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person:"Tse, Yiuman"
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Search: subject_exact:"Arbitrage theory"
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Arbitrage
8
Estimation
3
Hong Kong
3
Hongkong
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Index futures
3
Index-Futures
3
Schätzung
3
USA
3
United States
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1982-1994
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1
China
1
Chinese commodity futures
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Elektronisches Handelssystem
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Interest rate derivative
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8
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Tse, Yiuman
Vayanos, Dimitri
35
Jarrow, Robert A.
22
Gromb, Denis
19
Jouini, Elyès
19
Stübinger, Johannes
19
Chichilnisky, Graciela
16
Krauss, Christopher
16
Fung, Joseph K. W.
13
Jiang, Wei
13
Acharya, Viral V.
12
Goldstein, Itay
12
Page, Frank H.
12
Rime, Dagfinn
12
Kempf, Alexander
11
Stein, Jeremy C.
11
Dionne, Georges
10
Dow, James
10
Ghosh, Dilip K.
10
Stambaugh, Robert F.
10
Zigrand, Jean-Pierre
10
Fabozzi, Frank J.
9
Rahi, Rohit
9
Taylor, Alan M.
9
Yuan, Yu
9
Apreda, Rodolfo
8
Branch, Ben Shirley
8
Edmans, Alex
8
Fardeau, Vincent
8
Franzoni, Francesco
8
Guirguis, Michel
8
Kallal, Hédi D.
8
Kozhan, Roman
8
Le Van, Cuong
8
Poutré, Cédric
8
Syrstad, Olav
8
Whaley, Robert E.
8
Brooks, Robert
7
Bühler, Wolfgang
7
Fontana, Claudio
7
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University of Hong Kong / School of Economics and Finance
1
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The journal of futures markets
3
Applied economics
1
Discussion paper series / School of Economics, the University of Hong Kong / Economics & Finance Workshop
1
Journal of banking & finance
1
Journal of financial markets
1
Pacific-Basin finance journal
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ECONIS (ZBW)
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1
Pairs trading of Chinese and international commodities
Fernandez-Perez, Adrian
;
Frijns, Bart
;
Indriawan, Ivan
; …
- In:
Applied economics
52
(
2020
)
48
,
pp. 5203-5217
Persistent link: https://www.econbiz.de/10012307208
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
How electronic trading affects bid-ask spreads and arbitrage efficiency between index futures and options
Cheng, Kevin H. K.
;
Fung, Joseph K. W.
;
Tse, Yiuman
- In:
The journal of futures markets
25
(
2005
)
4
,
pp. 375-398
Persistent link: https://www.econbiz.de/10002647868
Saved in:
5
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
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
International linkages in Nikkei stock index futures markets
Booth, G. Geoffrey
- In:
Pacific-Basin finance journal
4
(
1996
)
1
,
pp. 59-76
Persistent link: https://www.econbiz.de/10001204433
Saved in:
8
Long memory in interest rate futures markets : a fractional cointegration analysis
Booth, G. Geoffrey
- In:
The journal of futures markets
15
(
1995
)
5
,
pp. 573-584
Persistent link: https://www.econbiz.de/10001186660
Saved in:
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