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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

Price and volatility spillovers between interest rate and exchange value of the US dollar

So, Raymond W. - In: Global finance journal 12 (2001) 1, pp. 95-107

Persistent link: https://www.econbiz.de/10001601051

Price and volatility spillovers in Scandinavian stock markets

Booth, G. Geoffrey; Martikainen, Teppo; Tse, Yiuman - 1995

Persistent link: https://www.econbiz.de/10000921824

Modeling the fat tails in Asian stock markets

Kittiakarasakun, Jullavut; Tse, Yiuman - In: International review of economics & finance : IREF 20 (2011) 3, pp. 430-440

Persistent link: https://www.econbiz.de/10009304049

China's exchange traded fund : is there a trading place bias?

Cheng, Louis T. W.; Fung, Hung-gay; Tse, Yiuman - In: Review of Pacific Basin financial markets and policies 11 (2008) 1, pp. 61-74

Persistent link: https://www.econbiz.de/10003679976

Asymmetric volatility, skewness, and downside risk in different asset classes : evidence from futures markets

Tse, Yiuman - In: The financial review : the official publication of the … 51 (2016) 1, pp. 83-111

Persistent link: https://www.econbiz.de/10011436801

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

Cross-asset time-series momentum : crude oil volatility and global stock markets

Fernandez-Perez, Adrian; Indriawan, Ivan; Tse, Yiuman; … - In: Journal of banking & finance 154 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014492117

Intraday Volatility in International Stock Index Futures Markets : Meteor Showers or Heat Waves?

Booth, G. Geoffrey; Chowdhury, Mustafa; Martikainen, Teppo - 2022

The international transmission of intraday price volatility among the United States, United Kingdom, and Japanese stock index futures markets in the period 1988-1994 is investigated in this paper. The empirical results based on extreme-value estimators and vector autoregression indicate the...

Persistent link: https://www.econbiz.de/10013309647