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Abstract

Year	Issue No.	Paper No.	Title	Author(s)
2016	5	5	A review on high frequency intraday trading in Hong Kong stock market Abstract: 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 longer persisted in HSIF market. This particular example is interesting because the market inefficiency does not come together with any trading rule.	Liu, Marcus