Please use this identifier to cite or link to this item: http://hdl.handle.net/10397/31548
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dc.contributor.authorChan, YCen_US
dc.contributor.authorChui, ACWen_US
dc.contributor.authorKwok, CCYen_US
dc.date.accessioned2015-06-23T09:11:53Z-
dc.date.available2015-06-23T09:11:53Z-
dc.date.issued2001-
dc.identifier.citationPacific basin finance journal, 2001, v. 9, no. 3, p. 195-217en_US
dc.identifier.issn0927-538X-
dc.identifier.urihttp://hdl.handle.net/10397/31548-
dc.description.abstractThis paper investigates the impact of salient political and economic news on the intraday trading activity, namely, the stock return volatility, the stock price volatility, the number of shares traded, and the trading frequency. Using transactions data on 33 constituent stocks of the Hang Seng Index in the Stock Exchange of Hong Kong (SEHK), we find that political news has a distinct impact on market activity when compared with economic news. We argue that the observed phenomenon is related to the precision of signals associated with these two types of news and investors' perceptual biases.en_US
dc.description.sponsorshipSchool of Accounting and Financeen_US
dc.language.isoenen_US
dc.publisherNorth-Hollanden_US
dc.relation.ispartofPacific basin finance journalen_US
dc.subjectG14en_US
dc.subjectNewsen_US
dc.subjectStock exchange of Hong Kongen_US
dc.subjectTrading activityen_US
dc.titleThe impact of salient political and economic news on the trading activityen_US
dc.typeJournal/Magazine Articleen_US
dc.identifier.spage195-
dc.identifier.epage217-
dc.identifier.volume9-
dc.identifier.issue3-
dc.identifier.doi10.1016/S0927-538X(01)00015-4-
dc.identifier.scopus2-s2.0-0041870983-
dc.identifier.rosgroupidr00795-
dc.description.ros2000-2001 > Academic research: refereed > Publication in refereed journal-
Appears in Collections:Journal/Magazine Article
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