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The effect of stock splits on iShare exchange-traded funds
Bandyopadhyay, Pia; Hackard, James; Tse, Yiuman - In: Managerial Finance 36 (2010) February, pp. 134-159
Purpose – The purpose of this paper is to examine the pre- and post-split behavior for trades and quotes of iShare exchange-traded funds (ETFs) that split in June 2005. The objective is to determine whether post-split changes in the bid-ask spread, trade turnover, average dollar-size trade,...
Persistent link: https://www.econbiz.de/10009319839
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The effect of stock splits on iShare exchange‐traded funds
Bandyopadhyay, Pia; Hackard, James; Tse, Yiuman - In: Managerial Finance 36 (2010) 2, pp. 134-159
Purpose – The purpose of this paper is to examine the pre‐ and post‐split behavior for trades and quotes of iShare exchange‐traded funds (ETFs) that split in June 2005. The objective is to determine whether post‐split changes in the bid‐ask spread, trade turnover, average...
Persistent link: https://www.econbiz.de/10014940093
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Return seasonality in the foreign exchange market
Tse, Yiuman - In: Applied economics letters 25 (2018) 1, pp. 5-8
Persistent link: https://www.econbiz.de/10011853573
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The impact of FOMC announcements on currency futures markets
Tse, Yiuman - In: Applied economics letters 26 (2019) 19, pp. 1590-1596
Persistent link: https://www.econbiz.de/10012204854
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Momentum strategies with stock index exchange-traded funds
Tse, Yiuman - In: The North American journal of economics and finance : a … 33 (2015), pp. 134-148
Persistent link: https://www.econbiz.de/10011534898
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International asset allocation with regime switching : evidence from the ETFs
Jiang, Pan; Liu, Qingfu; Tse, Yiuman - In: Asia-Pacific journal of financial studies 44 (2015) 5, pp. 661-687
Persistent link: https://www.econbiz.de/10011470997
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Risk management and firm value: recent theory and evidence
Krause, Timothy; Tse, Yiuman - In: International journal of accounting and information … 24 (2016) 1, pp. 56-81
Persistent link: https://www.econbiz.de/10011555933
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Do industries lead stock markets? A reexamination
Tse, Yiuman - In: Journal of empirical finance 34 (2015), pp. 195-203
Persistent link: https://www.econbiz.de/10011557114
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The FOMC announcement returns on long-term US and German bond futures
Indriawan, Ivan; Jiao, Feng; Tse, Yiuman - In: Journal of banking & finance 123 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10012662330
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Return predictability between industries and the stock market in China
Zhang, Yanying; Tse, Yiuman; Zhang, Gaiyan - In: Pacific economic review 27 (2022) 2, pp. 194-220
Persistent link: https://www.econbiz.de/10013275750