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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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Electronic versus open outcry trading in agricultural commodities futures markets
Martinez, Valeria; Gupta, Paramita; Tse, Yiuman; … - In: Review of financial economics : RFE 20 (2011) 1, pp. 28-37
Persistent link: https://www.econbiz.de/10008846561
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Electronic versus open outcry trading in agricultural commodities futures markets
Martinez, Valeria; Gupta, Paramita; Tse, Yiuman; … - In: Review of Financial Economics 20 (2011) 1, pp. 28-36
The Chicago Board of Trade (CBOT) introduced side by side trading of its agricultural futures commodities in August 2006. We analyze and compare market quality conditions in corn, soybeans, and wheat futures when these contracts trade simultaneously on open outcry and electronic trading venues....
Persistent link: https://www.econbiz.de/10008920130
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The impact of trades by traders on asymmetric volatility for Nasdaq-100 index futures
Kittiakarasakun, Jullavut; Tse, Yiuman; Wang, George H. K. - In: Managerial finance 38 (2012) 8, pp. 752-767
Persistent link: https://www.econbiz.de/10009568698
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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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Where does return and volatility come from? : the case of Asian ETFs
Gutierrez, Jose A.; Martinez, Valeria; Tse, Yiuman - In: International review of economics & finance : IREF 18 (2009) 4, pp. 671-679
Persistent link: https://www.econbiz.de/10003902698
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Price discovery and informational efficiency of international iShares funds
Tse, Yiuman; Martinez, Valeria - In: Global finance journal 18 (2007) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10003612080
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Intraday volatility in the bond, foreign exchange, and stock index futures markets
Martinez, Valeria; Tse, Yiuman - In: The journal of futures markets 28 (2008) 4, pp. 313-334
Persistent link: https://www.econbiz.de/10003699405
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The impact of the change in USDA announcement release procedures on agricultural commodity futures
Indriawan, Ivan; Martinez, Valeria; Tse, Yiuman - In: Journal of commodity markets 23 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10012879016
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The impact of tick-size reductions in foreign currency futures markets
Martinez, Valeria; Tse, Yiuman - In: Finance research letters 28 (2019), pp. 32-38
Persistent link: https://www.econbiz.de/10012384047