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Tse, Yiuman
19
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4
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Liu, Qingfu
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Finance research letters
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ECONIS (ZBW)
19
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1
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:
2
The international transmission of information in Eurodollar futures markets : a continuously trading market hypothesis
Tse, Yiuman
- In:
Journal of international money and finance
15
(
1996
)
3
,
pp. 447-465
Persistent link: https://www.econbiz.de/10001205674
Saved in:
3
Price discovery between forward-looking SOFR and LIBOR
Indriawan, Ivan
;
Jiao, Feng
;
Tse, Yiuman
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-6
Persistent link: https://www.econbiz.de/10013553925
Saved in:
4
Illuminating the profitability of pairs trading : a test of the relative pricing efficiency of markets for water utility stocks
Gutiérrez, José Angel
;
Tse, Yiuman
- In:
The journal of trading
6
(
2011
)
2
,
pp. 50-64
Persistent link: https://www.econbiz.de/10009008498
Saved in:
5
Insured uncovered interest parity
Tse, Yiuman
;
Wald, John K.
- In:
Finance research letters
10
(
2013
)
4
,
pp. 175-183
Persistent link: https://www.econbiz.de/10010252345
Saved in:
6
Is carry-trade a viable alternative asset class?
Das, Sougata
;
Kadapakkam, Palani-Rajan
;
Tse, Yiuman
- In:
Journal of international financial markets, …
24
(
2013
),
pp. 247-257
Persistent link: https://www.econbiz.de/10009726367
Saved in:
7
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:
8
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:
9
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
Saved in:
10
Setting the futures margin with price limits : the case for single-stock futures
Chen, Chen-Yu
;
Chou, Jian-Hsin
;
Fung, Hung-gay
;
Tse, Yiuman
- In:
Review of quantitative finance and accounting
48
(
2017
)
1
,
pp. 219-237
Persistent link: https://www.econbiz.de/10011796613
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