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~person:"Frazzini, Andrea"
~person:"Tse, Yiuman"
~subject:"United States"
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Frazzini, Andrea
Tse, Yiuman
Ben-David, Itzhak
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International review of economics & finance : IREF
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Overnight returns of stock indexes : evidence from ETFs and futures
Liu, Qingfu
;
Tse, Yiuman
- In:
International review of economics & finance : IREF
48
(
2017
),
pp. 440-451
Persistent link: https://www.econbiz.de/10011747329
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2
Volatility and return spillovers in Canadian and US industry ETFs
Krause, Timothy
;
Tse, Yiuman
- In:
International review of economics & finance : IREF
25
(
2013
),
pp. 244-259
Persistent link: https://www.econbiz.de/10009693301
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3
China's exchange traded fund : is there a trading place bias?
Cheng, Louis T. W.
;
Fung, Hung-gay
;
Tse, Yiuman
- In:
Review of Pacific Basin financial markets and policies
11
(
2008
)
1
,
pp. 61-74
Persistent link: https://www.econbiz.de/10003679976
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4
Can Island provide liquidity and price discovery in the dark?
Tse, Yiuman
;
Hackard, James C.
- In:
Review of quantitative finance and accounting
23
(
2004
)
2
,
pp. 149-166
Persistent link: https://www.econbiz.de/10002257630
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