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Price discovery and informatio...
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USA
43
United States
43
Börsenkurs
27
Share price
27
Volatility
25
Volatilität
25
Index futures
21
Index-Futures
21
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17
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17
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17
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154
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Tse, Yiuman
282
Martinez, Valeria
30
Booth, G. Geoffrey
25
Liu, Qingfu
21
Kadapakkam, Palani-Rajan
16
Williams, Michael
15
Indriawan, Ivan
13
Martikainen, Teppo
11
So, Raymond W.
11
Kittiakarasakun, Jullavut
10
Booth, G.Geoffrey
9
Gutierrez, Jose A.
9
Wald, John K.
9
Zhao, Lin
9
Fung, Joseph K. W.
8
Jiao, Feng
8
Fung, Hung-gay
7
Hackard, James C.
7
Fung, Hung-Gay
6
Fung, Joseph K.W.
6
Wu, Chunchi
6
Xiang, Ju
6
Young, Allan
6
Bandyopadhyay, Paramita
5
Devos, Erik
5
Frijns, Bart
5
Krause, Timothy
5
Zabotina, Tatyana V.
5
Brockman, Paul
4
Chen, Jun
4
Chowdhury, Mustafa
4
Frino, Alex
4
Krishnamurthy, Srinivasan
4
Kumar, Umesh
4
Lee, Tae-Hwy
4
Misra, Lalatendu
4
Ning, Zi
4
Tse, Y.
4
Wang, George H.K.
4
Yau, Jot
4
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College of Business, University of Texas-San Antonio
7
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1
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The journal of futures markets
32
Journal of Futures Markets
20
International review of economics & finance : IREF
17
Review of quantitative finance and accounting
17
Journal of banking & finance
13
Global finance journal
8
Review of Quantitative Finance and Accounting
8
Working Papers / College of Business, University of Texas-San Antonio
7
International Review of Economics & Finance
6
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5
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5
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5
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5
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5
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4
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4
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4
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4
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3
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3
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3
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3
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2
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2
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2
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2
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2
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2
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2
Journal of Business Finance & Accounting
2
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2
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2
Journal of International Money and Finance
2
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2
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ECONIS (ZBW)
140
RePEc
83
OLC EcoSci
70
Other ZBW resources
6
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1
Intraday price discovery analysis in the foreign exchange market of an emerging economy : Mexico
Martinez, Valeria
;
Tse, Yiuman
- In:
Research in international business and finance
45
(
2018
),
pp. 271-284
Persistent link: https://www.econbiz.de/10011983258
Saved in:
2
Where does return and volatility come from? : the case of Asian ETFs
Gutierrez, Jose A.
;
Martinez, Valeria
;
Tse, Yiuman
- In:
International review of economics & finance : IREF
18
(
2009
)
4
,
pp. 671-679
Persistent link: https://www.econbiz.de/10003902698
Saved in:
3
Electronic versus open outcry trading in agricultural commodities futures markets
Martinez, Valeria
;
Gupta, Paramita
;
Tse, Yiuman
; …
- In:
Review of financial economics : RFE
20
(
2011
)
1
,
pp. 28-36
Persistent link: https://www.econbiz.de/10009009701
Saved in:
4
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:
5
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:
6
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
Saved in:
7
The impact of tick-size reductions in foreign currency futures markets
Martinez, Valeria
;
Tse, Yiuman
- In:
Finance research letters
28
(
2019
),
pp. 32-38
Persistent link: https://www.econbiz.de/10012384047
Saved in:
8
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:
9
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:
10
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:
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