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Potential Gains from Global Market Timing Involving Three or More Markets

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Intelligent Data Engineering and Automated Learning (IDEAL 2003)

Part of the book series: Lecture Notes in Computer Science ((LNCS,volume 2690))

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Abstract

In this paper we evaluate the potential gains from international market timing. Empirical results show that the potential gain decreases as transaction cost increases and increases as the frequency of review schedule increases. However, the potential gain increases in a decreasing rate as the number of countries increases.

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References

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Author information

Authors and Affiliations

  1. Department of Business Studies, FBIS, Hong Kong Polytechnic University, Hung Hom, Kowloon, Hong Kong

    Wei Li

  2. Department of Finance and Decision Sciences, Hong Kong Baptist University, Kowloon Tong, Kowloon, Hong Kong

    Kin Lam

Authors
  1. Wei Li
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  2. Kin Lam
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Editor information

Editors and Affiliations

  1. Department of Computer Science, Hong Kong Baptist University, Kowloon Tong, Hong Kong

    Jiming Liu

  2. Department of Computer Science, Hong Kong Baptist University, Hong Kong

    Yiu-ming Cheung

  3. School of Electrical and Electronic Engineering, University of Manchester, UK

    Hujun Yin

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© 2003 Springer-Verlag Berlin Heidelberg

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Li, W., Lam, K. (2003). Potential Gains from Global Market Timing Involving Three or More Markets. In: Liu, J., Cheung, Ym., Yin, H. (eds) Intelligent Data Engineering and Automated Learning. IDEAL 2003. Lecture Notes in Computer Science, vol 2690. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-45080-1_111

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  • DOI: https://doi.org/10.1007/978-3-540-45080-1_111

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-40550-4

  • Online ISBN: 978-3-540-45080-1

  • eBook Packages: Springer Book Archive

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