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The relationship between commodity prices and currency exchange rates : evidence from the futures markets

Chan, Kalok; Tse, Yiuman; Williams, Michael - In: Commodity prices and markets : [NBER East Asia Seminar …, (pp. 47-71). 2011

Persistent link: https://www.econbiz.de/10008905988

Restricted private information provision during short sale bans

Tse, Yiuman; Williams, Michael - In: Managerial finance 36 (2010) 8, pp. 722-737

Persistent link: https://www.econbiz.de/10008778348

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

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

Does index speculation impact commodity prices? : an intraday analysis

Tse, Yiuman; Williams, Michael - In: The financial review : the official publication of the … 48 (2013) 3, pp. 365-383

Persistent link: https://www.econbiz.de/10009782136

Trading location and equity returns: Evidence from US trading of British cross-listed firms

Chen, Jun; Tse, Yiuman; Williams, Michael - In: Journal of international financial markets, … 19 (2009) 5, pp. 729-741

Persistent link: https://www.econbiz.de/10008329678

Trading location and equity returns: Evidence from US trading of British cross-listed firms

Chen, Jun; Tse, Yiuman; Williams, Michael - In: Journal of international financial markets, … 19 (2009) 5, pp. 729-742

Persistent link: https://www.econbiz.de/10008900313

Trading location and equity returns: Evidence from US trading of British cross-listed firms

Chen, Jun; Tse, Yiuman; Williams, Michael - In: Journal of International Financial Markets, … 19 (2009) 5, pp. 729-741

Our study examines market sentiment and the importance of trading location in British American Depository Receipts (ADRs) traded in the US. Perfect integration between UK markets and UK ADRs is ruled out given that UK ADRs exhibit an intraday, U-shaped volatility curve. Both a variance...

Persistent link: https://www.econbiz.de/10008521374

Round-the-clock market efficiency and home bias : evidence from the international Japanese government bonds futures markets

Tse, Yiuman - In: Journal of banking & finance 23 (1999) 12, pp. 1831-1860

Persistent link: https://www.econbiz.de/10001428994

Index arbitrage with heterogeneous investors : a smooth transition error correction analysis

Tse, Yiuman - In: Journal of banking & finance 25 (2001) 10, pp. 1829-1855

Persistent link: https://www.econbiz.de/10001608847

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