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~subject:"Schätzung"
~person:"Tse, Yiuman"
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Schätzung
Hong Kong
9
Hongkong
9
Index futures
4
Index-Futures
4
Arbitrage
3
Estimation
3
2001-2003
2
Aktienmarkt
2
Bid-ask spread
2
Börsenkurs
2
Currency speculation
2
Electronic trading
2
Elektronisches Handelssystem
2
Financial market regulation
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Finanzmarktregulierung
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Futures
2
Geld-Brief-Spanne
2
Share price
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Stock market
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Transaction costs
2
Transaktionskosten
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Währungsspekulation
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ARCH model
1
ARCH-Modell
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Aktienindex
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Asia
1
Asian stock market
1
Asien
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Bourse
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Börse
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Capital income
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Capital market returns
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Carry trade
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Causality
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Causality analysis
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China
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Chinese A- and H-shares
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Tse, Yiuman
Cheung, Yin-Wong
17
Gerlach, Stefan
10
Woessmann, Ludger
7
Yuen, Jude
7
Genberg, Hans
5
Chinn, Menzie David
4
Fujii, Eiji
4
Wan, Alan T. K.
4
Bhatti, Razzaque H.
3
Fong, Tom
3
Fung, Joseph K. W.
3
Gerlach-Kristen, Petra
3
Gundlach, Erich
3
Kugler, Peter
3
McAleer, Michael
3
Pauwels, Laurent L.
3
Research, Hong Kong Institute for Monetary and Financial
3
Suen, Wing-chuen
3
Yiu, Matthew S.
3
Abbott, Andrew J.
2
Asai, Manabu
2
Bahmani-Oskooee, Mohsen
2
Bao, Helen X. H.
2
Brockman, Paul
2
Chan, Jonathan
2
Chau, K. W.
2
Cheng, Leonard K.
2
Chu, Patrick Kuok-Kun
2
Chung, Dennis Y.
2
Diekmann, Katharina
2
Dua, Pami
2
Gaur, Upasna
2
Ho, Ho Cheung
2
Inoguchi, Masahiro
2
Jinjarak, Yothin
2
Kwan, Yum-keung
2
Lam, Kit-chun
2
Liu, Ming-hua
2
Luchtmeier, Hendrik
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University of Hong Kong / School of Economics and Finance
1
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The journal of futures markets
2
Discussion paper series / School of Economics, the University of Hong Kong / Economics & Finance Workshop
1
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ECONIS (ZBW)
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1
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:
2
Efficiency of single-stock futures : an intraday analysis
Fung, Joseph K. W.
;
Tse, Yiuman
-
2007
Persistent link: https://www.econbiz.de/10003682741
Saved in:
3
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
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