• Variations in liquidity
• A different look at volume curves
• A note on other research into market matching speeds

For these articles I am using trade data from the Hong Kong Exchange (HKEx) for August 2014. This data set covers all HKEx listings but for consistency I have focused on the market 'groups' with data for every day in August, namely AMS groups 1 through 7. That data set covers 7,980 listings although trading for the majority is thin: 4,882 listings trade at most once every ten minutes.