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~person:"Poon, Ser-Huang"
~person:"Tse, Yiuman"
~subject:"USA"
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Poon, Ser-Huang
Tse, Yiuman
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1
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:
2
Extreme value dependence in financial markets : diagnostics, models, and financial implications
Poon, Ser-Huang
;
Rockinger, Michael
;
Twan, Jonathan
- In:
The review of financial studies
17
(
2004
)
2
,
pp. 581-610
Persistent link: https://www.econbiz.de/10002028108
Saved in:
3
Asymmetric information transmission between a transition economy and the US market : evidence from the Warsaw Stock Exchange
Tse, Yiuman
;
Wu, Chunchi
;
Young, Allan
- In:
Global finance journal
14
(
2003
)
3
,
pp. 319-332
Persistent link: https://www.econbiz.de/10001977661
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4
Modelling S&P 100 volatility : the information content of stock returns
Blair, Bevan J.
;
Poon, Ser-Huang
;
Taylor, Stephen
- In:
Journal of banking & finance
25
(
2001
)
9
,
pp. 1665-1679
Persistent link: https://www.econbiz.de/10001603579
Saved in:
5
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:
6
Forecasting S&P 100 volatility : the incremental information content of implied volatilities and high-frequency index returns
Blair, Bevan J.
;
Poon, Ser-Huang
;
Taylor, Stephen
- In:
Journal of econometrics
105
(
2001
)
1
,
pp. 5-26
Persistent link: https://www.econbiz.de/10001617140
Saved in:
7
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:
8
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
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