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Can Island provide liquidity and price discovery in the dark?
Tse, Yiuman; Hackard, James C. - In: Review of quantitative finance and accounting 23 (2004) 2, pp. 149-166
Persistent link: https://www.econbiz.de/10002257630
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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
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Price discovery and common factor models
Baillie, Richard; Booth, G. Geoffrey; Tse, Yiuman; … - In: Journal of financial markets 5 (2002) 3, pp. 309-321
Persistent link: https://www.econbiz.de/10001706050
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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
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The information role of portfolio depository receipts
Brockman, Paul; Tse, Yiuman - In: Advances in investment analysis and portfolio … 8 (2001), pp. 39-56
Persistent link: https://www.econbiz.de/10001640868