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USA
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Tse, Yiuman
282
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25
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21
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18
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15
Indriawan, Ivan
13
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11
Martikainen, Teppo
11
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10
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9
Gutierrez, Jose A.
9
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8
Jiao, Feng
8
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4
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Yau, Jot
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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
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10
Global finance journal
9
Review of Quantitative Finance and Accounting
8
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6
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5
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ECONIS (ZBW)
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RePEc
80
OLC EcoSci
66
Other ZBW resources
6
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31
Risk management and firm value: recent theory and evidence
Krause, Timothy
;
Tse, Yiuman
- In:
International journal of accounting and information …
24
(
2016
)
1
,
pp. 56-81
Persistent link: https://www.econbiz.de/10011555933
Saved in:
32
Do industries lead stock markets? A reexamination
Tse, Yiuman
- In:
Journal of empirical finance
34
(
2015
),
pp. 195-203
Persistent link: https://www.econbiz.de/10011557114
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33
Momentum strategies with stock index exchange-traded funds
Tse, Yiuman
- In:
The North American journal of economics and finance : a …
33
(
2015
),
pp. 134-148
Persistent link: https://www.econbiz.de/10011534898
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34
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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35
Time series momentum and volatility scaling
Kim, Abby Y.
;
Tse, Yiuman
;
Wald, John K.
- In:
Journal of financial markets
30
(
2016
),
pp. 103-124
Persistent link: https://www.econbiz.de/10011722256
Saved in:
36
Overnight returns of stock indexes : evidence from ETFs and futures
Liu, Qingfu
;
Tse, Yiuman
- In:
International review of economics & finance : IREF
48
(
2017
),
pp. 440-451
Persistent link: https://www.econbiz.de/10011747329
Saved in:
37
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
Saved in:
38
Including commodity futures in asset allocation in China
Liu, Qingfu
;
Tse, Yiuman
;
Zhang, Linlin
- In:
Quantitative finance
18
(
2018
)
9
,
pp. 1487-1499
Persistent link: https://www.econbiz.de/10011913170
Saved in:
39
Trading and pricing in upstairs and downstairs stock markets
Booth, G. Geoffrey
;
Lin, Ji-chai
;
Martikainen, Teppo
; …
- In:
The review of financial studies
15
(
2002
)
4
,
pp. 1111-1135
Persistent link: https://www.econbiz.de/10001716085
Saved in:
40
Transaction costs and market quality : open outcry versus electronic trading
Tse, Yiuman
;
Zabotina, Tatyana V.
- In:
The journal of futures markets
21
(
2001
)
8
,
pp. 713-735
Persistent link: https://www.econbiz.de/10001591746
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