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Modeling the fat tails in Asian stock markets
Kittiakarasakun, Jullavut; Tse, Yiuman - In: International review of economics & finance : IREF 20 (2011) 3, pp. 430-440
Persistent link: https://www.econbiz.de/10009304049
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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
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Exchange traded funds, size-based portfolios, and market efficiency
Kadapakkam, Palani-Rajan; Krause, Timothy; Tse, Yiuman - In: Review of quantitative finance and accounting 45 (2015) 1, pp. 89-110
Persistent link: https://www.econbiz.de/10011333135
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The informativeness of trades and quotes in the FTSE 100 index futures market
Frijns, Bart; Tse, Yiuman - In: The journal of futures markets 35 (2015) 2, pp. 105-126
Persistent link: https://www.econbiz.de/10011348464
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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
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Is carry-trade a viable alternative asset class?
Das, Sougata; Kadapakkam, Palani-Rajan; Tse, Yiuman - In: Journal of international financial markets, … 24 (2013), pp. 247-257
Persistent link: https://www.econbiz.de/10009726367
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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
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Returns transmission, value at risk, and diversification benefits in international REITs : evidence from the financial crisis
Lu, Chiuling; Tse, Yiuman; Williams, Michael - In: Review of quantitative finance and accounting 40 (2013) 2, pp. 293-318
Persistent link: https://www.econbiz.de/10009708114
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Do stock markets catch the flu?
McTier, Brian C.; Tse, Yiuman; Wald, John K. - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 3, pp. 979-1000
Persistent link: https://www.econbiz.de/10010201776
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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