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Holy mad cow! : Facts or (mis)perceptions : a clinical study
Tse, Yiuman; Hackard, James C. - In: The journal of futures markets 26 (2006) 4, pp. 315-341
Persistent link: https://www.econbiz.de/10003304073
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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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Three essays on information transmission in financial markets
Hackard, James C. - 2006
Persistent link: https://www.econbiz.de/10003965317
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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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Round-the-clock market efficiency and home bias : evidence from the international Japanese government bonds futures markets
Tse, Yiuman - In: Journal of banking & finance 23 (1999) 12, pp. 1831-1860
Persistent link: https://www.econbiz.de/10001428994
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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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Price discovery and volatility spillovers in the DJIA index and futures markets
Tse, Yiuman - In: The journal of futures markets 19 (1999) 8, pp. 911-930
Persistent link: https://www.econbiz.de/10001443476
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International linkages in Euromark futures markets : information transmission and market integration
Tse, Yiuman - In: The journal of futures markets 18 (1998) 2, pp. 129-149
Persistent link: https://www.econbiz.de/10001239199
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Market micicrostructure of FT-SE 100 Index futures : an intraday empirical analysis
Tse, Yiuman - In: The journal of futures markets 19 (1999) 1, pp. 31-58
Persistent link: https://www.econbiz.de/10001377554
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International transmission of information : evidence from the Euroyen and Eurodollar futures markets
Tse, Yiuman - In: Journal of international money and finance 17 (1998) 6, pp. 909-929
Persistent link: https://www.econbiz.de/10001381753