| Price discovery and common factor models RT Baillie, GG Booth, Y Tse, T Zabotina Journal of financial markets 5 (3), 309-321, 2002 | 716 | 2002 |
| Price discovery and volatility spillovers in the DJIA index and futures markets Y Tse Journal of Futures markets 19 (8), 911-930, 1999 | 488 | 1999 |
| Price discovery in the German equity index derivatives markets GG Booth, RW So, Y Tse Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 1999 | 479 | 1999 |
| Price and volatility spillovers in Scandinavian stock markets GG Booth, T Martikainen, Y Tse Journal of Banking & Finance 21 (6), 811-823, 1997 | 479 | 1997 |
| Price discovery on the S&P 500 index markets: An analysis of spot index, index futures, and SPDRs QC Chu, WG Hsieh, Y Tse International Review of Financial Analysis 8 (1), 21-34, 1999 | 332 | 1999 |
| Trading and pricing in upstairs and downstairs stock markets GG Booth, JC Lin, T Martikainen, Y Tse The Review of Financial Studies 15 (4), 1111-1135, 2002 | 274 | 2002 |
| Price discovery in the Hang Seng index markets: index, futures, and the tracker fund RW So, Y Tse Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2004 | 251 | 2004 |
| Cointegration tests with conditional heteroskedasticity TH Lee, Y Tse Journal of Econometrics 73 (2), 401-410, 1996 | 195 | 1996 |
| Risk management and firm value: recent theory and evidence TA Krause, Y Tse International Journal of Accounting and information management 24 (1), 56-81, 2016 | 166 | 2016 |
| Intraday price discovery in the DJIA index markets Y Tse, P Bandyopadhyay, YP Shen Journal of Business Finance & Accounting 33 (9‐10), 1572-1585, 2006 | 122 | 2006 |
| The relationship between US and Canadian wheat futures G Geoffrey Booth, P Brockman, Y Tse Applied Financial Economics 8 (1), 73-80, 1998 | 113 | 1998 |
| Price discovery in the foreign exchange futures market Y Tse, J Xiang, JKW Fung Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2006 | 107 | 2006 |
| Do stock markets catch the flu? BC McTier, Y Tse, JK Wald Journal of Financial and Quantitative Analysis 48 (3), 979-1000, 2013 | 102 | 2013 |
| Transaction costs and market quality: Open outcry versus electronic trading Y Tse, TV Zabotina Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2001 | 102 | 2001 |
| International linkages in Nikkei stock index futures markets GG Booth, TH Lee, Y Tse Pacific-Basin Finance Journal 4 (1), 59-76, 1996 | 102 | 1996 |
| Price discovery and informational efficiency of international iShares funds Y Tse, V Martinez Global Finance Journal 18 (1), 1-15, 2007 | 101 | 2007 |
| Time series momentum and volatility scaling AY Kim, Y Tse, JK Wald Journal of Financial Markets 30, 103-124, 2016 | 98 | 2016 |
| The information flow and market efficiency between the US and Chinese aluminum and copper futures markets HG Fung, Q “Wilson” Liu, Y Tse Journal of Futures Markets 30 (12), 1192-1209, 2010 | 96 | 2010 |
| Intraday volatility in international stock index futures markets: meteor showers or heat waves? GG Booth, M Chowdhury, T Martikainen, Y Tse Management Science 43 (11), 1564-1576, 1997 | 92 | 1997 |
| Index arbitrage with heterogeneous investors: A smooth transition error correction analysis Y Tse Journal of banking & finance 25 (10), 1829-1855, 2001 | 91 | 2001 |
John WaldProfessor of Finance, University of Texas at San AntonioVerified email at utsa.edu
