Night Market Chase - Sleeping Dogs
Head to the marker to ask Kwan about Ming's whereabouts. Go around the corner to find Ming. Chase him down until you reach an area where his thug friends are waiting. Beat them down and continue chasing him.
After catching up with him, defeat the last wave of his thugs and face him. Wait for him to attack then counterattack. Follow this up with quick combos; continue doing this until he's defeated. The mission will be complete afterward.
You'll wake up in your own apartment. From hereon, you can now freely roam the immediate area and choose what objectives you'll want to tackle. For the collectables you can collect, refer to this guide's Collectables section.