search query: @author Tse, Y. / total: 8
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1.
Trading costs, investor recognition and market response: an analysis of firms that move from the Amex (Nasdaq) to Nasdaq (Amex)
Journal of Banking and Finance
2004 : JAN, VOL. 28:1, p. 63-83
 2004 Tse, Y.
Devos, E.
2.
A Note on International Portfolio Diversification with Short Selling
Review of Quantitative Finance and Accounting
2001 : JUN, VOL. 16:2, p. 311-321
 2001 SO, R. W.
TSE, Y.
3.
Rationality of stock splits: The target-price habit hypothesis
Review of Quantitative Finance and Accounting
2000 : JAN, VOL. 14:1, p. 67-84
 2000 So, R. W.
Tse, Y.
4.
International transmission of information: evidence from the Euroyen and Eurodollar futures markets.
Journal of International Money and Finance
1998 : DEC, VOL 17:6, p. 909-929
 1998 Tse, Y.
5.
The ionternational transmission of information in Eurodollar futures markets : a continuously trading market hypothesis.
Journal of International Money and Finance
1996 : JUN, VOL. 15:3, p. 447-465
 1996 Tse, Y.
Lee, T-H.
Booth, G. G.
6.
Some international evidence on the stochastic behavior of interest rates
Journal of International Money and Finance
1995 : OCT, VOL. 14:5, p. 721-738
 1995 Tse, Y.
7.
The relationship between U.S. and Eurodollar interest rates: Evidence from the futures market
Weltwirtschaftliches Archiv
1995 : VOL. 131:1, p. 28-46
 1995 Tse, Y.
Booth, G. G.
8.
An algorithm for computing values of options on the maximum or minimum of several assets.
Journal of Financial and Quantitative Analysis
1990 : JUN, VOL. 25:2, p. 215-217
 1990 Boyle, P. P.
Tse, Y.
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