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Hang Seng Index (HSI)

What is 'Hang Seng Index - HSI'

A market capitalization-weighted index of 40 of the largest companies that trade on the Hong Kong Exchange. The Hang Seng Index is maintained by a subsidiary of Hang Seng Bank, and has been published since 1969. The index aims to capture the leadership of the Hong Kong exchange, and covers approximately 65% of its total market capitalization. The Hang Seng members are also classified into one of four sub-indexes based on the main lines of business including commerce and industry, finance, utilities and properties.

Explaining 'Hang Seng Index - HSI'

The Hang Seng is the most widely quoted barometer for the Hong Kong economy. Because of Hong Kong's status as a special administrative region of China, there are close ties between the two economies and many Chinese companies listed on the Hong Kong Exchange.


Further Reading


Model-free implied volatility and its information content: Evidence from Hang Seng Index options
en.cnki.com.cn [PDF]
… This article studies the information content contained in Hang Seng Index(HSI) options,and … It is found that only when the trading volume of HSI options is … 教育部“国际金融危机应对研究”应急项目( 2009JYJR051);; 福建省自然科学基金(2009J01316) 【CateGory Index】: F224;F832 …

Pricing Hang Seng Index options around the Asian financial crisis–A GARCH approachPricing Hang Seng Index options around the Asian financial crisis–A GARCH approach
www.sciencedirect.com [PDF]
… This article studies the information content contained in Hang Seng Index(HSI) options,and … It is found that only when the trading volume of HSI options is … 教育部“国际金融危机应对研究”应急项目( 2009JYJR051);; 福建省自然科学基金(2009J01316) 【CateGory Index】: F224;F832 …

Volatility forecasting in the hang seng index using the GARCH approachVolatility forecasting in the hang seng index using the GARCH approach
link.springer.com [PDF]
… This article studies the information content contained in Hang Seng Index(HSI) options,and … It is found that only when the trading volume of HSI options is … 教育部“国际金融危机应对研究”应急项目( 2009JYJR051);; 福建省自然科学基金(2009J01316) 【CateGory Index】: F224;F832 …

Effects of electronic trading on the Hang Seng index futures marketEffects of electronic trading on the Hang Seng index futures market
www.sciencedirect.com [PDF]
… This article studies the information content contained in Hang Seng Index(HSI) options,and … It is found that only when the trading volume of HSI options is … 教育部“国际金融危机应对研究”应急项目( 2009JYJR051);; 福建省自然科学基金(2009J01316) 【CateGory Index】: F224;F832 …

Tail Dependence Analysis of SZI & HSI Based on Copula Method <span style=[J]' src='/thumbnails/?img=http%3A%2F%2Fen.cnki.com.cn%2FArticle_en%2FCJFDTotal-GCXT200605016.htm' />Tail Dependence Analysis of SZI & HSI Based on Copula Method [J]
en.cnki.com.cn [[J]' href='https:/api.miniature.io/pdf?url=en.cnki.com.cn%2FArticle_en%2FCJFDTotal-GCXT200605016.htm'>PDF]
… This article studies the information content contained in Hang Seng Index(HSI) options,and … It is found that only when the trading volume of HSI options is … 教育部“国际金融危机应对研究”应急项目( 2009JYJR051);; 福建省自然科学基金(2009J01316) 【CateGory Index】: F224;F832 …

Trading rules and stock returns: some further short run evidence from the Hang Seng 1997–2008Trading rules and stock returns: some further short run evidence from the Hang Seng 1997–2008
www.tandfonline.com [PDF]
… This article studies the information content contained in Hang Seng Index(HSI) options,and … It is found that only when the trading volume of HSI options is … 教育部“国际金融危机应对研究”应急项目( 2009JYJR051);; 福建省自然科学基金(2009J01316) 【CateGory Index】: F224;F832 …

Price discovery in the Hang Seng index markets: index, futures, and the tracker fundPrice discovery in the Hang Seng index markets: index, futures, and the tracker fund
onlinelibrary.wiley.com [PDF]
… This article studies the information content contained in Hang Seng Index(HSI) options,and … It is found that only when the trading volume of HSI options is … 教育部“国际金融危机应对研究”应急项目( 2009JYJR051);; 福建省自然科学基金(2009J01316) 【CateGory Index】: F224;F832 …

Complex dynamic behaviors of oriented percolation-based financial time series and Hang Seng indexComplex dynamic behaviors of oriented percolation-based financial time series and Hang Seng index
www.sciencedirect.com [PDF]
… This article studies the information content contained in Hang Seng Index(HSI) options,and … It is found that only when the trading volume of HSI options is … 教育部“国际金融危机应对研究”应急项目( 2009JYJR051);; 福建省自然科学基金(2009J01316) 【CateGory Index】: F224;F832 …

Do small traders contribute to price discovery? Evidence from the Hong Kong Hang Seng index marketsDo small traders contribute to price discovery? Evidence from the Hong Kong Hang Seng index markets
onlinelibrary.wiley.com [PDF]
… This article studies the information content contained in Hang Seng Index(HSI) options,and … It is found that only when the trading volume of HSI options is … 教育部“国际金融危机应对研究”应急项目( 2009JYJR051);; 福建省自然科学基金(2009J01316) 【CateGory Index】: F224;F832 …

Threshold non-linear dynamics between Hang Seng stock index and futures returnsThreshold non-linear dynamics between Hang Seng stock index and futures returns
www.tandfonline.com [PDF]
… This article studies the information content contained in Hang Seng Index(HSI) options,and … It is found that only when the trading volume of HSI options is … 教育部“国际金融危机应对研究”应急项目( 2009JYJR051);; 福建省自然科学基金(2009J01316) 【CateGory Index】: F224;F832 …


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