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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)
Portfolio effect on daily stock return across industrial sectors in Hong Kong : an analysis of dow effect
Tang, Gordon Y. N., (1999)
Seasonality of the covariance and correlation matrices of stock returns : Hong Kong evidence
Tang, Gordon Y. N., (2000)