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Price volatility in the Hong Kong stock market: a test of the information and trading noise hypothesis

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  • Chan, Kalok
  • Chan, Yue-cheong

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  • Chan, Kalok & Chan, Yue-cheong, 1993. "Price volatility in the Hong Kong stock market: a test of the information and trading noise hypothesis," Pacific-Basin Finance Journal, Elsevier, vol. 1(2), pages 189-201, May.
    • Handle: RePEc:eee:pacfin:v:1:y:1993:i:2:p:189-201
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    Cited by:

    1. Tse, Yiuman & Martinez, Valeria, 2007. "Price discovery and informational efficiency of international iShares funds," Global Finance Journal, Elsevier, vol. 18(1), pages 1-15.
    2. John Wei, K. C. & Liu, Yu-Jane & Yang, Chau-Chen & Chaung, Guey-Shiang, 1995. "Volatility and price change spillover effects across the developed and emerging markets," Pacific-Basin Finance Journal, Elsevier, vol. 3(1), pages 113-136, May.
    3. Yiuman Tse & Jose A. Gutierrez, 2009. "Where does Volatility and Return Come From? The Case of Asian ETFs," Working Papers 0063, College of Business, University of Texas at San Antonio.
    4. Siu Y. Chan & Wai‐Ming Fong, 2004. "Individual Investors’ Sentiment and Temporary Stock Price Pressure," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 31(5‐6), pages 823-836, June.
    5. Siu Y. Chan & Wai-Ming Fong, 2004. "Individual Investors' Sentiment and Temporary Stock Price Pressure," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 31(5-6), pages 823-836.
    6. Gutierrez, Jose A. & Martinez, Valeria & Tse, Yiuman, 2009. "Where does return and volatility come from? The case of Asian ETFs," International Review of Economics & Finance, Elsevier, vol. 18(4), pages 671-679, October.
    7. Mahmoud Qadan & David Y. Aharon, 2019. "The length of the trading day and trading volume," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 9(2), pages 137-156, June.

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