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Yiuman Tse
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Cited by
Year
Price discovery and common factor models
RT Baillie, GG Booth, Y Tse, T Zabotina
Journal of financial markets 5 (3), 309-321, 2002
7052002
Price discovery and volatility spillovers in the DJIA index and futures markets
Y Tse
Journal of Futures markets 19 (8), 911-930, 1999
4781999
Price and volatility spillovers in Scandinavian stock markets
GG Booth, T Martikainen, Y Tse
Journal of Banking & Finance 21 (6), 811-823, 1997
4721997
Price discovery in the German equity index derivatives markets
GG Booth, RW So, Y Tse
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 1999
4671999
Price discovery on the S&P 500 index markets: An analysis of spot index, index futures, and SPDRs
QC Chu, WG Hsieh, Y Tse
International Review of Financial Analysis 8 (1), 21-34, 1999
3231999
Trading and pricing in upstairs and downstairs stock markets
GG Booth, JC Lin, T Martikainen, Y Tse
The Review of Financial Studies 15 (4), 1111-1135, 2002
2722002
Price discovery in the Hang Seng index markets: index, futures, and the tracker fund
RW So, Y Tse
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2004
2512004
Cointegration tests with conditional heteroskedasticity
TH Lee, Y Tse
Journal of Econometrics 73 (2), 401-410, 1996
1921996
Risk management and firm value: recent theory and evidence
TA Krause, Y Tse
International Journal of Accounting and information management 24 (1), 56-81, 2016
1522016
Intraday price discovery in the DJIA index markets
Y Tse, P Bandyopadhyay, YP Shen
Journal of Business Finance & Accounting 33 (9‐10), 1572-1585, 2006
1192006
The relationship between US and Canadian wheat futures
G Geoffrey Booth, P Brockman, Y Tse
Applied Financial Economics 8 (1), 73-80, 1998
1121998
Price discovery in the foreign exchange futures market
Y Tse, J Xiang, JKW Fung
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2006
1042006
Transaction costs and market quality: Open outcry versus electronic trading
Y Tse, TV Zabotina
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2001
1012001
International linkages in Nikkei stock index futures markets
GG Booth, TH Lee, Y Tse
Pacific-Basin Finance Journal 4 (1), 59-76, 1996
1001996
Price discovery and informational efficiency of international iShares funds
Y Tse, V Martinez
Global Finance Journal 18 (1), 1-15, 2007
982007
Do stock markets catch the flu?
BC McTier, Y Tse, JK Wald
Journal of Financial and Quantitative Analysis 48 (3), 979-1000, 2013
952013
The information flow and market efficiency between the US and Chinese aluminum and copper futures markets
HG Fung, Q “Wilson” Liu, Y Tse
Journal of Futures Markets 30 (12), 1192-1209, 2010
952010
Time series momentum and volatility scaling
AY Kim, Y Tse, JK Wald
Journal of Financial Markets 30, 103-124, 2016
932016
Index arbitrage with heterogeneous investors: A smooth transition error correction analysis
Y Tse
Journal of banking & finance 25 (10), 1829-1855, 2001
922001
Intraday volatility in international stock index futures markets: meteor showers or heat waves?
GG Booth, M Chowdhury, T Martikainen, Y Tse
Management Science 43 (11), 1564-1576, 1997
881997
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Articles 1–20