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subject:"Index-Futures"
~person:"Tse, Yiuman"
~subject:"Portfolio selection"
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Tse, Yiuman
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1
Extended trading in Chinese index markets : informed or uninformed?
Hua, Renhai
;
Liu, Qingfu
;
Tse, Yiuman
- In:
Pacific-Basin finance journal
36
(
2016
),
pp. 112-122
Persistent link: https://www.econbiz.de/10011668766
Saved in:
2
Momentum strategies with stock index exchange-traded funds
Tse, Yiuman
- In:
The North American journal of economics and finance : a …
33
(
2015
),
pp. 134-148
Persistent link: https://www.econbiz.de/10011534898
Saved in:
3
Does index speculation impact commodity prices? : an intraday analysis
Tse, Yiuman
;
Williams, Michael
- In:
The financial review : the official publication of the …
48
(
2013
)
3
,
pp. 365-383
Persistent link: https://www.econbiz.de/10009782136
Saved in:
4
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
Saved in:
5
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
Saved in:
6
Index arbitrage with heterogeneous investors : a smooth transition error correction analysis
Tse, Yiuman
- In:
Journal of banking & finance
25
(
2001
)
10
,
pp. 1829-1855
Persistent link: https://www.econbiz.de/10001608847
Saved in:
7
Price discovery in the German equity index derivatives markets
Booth, G. Geoffrey
;
So, Raymond W.
;
Tse, Yiuman
- In:
The journal of futures markets
19
(
1999
)
6
,
pp. 619-643
Persistent link: https://www.econbiz.de/10001410389
Saved in:
8
Price discovery and volatility spillovers in the DJIA index and futures markets
Tse, Yiuman
- In:
The journal of futures markets
19
(
1999
)
8
,
pp. 911-930
Persistent link: https://www.econbiz.de/10001443476
Saved in:
9
Price discovery on the S&P 500 index markets : an analysis of spot index, index futures, and SPDRs
Chu, Quentin C.
;
Hsieh, Wen-liang Gideon
;
Tse, Yiuman
- In:
International review of financial analysis
8
(
1999
)
1
,
pp. 21-34
Persistent link: https://www.econbiz.de/10001446431
Saved in:
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