A Review on High Frequency Intraday Trading in Hong Kong Stock Market

Categories: Technical Analysis, Market Integrity

Country or region: Hong Kong SAR

This paper tests the effectiveness of trading range break (TRB) trading rules in the Hang Seng index futures market. Such trading rules are linked up with a test using market high-time and market low-time. It is discovered that the market inefficiency observed by Mok, Li and Lam (2000) has no ......

Total Views: 1483
Total Downloads: 15

Share Article

Reader Comments

No comments made on this post yet


If you have any copyright and other associated infringements related to this item, please click on the Terms and Conditions link where you will be directed to the Digital Millennium Copyright Act (DCMA) that will outline the procedure for raising your concern.

If you have any concerns with the content of the item [e.g., offensive language and/or material, inappropriate material] then please proceed to utilize the Contact Us form. Remember that when using the Contact Us form, please ensure you reference/cite clearly the item in question (e.g., name of article, author(s) of article) and the nature of the complaint.