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person:"Tse, Yiuman"
~person:"Frino, Alex"
~subject:"CAPM"
~subject:"Futures"
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Tse, Yiuman
Frino, Alex
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The impact of latency sensitive trading on high frequency arbitrage opportunities
Frino, Alex
;
Mollica, Vito
;
Webb, Robert I.
;
Zhang, Shunquan
- In:
Pacific-Basin finance journal
45
(
2017
),
pp. 91-102
Persistent link: https://www.econbiz.de/10011800821
Saved in:
2
Efficiency of single-stock futures : an intraday analysis
Fung, Joseph K. W.
;
Tse, Yiuman
- In:
The journal of futures markets
28
(
2008
)
6
,
pp. 518-536
Persistent link: https://www.econbiz.de/10003714981
Saved in:
3
Efficiency of single-stock futures : an intraday analysis
Fung, Joseph K. W.
;
Tse, Yiuman
-
2007
Persistent link: https://www.econbiz.de/10003682741
Saved in:
4
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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