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One-way arbitrage with transaction costs : an evidence from the Hong Kong foreign exchange market
Chan, Daniel P., (1993)
Structural simultaneous volatility systems : volatility transmission and spillover effects
Gannon, Gerard L., (1997)
Stability of international stock market relationships across month of the year and different holding intervals
Tang, Gordon Y. N., (1995)
The month-of-the-year effect on international portfolio diversification
Tang, Gordon Y. N., (1994)
Weekly pattern in higher moments : an empirical test in Hong Kong stock market
Tang, Gordon Y. N., (1997)