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The leading role of the Chinese futures in the world commodity futures markets

Fung, Hung-gay; Tse, Yiuman; Yau, Jot; Zhao, Lin - In: International financial markets, (pp. 25-49). 2013

Persistent link: https://www.econbiz.de/10010204793

Information shares in international oil futures markets

Tse, Yiuman - In: International review of economics & finance : IREF 6 (1997) 1, pp. 49-56

Persistent link: https://www.econbiz.de/10001218308

The impact of the change in USDA announcement release procedures on agricultural commodity futures

Indriawan, Ivan; Martinez, Valeria; Tse, Yiuman - In: Journal of commodity markets 23 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10012879016

A leader of the world commodity futures markets in the making? : the case of China's commodity futures

Fung, Hung-gay; Tse, Yiuman; Yau, Jot; Zhao, Lin - In: International review of financial analysis 27 (2013), pp. 103-114

Persistent link: https://www.econbiz.de/10009736927

Pairs trading of Chinese and international commodities

Fernandez-Perez, Adrian; Frijns, Bart; Indriawan, Ivan; … - In: Applied economics 52 (2020) 48, pp. 5203-5217

Persistent link: https://www.econbiz.de/10012307208

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

Volatility in US dairy futures markets

Fan, Zaifeng; Jump, Jeff; Tse, Yiuman; Yu, Linda - In: Journal of commodity markets 29 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10014277028

Return seasonality in commodity futures

Li, Yan; Liu, Qingfu; Miao, Deyu; Tse, Yiuman - In: International review of economics & finance : IREF 93 (2024) 2, pp. 448-462

Persistent link: https://www.econbiz.de/10014535578

Convergence to efficiency in FTSE-100 futures market

Lien, Da-hsiang Donald; Xiang, Ju - In: International journal of financial markets and derivatives 1 (2010) 3, pp. 243-257

Persistent link: https://www.econbiz.de/10008665689

Convergence to Efficiency in FTSE-100 Futures Market

Xiang, Ju - 2011

We conduct efficiency test using the conventional method in Chordia, Roll, and Subrahmanyam (2005) and the wavelet analysis. For the FTSE-100 futures data from January 2001 through December 2004, both approaches identify that, conditional on order imbalance, it takes about 10 minutes for the...

Persistent link: https://www.econbiz.de/10013131093