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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

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

Tang, Gordon Y. N. - In: Review of futures markets 9 (1990), pp. 180-189

Persistent link: https://www.econbiz.de/10001108724

The impact of index futures trading on the betas of the underlying constituent stocks : the case of Hong Kong

Kan, Andy C. N.; Tang, Gordon Y. N. - In: Journal of international financial markets, … 9 (1999) 1, pp. 97-114

Persistent link: https://www.econbiz.de/10001402123

Intraday and intraweek volatility patterns of Hang Seng Index and index futures, and a test of the wait-to-trade hypothesis

Tang, Gordon Y. N.; Lui, David T. W. - In: Pacific-Basin finance journal 10 (2002) 4, pp. 475-495

Persistent link: https://www.econbiz.de/10001716102

The long-term performance of index additions and deletions : evidence from the Hang Seng Index

Kot, Hung Wan; Leung, Harry K. M.; Tang, Gordon Y. N. - In: International review of financial analysis 42 (2015), pp. 407-420

Persistent link: https://www.econbiz.de/10011573583

The Long-Term Performance of Index Additions and Deletions : Evidence from the Hang Seng Index

Kot, Hung Wan - 2016

We investigate the long-term performance of firms added to or deleted from the Hang Seng Index from 1986 to 2008. The stocks newly deleted from the Hang Seng Index have abnormal returns over a 5-year holding period and the newly added stocks do not. The deleted stocks outperform the added...

Persistent link: https://www.econbiz.de/10013002992