Yiuman Tse

University of Texas at San Antonio - College of Business

Department of Finance

San Antonio, TX 78249

United States

  • University of Texas at San Antonio - College of Business

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    • Tel: 210-458-5314
SCHOLARLY PAPERS

5

DOWNLOADS

227

SSRN CITATIONS
Rank 40,352

SSRN RANKINGS

Top 40,352

in Total Papers Citations

2

CROSSREF CITATIONS

19

Scholarly Papers (5)

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1.

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

Number of pages: 30 Posted: 03 Feb 2008
Johan Bjursell, Alex Frino, Yiuman Tse and George H. K. Wang
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 227 (231,488)
Citation 3

Abstract:

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

2.

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
Louis T. W. Cheng, Hung-Gay Fung and Yiuman Tse
The Hang Seng University of Hong Kong - Department of Economics 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

3.

Stock Splits, Broker Promotion and Decimalization

Posted: 28 Apr 2005
Palani-Rajan Kadapakkam, Srinivasan Krishnamurthy and Yiuman Tse
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

4.

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

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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5.

Anticipating Change in Development Activity Levels

Posted: 14 Feb 1999
Yiuman Tse, Emily Norman Zietz and Gaylon Greer
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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