

Co-movement pattern of daily stock returns : an analysis of Dow and January effects

von Tang, Gordon Y. N.
Veröffentlicht in Advances in investment analysis and portfolio management (2000)

Weekly pattern in higher moments : an empirical test in Hong Kong stock market

von Tang, Gordon Y. N.
Veröffentlicht in Journal of economics and finance (1997)

Monthly pattern and portfolio effect on higher moments of stock returns : empirical evidence from Hong Kong

von Tang, Gordon Y. N.
Veröffentlicht in Asia-Pacific financial markets (1998)

Stock return reversal and continuance anomaly : new evidence from Hong Kong

von Tang, Gordon Y. N.
Veröffentlicht in Applied economics (2014)

Risk-return relationships in the Hong Kong stock market : revisit

von Tang, Gordon Y. N.
Veröffentlicht in Applied financial economics (2006)

Risk-return characteristics : comparison of China's stock market and three other emerging markets

von Shum, Wai Cheong
Veröffentlicht in The Chinese economy (2010)