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Hong Kong
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43
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24
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24
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23
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Tse, Yiuman
9
Fung, Joseph K. W.
5
Kadapakkam, Palani-Rajan
3
Alam, M. Imam
1
Cheng, Kevin H. K.
1
Ding, David K.
1
Fung, Hung-gay
1
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Jiao, Feng
1
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1
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1
Shi, Yilun
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Tse, Yiu Kuen
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1
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University of Hong Kong / School of Economics and Finance
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The journal of futures markets
5
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ECONIS (ZBW)
12
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1
Reduction of constraints on arbitrage trading and market efficiency : an examination of ex-day returns in Hong Kong after introduction of electronic settlement
Kadapakkam, Palani-Rajan
- In:
The journal of finance : the journal of the American …
55
(
2000
)
6
,
pp. 2841-2861
Persistent link: https://www.econbiz.de/10001537354
Saved in:
2
Lost in translation : delayed ex-dividend price adjustments of Hong Kong ADRs
Kadapakkam, Palani-Rajan
;
Meisami, Alex
;
Shi, Yilun
- In:
Journal of banking & finance
34
(
2010
)
3
,
pp. 647-655
Persistent link: https://www.econbiz.de/10003951941
Saved in:
3
An application of variance-ratio test to five Asian stock markets
Alam, M. Imam
;
Hasan, Tanweer
;
Kadapakkam, Palani-Rajan
- In:
Review of Pacific Basin financial markets and policies
2
(
1999
)
3
,
pp. 301-315
Persistent link: https://www.econbiz.de/10001447602
Saved in:
4
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:
5
Efficiency of single-stock futures : an intraday analysis
Fung, Joseph K. W.
;
Tse, Yiuman
-
2007
Persistent link: https://www.econbiz.de/10003682741
Saved in:
6
The impact of sampling frequency on intraday correlation and lead-lag relationships between index futures and individual stocks
Fung, Joseph K. W.
;
Lau, Francis
;
Tse, Yiuman
- In:
The journal of futures markets
35
(
2015
)
10
,
pp. 939-952
Persistent link: https://www.econbiz.de/10011392705
Saved in:
7
Are stock markets in Asia related to carry trade?
Fung, Hung-gay
;
Tse, Yiuman
;
Zhao, Lin
- In:
Pacific-Basin finance journal
25
(
2013
),
pp. 200-216
Persistent link: https://www.econbiz.de/10010346745
Saved in:
8
The price discovery puzzle in offshore yuan trading : different contributions for different contracts
Ding, David K.
;
Tse, Yiuman
;
Williams, Michael
- In:
The journal of futures markets
34
(
2014
)
2
,
pp. 103-123
Persistent link: https://www.econbiz.de/10010255516
Saved in:
9
Effects of electronic trading on the Hang Seng Index futures market
Fung, Joseph K. W.
;
Lien, Da-hsiang Donald
;
Tse, Yiuman
; …
- In:
International review of economics & finance : IREF
14
(
2005
)
4
,
pp. 415-425
Persistent link: https://www.econbiz.de/10003195716
Saved in:
10
Price discovery in the Hang Seng Index markets : index, futures, and the tracker fund
So, Raymond W.
;
Tse, Yiuman
- In:
The journal of futures markets
24
(
2004
)
9
,
pp. 887-907
Persistent link: https://www.econbiz.de/10002145997
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