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~subject:"Index futures"
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Price discovery in the hang se...
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Index futures
USA
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33
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29
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29
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25
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Tse, Yiuman
23
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6
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5
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3
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2
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The journal of futures markets
7
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2
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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ECONIS (ZBW)
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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:
2
A note on international portfolio diversification with short selling
So, Raymond W.
;
Tse, Yiuman
- In:
Review of quantitative finance and accounting
16
(
2001
)
4
,
pp. 331-321
Persistent link: https://www.econbiz.de/10001748058
Saved in:
3
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:
4
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:
5
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
Saved in:
6
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:
7
An examination of intraday common volatility in the German index derivatives markets
So, Raymond W.
- In:
Journal of multinational financial management
7
(
1997
)
4
,
pp. 305-316
Persistent link: https://www.econbiz.de/10001242392
Saved in:
8
Intraday volatility spillovers in the German equity index derivatives markets
Booth, G. Geoffrey
;
So, Raymond W.
- In:
Applied financial economics
13
(
2003
)
7
,
pp. 487-494
Persistent link: https://www.econbiz.de/10001770769
Saved in:
9
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:
10
Common volatility in major stock index futures markets
Booth, G. Geoffrey
;
Chowdhury, Mustafa
;
Tse, Yiuman
-
1995
Persistent link: https://www.econbiz.de/10000921825
Saved in:
1
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