Yiuman Tse

Affiliations: 
The University of Texas at San Antonio, San Antonio, TX, United States 
Area:
Finance
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"Yiuman Tse"
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Publications

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Fernandez-Perez A, Frijns BPM, Indriawan I, et al. (2020) Pairs trading of Chinese and international commodities Applied Economics. 52: 5203-5217
Indriawan I, Martinez V, Tse Y. (2020) The impact of the change in USDA announcement release procedures on agricultural commodity futures Journal of Commodity Markets. 100149
Chen S, Gu Y, Liu Q, et al. (2020) How do lenders evaluate borrowers in peer-to-peer lending in China? International Review of Economics & Finance. 69: 651-662
Liu Q, Luo Q, Tse Y, et al. (2020) The market quality of commodity futures markets Journal of Futures Markets
Frijns B, Indriawan I, Tourani‐Rad A, et al. (2019) Market Quality around Macroeconomic News Announcements: Evidence from the US and Canadian Markets International Review of Finance. 19: 575-612
Tse Y. (2019) The impact of FOMC announcements on currency futures markets Applied Economics Letters. 26: 1590-1596
Martinez V, Tse Y. (2019) The impact of tick-size reductions in foreign currency futures markets Finance Research Letters. 28: 32-38
Indriawan I, Jiao F, Tse Y. (2019) The impact of the US stock market opening on price discovery of government bond futures Journal of Futures Markets. 39: 779-802
Indriawan I, Liu Q, Tse Y. (2019) Market quality and the connectedness of steel rebar and other industrial metal futures in China Journal of Futures Markets. 39: 1383-1393
Liu Q, Tse Y, Zhang L. (2018) Including commodity futures in asset allocation in China Quantitative Finance. 18: 1487-1499
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