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Can Island provide liquidity and price discovery in the dark?
Tse, Yiuman; Hackard, James C. - In: Review of quantitative finance and accounting 23 (2004) 2, pp. 149-166
Persistent link: https://www.econbiz.de/10002257630
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Multi-market trading in the Eurodollar futures market
Tse, Yiuman; Bandyopadhyay, Paramita - In: Review of quantitative finance and accounting 26 (2006) 3, pp. 321-341
Persistent link: https://www.econbiz.de/10003307608
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NYSE execution quality subsequent to migration to hybrid
Gutierrez, Jose A.; Tse, Yiuman - In: Review of quantitative finance and accounting 33 (2009) 1, pp. 59-81
Persistent link: https://www.econbiz.de/10003850673
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Exchange traded funds, size-based portfolios, and market efficiency
Kadapakkam, Palani-Rajan; Krause, Timothy; Tse, Yiuman - In: Review of quantitative finance and accounting 45 (2015) 1, pp. 89-110
Persistent link: https://www.econbiz.de/10011333135
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Returns transmission, value at risk, and diversification benefits in international REITs : evidence from the financial crisis
Lu, Chiuling; Tse, Yiuman; Williams, Michael - In: Review of quantitative finance and accounting 40 (2013) 2, pp. 293-318
Persistent link: https://www.econbiz.de/10009708114
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Liquidity commonality and spillover in the US and Japanese markets : an intraday analysis using exchange-traded funds
Datar, Vinay T.; So, Raymond W.; Tse, Yiuman - In: Review of quantitative finance and accounting 31 (2008) 4, pp. 379-393
Persistent link: https://www.econbiz.de/10003799582
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A note on international portfolio diversification with short selling
So, Raymond W.; Tse, Yiuman - In: Review of quantitative finance and accounting 16 (2001) 4, pp. 331-321
Persistent link: https://www.econbiz.de/10001748058
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International price iscovery for emerging market stocks : evidence from Indian GDRs
Kadapakkam, Palani-Rajan; Misra, Lalatendu; Tse, Yiuman - In: Review of quantitative finance and accounting 21 (2003) 2, pp. 179-199
Persistent link: https://www.econbiz.de/10001787778
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Setting the futures margin with price limits : the case for single-stock futures
Chen, Chen-Yu; Chou, Jian-Hsin; Fung, Hung-gay; Tse, Yiuman - In: Review of quantitative finance and accounting 48 (2017) 1, pp. 219-237
Persistent link: https://www.econbiz.de/10011796613
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Can Island Provide Liquidity and Price Discovery in the Dark?
Tse, Yiuman; Hackard, James C. - In: Review of quantitative finance and accounting 23 (2004) 2, pp. 149-166
Persistent link: https://www.econbiz.de/10007152602