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International asset allocation with regime switching : evidence from the ETFs
Jiang, Pan; Liu, Qingfu; Tse, Yiuman - In: Asia-Pacific journal of financial studies 44 (2015) 5, pp. 661-687
Persistent link: https://www.econbiz.de/10011470997
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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
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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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Liquidity commonality and spillover in the US and Japanese markets : an intraday analysis using exchange-traded funds
Datar, Vinay T.; So, Raymond W.; Tse, Yiuman - In: Review of quantitative finance and accounting 31 (2008) 4, pp. 379-393
Persistent link: https://www.econbiz.de/10003799582
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Effects of electronic trading on the Hang Seng Index futures market
Fung, Joseph K. W.; Lien, Da-hsiang Donald; Tse, Yiuman; … - In: International review of economics & finance : IREF 14 (2005) 4, pp. 415-425
Persistent link: https://www.econbiz.de/10003195716
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Market quality and price discovery: introduction of the E-mini energy futures
Tse, Yiuman; Xiang, Ju - In: Global finance journal 16 (2005) 2, pp. 164-179
Persistent link: https://www.econbiz.de/10003203121
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Stock splits, broker promotion, and decimalization
Kadapakkam, Palani-Rajan; Krishnamurthy, Srinivasan; … - In: Journal of financial and quantitative analysis : JFQA 40 (2005) 4, pp. 873-896
Persistent link: https://www.econbiz.de/10003242825
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Price discovery in the Hang Seng Index markets : index, futures, and the tracker fund
So, Raymond W.; Tse, Yiuman - In: The journal of futures markets 24 (2004) 9, pp. 887-907
Persistent link: https://www.econbiz.de/10002145997
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How electronic trading affects bid-ask spreads and arbitrage efficiency between index futures and options
Cheng, Kevin H. K.; Fung, Joseph K. W.; Tse, Yiuman - In: The journal of futures markets 25 (2005) 4, pp. 375-398
Persistent link: https://www.econbiz.de/10002647868
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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