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ECONIS (ZBW)
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1
Portfolio effect on daily stock return across industrial sectors in Hong Kong : an analysis of dow effect
Tang, Gordon Y. N.
- In:
Review of Pacific Basin financial markets and policies
2
(
1999
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10001400521
Saved in:
2
Seasonality of the covariance and correlation matrices of stock returns : Hong Kong evidence
Tang, Gordon Y. N.
- In:
Advances in Pacific Basin financial markets
6
(
2000
),
pp. 125-135
Persistent link: https://www.econbiz.de/10001487759
Saved in:
3
The intertemporal stability of the covariance and correlation matrices of Hong Kong stock returns
Tang, Gordon Y. N.
- In:
Applied financial economics
8
(
1998
)
4
,
pp. 359-365
Persistent link: https://www.econbiz.de/10001363508
Saved in:
4
Weekly pattern of exchange rate risks : evidence from ten Asian-Pacific currencies
Tang, Gordon Y. N.
- In:
Asia-Pacific financial markets
5
(
1998
)
3
,
pp. 261-274
Persistent link: https://www.econbiz.de/10001372070
Saved in:
5
Monthly pattern and portfolio effect on higher moments of stock returns : empirical evidence from Hong Kong
Tang, Gordon Y. N.
- In:
Asia-Pacific financial markets
5
(
1998
)
3
,
pp. 275-307
Persistent link: https://www.econbiz.de/10001372072
Saved in:
6
The month-of-the-year effect on international portfolio diversification
Tang, Gordon Y. N.
-
1994
Persistent link: https://www.econbiz.de/10001340268
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7
Weekly pattern in higher moments : an empirical test in Hong Kong stock market
Tang, Gordon Y. N.
- In:
Journal of economics and finance
21
(
1997
)
1
,
pp. 51-59
Persistent link: https://www.econbiz.de/10001248727
Saved in:
8
Weekly pattern of volatility in the Hong Kong interbank market under different exchange rate regimes
Tang, Gordon Y. N.
- In:
Rising Asian capital markets : empirical studies
,
(pp. 119-132)
.
1993
Persistent link: https://www.econbiz.de/10001331656
Saved in:
9
Return volatilities of stock index futures in Hong Kong : trading versus non-trading periods
Tang, Gordon Y. N.
- In:
The journal of derivatives : the official publication …
4
(
1996
)
1
,
pp. 55-62
Persistent link: https://www.econbiz.de/10001207622
Saved in:
10
Day-of-the-week effect on skewness and kurtosis : a direct test and portfolio effect
Tang, Gordon Y. N.
- In:
The European journal of finance
2
(
1996
)
4
,
pp. 333-351
Persistent link: https://www.econbiz.de/10001216122
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