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isPartOf:"Journal of empirical finance"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of banking & finance"
~person:"Tse, Yiuman"
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Aktienindex
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Cointegration
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Index futures
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1993
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Tse, Yiuman
Frino, Alex
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Ap Gwilym, Owain
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Journal of empirical finance
International review of financial analysis
Journal of banking & finance
The journal of futures markets
7
Pacific-Basin finance journal
2
Advances in investment analysis and portfolio management : a research annual
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
International review of economics & finance : IREF
1
Journal of business finance & accounting : JBFA
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Managerial finance
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Proceedings of the University of Vaasa / Discussion papers
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Review of quantitative finance and accounting
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The financial review : the official publication of the Eastern Finance Association
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ECONIS (ZBW)
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Index arbitrage with heterogeneous investors : a smooth transition error correction analysis
Tse, Yiuman
- In:
Journal of banking & finance
25
(
2001
)
10
,
pp. 1829-1855
Persistent link: https://www.econbiz.de/10001608847
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2
Price discovery on the S&P 500 index markets : an analysis of spot index, index futures, and SPDRs
Chu, Quentin C.
;
Hsieh, Wen-liang Gideon
;
Tse, Yiuman
- In:
International review of financial analysis
8
(
1999
)
1
,
pp. 21-34
Persistent link: https://www.econbiz.de/10001446431
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