//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Tse, Yiuman"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"STOXX"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Aktienindex
11
Stock index
11
Index futures
8
Index-Futures
8
USA
5
United States
5
Volatility
4
Volatilität
4
Börsenkurs
2
Capital income
2
Cointegration
2
Kapitaleinkommen
2
Kointegration
2
Share price
2
Theorie
2
Theory
2
Welt
2
World
2
1992-1994
1
1993
1
1994-2003
1
1997-1998
1
1998-1999
1
ARCH model
1
ARCH-Modell
1
ARIMA
1
ARMA model
1
ARMA-Modell
1
Aktienmarkt
1
Anlageverhalten
1
Arbitrage
1
Asymmetric information
1
Asymmetrische Information
1
Behavioural finance
1
China
1
Chinese index markets
1
Commodity derivative
1
Commodity market
1
Commodity price
1
Deutschland
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
11
Author
All
Tse, Yiuman
McAleer, Michael
31
Gil-Alaña, Luis A.
26
Caporale, Guglielmo Maria
25
Platen, Eckhard
21
Giot, Pierre
17
Gupta, Rangan
16
Allen, David E.
15
Chang, Chia-Lin
15
Ivanov, Stoyu I.
14
Hassan, M. Kabir
13
Todorov, Viktor
12
Bouri, Elie
11
Rockinger, Michael
11
Shaikh, Imlak
11
Tiwari, Aviral Kumar
11
Brooks, Chris
10
Cheung, Yin-Wong
10
Durré, Alain
10
Jalbert, Terrance
10
Masih, Abdul Mansur M.
10
Röder, Klaus
10
Bloom, Nicholas
9
Davis, Steven J.
9
Hanousek, Jan
9
Härdle, Wolfgang
9
Jondeau, Eric
9
Kočenda, Evžen
9
Masih, Rumi
9
McMillan, David G.
9
Scheicher, Martin
9
Shaik, Muneer
9
Bekaert, Geert
8
Bollerslev, Tim
8
Giannarakis, Grigoris
8
Hammoudeh, Shawkat
8
Kappou, Konstantina
8
Kaserer, Christoph
8
Keef, Stephen P.
8
Linton, Oliver
8
more ...
less ...
Published in...
All
The journal of futures markets
3
Global finance journal
1
International review of financial analysis
1
Journal of Asian economics
1
Journal of banking & finance
1
Managerial finance
1
Pacific-Basin finance journal
1
The North American journal of economics and finance : a journal of financial economics studies
1
The financial review : the official publication of the Eastern Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
11
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasts for international financial series with VMD algorithms
Guo, Wei
;
Liu, Qingfu
;
Luo, Zhidan
;
Tse, Yiuman
- In:
Journal of Asian economics
80
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013431356
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
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:
9
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:
10
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:
11
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->