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ECONIS (ZBW)
16
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1
Round-the-clock market efficiency and home bias : evidence from the international Japanese government bonds futures markets
Tse, Yiuman
- In:
Journal of banking & finance
23
(
1999
)
12
,
pp. 1831-1860
Persistent link: https://www.econbiz.de/10001428994
Saved in:
2
The relationship between US and Canadian wheat futures
Booth, G. Geoffrey
- In:
Applied financial economics
8
(
1998
)
1
,
pp. 73-80
Persistent link: https://www.econbiz.de/10001240660
Saved in:
3
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
Saved in:
4
Single-stock futures : evidence from the Indian securities market
Kumar, Umesh
;
Tse, Yiuman
- In:
Global finance journal
20
(
2009
)
3
,
pp. 220-234
Persistent link: https://www.econbiz.de/10003921967
Saved in:
5
Volatility and trading activity following changes in the size of futures contracts
Bjursell, Johann
;
Frino, Alex
;
Tse, Yiuman
;
Wang, …
- In:
Journal of empirical finance
17
(
2010
)
5
,
pp. 967-980
Persistent link: https://www.econbiz.de/10009267230
Saved in:
6
A leader of the world commodity futures markets in the making? : the case of China's commodity futures
Fung, Hung-gay
;
Tse, Yiuman
;
Yau, Jot
;
Zhao, Lin
- In:
International review of financial analysis
27
(
2013
),
pp. 103-114
Persistent link: https://www.econbiz.de/10009736927
Saved in:
7
Multi-market trading in the Eurodollar futures market
Tse, Yiuman
;
Bandyopadhyay, Paramita
- In:
Review of quantitative finance and accounting
26
(
2006
)
3
,
pp. 321-341
Persistent link: https://www.econbiz.de/10003307608
Saved in:
8
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
Saved in:
9
Time series momentum and volatility scaling
Kim, Abby Y.
;
Tse, Yiuman
;
Wald, John K.
- In:
Journal of financial markets
30
(
2016
),
pp. 103-124
Persistent link: https://www.econbiz.de/10011722256
Saved in:
10
Risk management and firm value: recent theory and evidence
Krause, Timothy
;
Tse, Yiuman
- In:
International journal of accounting and information …
24
(
2016
)
1
,
pp. 56-81
Persistent link: https://www.econbiz.de/10011555933
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