Yiuman Tse

University of Texas at San Antonio - College of Business

Department of Finance

San Antonio, TX 78249

United States

SCHOLARLY PAPERS

7

DOWNLOADS

202

CITATIONS
Rank 22,855

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Top 22,855

in Total Papers Citations

12

Scholarly Papers (7)

1.

Volatility and Trading Activity Following Changes in the Size of Futures Contracts

Number of pages: 30 Posted: 03 Feb 2008
Credit Suisse AG, The University of Sydney - Discipline of Finance, University of Texas at San Antonio - College of Business and George Mason University - Department of Finance
Downloads 188 (157,085)
Citation 1

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: Price volatility, Trading Frequency, Trade Size, Change in Size of Futures Contracts.

2.

Intraday Price Discovery in the Djia Index Markets

Journal of Business Finance & Accounting, Vol. 33, No. 9-10, pp. 1572-1585, November/December 2006
Number of pages: 14 Posted: 07 Dec 2006
University of Texas at San Antonio - College of Business, California State University and National Chung Cheng University - Department of Finance
Downloads 13 (549,990)
Citation 10
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3.

Order Imbalance in the FTSE Index Futures Market: Electronic Versus Open Outcry Trading

Journal of Business Finance & Accounting, Vol. 36, Issue 1-2, pp. 230-252, January/March 2009
Number of pages: 23 Posted: 27 Apr 2009
Zi Ning and Yiuman Tse
affiliation not provided to SSRN and University of Texas at San Antonio - College of Business
Downloads 1 (633,452)
Citation 1
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4.

China's Exchange Traded Fund: Is There a Trading Place Bias?

Review of Pacific Basin Financial Markets and Policies, Vol. 11, Issue 1, pp. 61-74, 2008
Posted: 14 Oct 2009
Hong Kong Polytechnic University - School of Accounting and Finance, University of Missouri at Saint Louis - College of Business Administration and University of Texas at San Antonio - College of Business

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Exchange traded funds, China market, Granger causality tests, EGARCH model

5.

Stock Splits, Broker Promotion and Decimalization

Journal of Financial and Quantitative Analysis, Forthcoming
Posted: 28 Apr 2005
University of Texas at San Antonio - Department of Finance, North Carolina State University - Poole College of Management and University of Texas at San Antonio - College of Business

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Stock splits, decimalization, broker promotion

6.

Competition for Order Flow, Market Quality, and Price Discovery in the NASDAQ 100 Index Tracking Stock

Journal of Financial Research, Forthcoming
Posted: 23 Oct 2002
Yiuman Tse and Grigori Erenburg
University of Texas at San Antonio - College of Business and University of Western Ontario - King's University College

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7.

Anticipating Change in Development Activity Levels

Journal of Real Estate Research, Vol. 16, Issue 2, October 1998
Posted: 14 Feb 1999
University of Texas at San Antonio - College of Business, Middle Tennessee State University - Department of Economics and Finance and University of Memphis - Fogelman College of Business and Economics

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