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

Categories: Technical Analysis, Market Integrity

Country or region: Hong Kong SAR

Summary:
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 ......


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