Market closure effects on return, volatility, and turnover patterns in the Hong Kong index futures market

Journal of International Financial Markets, Institutions and Money

Volumn 8, Issue 3-4, 1998, Pages 433-451

  Yan ki Ho, Richard ^a   Siu kuen Lee, Raymond ^a  

^a CITY UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

G10; G13; G15; Hong Kong; Index futures; Intraday patterns

Indexed keywords

EID: 0032324602     PISSN: 10424431     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1042-4431(98)00047-X     Document Type: Article

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