Inter-day return behaviour for stocks quoted 'back-to-back' in Hong Kong and London

The effect of extended trading hours in Hong Kong stocks, resulting from the development of the SEAQ International London market in such stocks, is considered here. This market, which opens shortly after the close of the Hong Kong market, appears to have produced some modulation in the mean and volatility levels of day-of-the-week returns.

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Year of publication:	1997
Authors:	Mcguinness, Paul
Published in:	Applied Economics Letters. - Taylor & Francis Journals, ISSN 1350-4851. - Vol. 4.1997, 8, p. 459-464
Publisher:	Taylor & Francis Journals

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009207977