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Intraday prices and trading volume relationship in an emerging Asian market - Hong Kong

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  • Ho, Richard Yan-Ki
  • Cheung, Yan-Leung
  • Cheung, Daniel W. W.

Abstract

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Suggested Citation

  • Ho, Richard Yan-Ki & Cheung, Yan-Leung & Cheung, Daniel W. W., 1993. "Intraday prices and trading volume relationship in an emerging Asian market - Hong Kong," Pacific-Basin Finance Journal, Elsevier, vol. 1(2), pages 203-214, May.
    • Handle: RePEc:eee:pacfin:v:1:y:1993:i:2:p:203-214
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    Citations

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    Cited by:

    1. 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.
    2. Paul McGuinness, 1999. "Volume effects in dual traded stocks: Hong Kong and London evidence," Applied Financial Economics, Taylor & Francis Journals, vol. 9(6), pages 615-625.
    3. Liu, Yu-Jane, 1997. "Periodic market closure and order imbalances," Global Finance Journal, Elsevier, vol. 8(1), pages 95-111.
    4. Muzhao Jin & Fearghal Kearney & Youwei Li & Yung Chiang Yang, 2023. "Order book price impact in the Chinese soybean futures market," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(1), pages 606-625, January.
    5. Paul Mcguinness, 1997. "Inter-day return behaviour for stocks quoted 'back-to-back' in Hong Kong and London," Applied Economics Letters, Taylor & Francis Journals, vol. 4(8), pages 459-464.
    6. Ling-Yun He & Sheng Yang & Wen-Si Xie & Zhi-Hong Han, 2014. "Contemporaneous and Asymmetric Properties in the Price-Volume Relationships in China's Agricultural Futures Markets," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 50(S1), pages 148-166.
    7. Brockman, Paul & Chung, Dennis Y., 1998. "Inter- and intra-day liquidity patterns on the Stock Exchange of Hong Kong," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 8(3-4), pages 277-298, December.

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