Narrow search
Showing 61 - 70 of 316
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
International linkages in Nikkei stock index futures markets
Booth, G. Geoffrey - In: Pacific-Basin finance journal 4 (1996) 1, pp. 59-76
Persistent link: https://www.econbiz.de/10001204433
Cover Image
The international transmission of information in Eurodollar futures markets : a continuously trading market hypothesis
Tse, Yiuman - In: Journal of international money and finance 15 (1996) 3, pp. 447-465
Persistent link: https://www.econbiz.de/10001205674
Cover Image
A note on international portfolio diversification with short selling
So, Raymond W.; Tse, Yiuman - In: Review of quantitative finance and accounting 16 (2001) 4, pp. 331-321
Persistent link: https://www.econbiz.de/10001748058
Cover Image
Trading costs, investor recognition and market response : an analysis of firms that move from the Amex (Nasdaq) to Nasdaq (Amex)
Tse, Yiuman; Devos, Erik - In: Journal of banking & finance 28 (2004) 1, pp. 63-83
Persistent link: https://www.econbiz.de/10001856965
Cover Image
International price iscovery for emerging market stocks : evidence from Indian GDRs
Kadapakkam, Palani-Rajan; Misra, Lalatendu; Tse, Yiuman - In: Review of quantitative finance and accounting 21 (2003) 2, pp. 179-199
Persistent link: https://www.econbiz.de/10001787778