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Market micicrostructure of FT-SE 100 Index futures : an intraday empirical analysis
Tse, Yiuman - In: The journal of futures markets 19 (1999) 1, pp. 31-58
Persistent link: https://www.econbiz.de/10001377554
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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
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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
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Do designated market makers improve liquidity in open-outcry futures markets?
Tse, Yiuman; Zabotina, Tatyana V. - In: The journal of futures markets 24 (2004) 5, pp. 479-502
Persistent link: https://www.econbiz.de/10002012500
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The information flow and market efficiency between th US and Chinese aluminium and copper futures markets
Fung, Hung-gay; Liu, Qingfeng Wilson; Tse, Yiuman - In: The journal of futures markets 30 (2010) 12, pp. 1192-1209
Persistent link: https://www.econbiz.de/10008901289
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The relationship between currency carry trades and US stocks
Tse, Yiuman; Zhao, Lin - In: The journal of futures markets 32 (2012) 3, pp. 252-271
Persistent link: https://www.econbiz.de/10010218772
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Holy mad cow! : Facts or (mis)perceptions : a clinical study
Tse, Yiuman; Hackard, James C. - In: The journal of futures markets 26 (2006) 4, pp. 315-341
Persistent link: https://www.econbiz.de/10003304073
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Intraday volatility in the bond, foreign exchange, and stock index futures markets
Martinez, Valeria; Tse, Yiuman - In: The journal of futures markets 28 (2008) 4, pp. 313-334
Persistent link: https://www.econbiz.de/10003699405