| Journal Call no. | HD28.H64 |
|---|---|
| Author | Cheng, Joseph W. |
| Article Title | The behaviour of the intraday market return series of the Hong Kong stock market / Joseph W. Cheng and Dennis K. Fan. |
| Is Part Of | Hong Kong journal of business management ; v.12, 1994, p.1-15. |
| Abstract | This paper investigates the behaviour of the minute-by-minute return series of the Hong Kong Hang Seng Index for the period between March 10, 1989, and August 31, 1993. Evidence of differences in the return distributions over various intervals of a typical trading day is found. |