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Price discovery and volatility...
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Tse, Yiuman
136
Liu, Qingfu
19
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15
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10
Martinez, Valeria
8
Fung, Hung-gay
7
Jiao, Feng
7
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Martikainen, Teppo
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4
So, Raymond W.
4
Zhao, Lin
4
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3
Frijns, Bart
3
Gutierrez, Jose A.
3
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The journal of futures markets
18
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9
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6
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5
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Credit risk: measurement, management, pricing, and regulation
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Discussion paper series / School of Economics, the University of Hong Kong / Economics & Finance Workshop
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Economics letters
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International Journal of Accounting & Information Management: Volume 21, Issue 4
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ECONIS (ZBW)
RePEc
79
OLC EcoSci
62
Other ZBW resources
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
Efficiency of single-stock futures : an intraday analysis
Fung, Joseph K. W.
;
Tse, Yiuman
- In:
The journal of futures markets
28
(
2008
)
6
,
pp. 518-536
Persistent link: https://www.econbiz.de/10003714981
Saved in:
10
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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