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Volatility
USA
43
United States
43
Börsenkurs
29
Share price
29
Volatilität
25
Index futures
21
Index-Futures
21
Commodity derivative
18
Rohstoffderivat
18
Aktienmarkt
17
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17
Kapitaleinkommen
17
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Welt
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14
Großbritannien
13
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13
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12
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11
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11
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11
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11
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11
Indexderivat
11
Portfolio selection
11
Portfolio-Management
11
Schätzung
11
Stock index
11
Ankündigungseffekt
9
Announcement effect
9
Commodity exchange
9
Currency derivative
9
Electronic trading
9
Hong Kong
9
Hongkong
9
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6
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2
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Article
18
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7
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18
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2
Non-commercial literature
2
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1
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English
25
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Tse, Yiuman
24
Booth, G. Geoffrey
5
Martikainen, Teppo
3
Martinez, Valeria
3
Chowdhury, Mustafa
2
Jump, Jeff
2
Kittiakarasakun, Jullavut
2
Wald, John K.
2
Wang, George H. K.
2
Yu, Linda
2
Bjursell, Johann
1
Fan, Steve Z.
1
Fan, Zaifeng
1
Fernandez-Perez, Adrian
1
Frino, Alex
1
Fung, Hung-gay
1
Guo, Wei
1
Hackard, James C.
1
Indriawan, Ivan
1
Kadapakkam, Palani-Rajan
1
Kim, Abby
1
Kim, Abby Y.
1
Krause, Timothy
1
Krause, Timothy A.
1
Liu, Qingfu
1
Luo, Zhidan
1
Misra, Lalatendu
1
Niarchos, Nikitas
1
Williams, Michael
1
Wu, Chunchi
1
Xu, Yahua
1
Young, Allan
1
Zhao, Lin
1
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Journal of banking & finance
2
Proceedings of the University of Vaasa / Discussion papers
2
The financial review : the official publication of the Eastern Finance Association
2
The journal of futures markets
2
Credit risk: measurement, management, pricing, and regulation
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
International review of economics & finance : IREF
1
Journal of Asian economics
1
Journal of commodity markets
1
Journal of economics & business
1
Journal of economics and finance
1
Journal of empirical finance
1
Journal of financial markets
1
Managerial finance
1
Pacific-Basin finance journal
1
Research in international business and finance
1
Review of quantitative finance and accounting
1
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ECONIS (ZBW)
25
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1
Three essays on information transmission in financial markets
Hackard, James C.
-
2006
Persistent link: https://www.econbiz.de/10003965317
Saved in:
2
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:
3
Intraday volatility in the bond, foreign exchange, and stock index futures markets
Martinez, Valeria
;
Tse, Yiuman
- In:
The journal of futures markets
28
(
2008
)
4
,
pp. 313-334
Persistent link: https://www.econbiz.de/10003699405
Saved in:
4
The impact of trades by traders on asymmetric volatility for Nasdaq-100 index futures
Kittiakarasakun, Jullavut
;
Tse, Yiuman
;
Wang, George H. K.
- In:
Managerial finance
38
(
2012
)
8
,
pp. 752-767
Persistent link: https://www.econbiz.de/10009568698
Saved in:
5
Volatility and trading activity following changes in the size of futures contracts
Bjursell, Johann
;
Frino, Alex
;
Tse, Yiuman
;
Wang, …
- In:
Journal of empirical finance
17
(
2010
)
5
,
pp. 967-980
Persistent link: https://www.econbiz.de/10009267230
Saved in:
6
Volatility, trade size, and order imbalance in China and Japan exchange traded funds
Martinez, Valeria
;
Tse, Yiuman
;
Kittiakarasakun, Jullavut
- In:
Journal of economics and finance
37
(
2013
)
2
,
pp. 293-307
Persistent link: https://www.econbiz.de/10009750350
Saved in:
7
Volatility and return spillovers in Canadian and US industry ETFs
Krause, Timothy
;
Tse, Yiuman
- In:
International review of economics & finance : IREF
25
(
2013
),
pp. 244-259
Persistent link: https://www.econbiz.de/10009693301
Saved in:
8
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:
9
Asymmetric volatility, skewness, and downside risk in different asset classes : evidence from futures markets
Tse, Yiuman
- In:
The financial review : the official publication of the …
51
(
2016
)
1
,
pp. 83-111
Persistent link: https://www.econbiz.de/10011436801
Saved in:
10
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
Saved in:
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