World's Best Scientists 2026 revealed!

D-Index & Metrics

Economics and Finance

D-Index
54
Citations
11522
World Ranking
1137
National Ranking
692

Overview

Yiuman Tse is affiliated with the University of Missouri-St. Louis in the United States. Their research primarily focuses on the fields of Economics, Econometrics, and Finance, with a total of 79 publications contributing to these areas. Within these, the prominent subfields include Economics and Econometrics, Finance, General Economics, Econometrics and Finance, Management Science and Operations Research, and Accounting.

The main topics addressed by Tse's research cover Market Dynamics and Volatility, Financial Markets and Investment Strategies, Monetary Policy and Economic Impact, Stock Market Forecasting Methods, COVID-19 Pandemic Impacts, Energy, Environment, Economic Growth, and Banking Stability, Regulation, and Efficiency.

Their recent published papers provide insight into their focused areas of study. Notable works include:

  • Stock Market Prediction with Deep Learning: The Case of China (2021), published in Finance Research Letters
  • How Do Lenders Evaluate Borrowers in Peer-to-Peer Lending in China? (2020), published in International Review of Economics & Finance
  • Forecasts for International Financial Series with VMD Algorithms (2022), published in Journal of Asian Economics
  • Hedging Covid-19 Risk with ESG Disclosure (2023), published in International Review of Economics & Finance
  • Systemic Risk in Financial Institutions: A Multiplex Network Approach (2022), published in Pacific-Basin Finance Journal

Tse collaborates closely with several frequent co-authors, including Qingfu Liu, Ivan Indriawan, Feng Jiao, Adrián Fernández-Pérez, and Chuanjie Wang. These recurring partnerships contribute to a body of work spanning multiple papers and projects.

Their work is often disseminated through academic venues such as SSRN Electronic Journal, International Review of Economics & Finance, Journal of Asian Economics, Journal of Futures Markets, and Finance Research Letters, reflecting a consistent engagement with journals that focus on finance and economic theory.

Best Publications

  • Price discovery and common factor models

    Richard T. Baillie;G. Geoffrey Booth;Yiuman Tse;Tatyana Zabotina

  • Price and volatility spillovers in Scandinavian stock markets

    G.Geoffrey Booth;Teppo Martikainen;Yiuman Tse

  • Price discovery and volatility spillovers in the DJIA index and futures markets

    Yiuman Tse

  • Price discovery in the German equity index derivatives markets

    G. Geoffrey Booth;Raymond W. So;Yiuman Tse

  • Evaluating the hedging performance of the constant-correlation GARCH model

    Donald Lien;Y. K. Tse;Albert K. C. Tsui

  • Price discovery on the S&P 500 index markets: An analysis of spot index, index futures, and SPDRs

    Quentin C. Chu;Wen-liang Gideon Hsieh;Yiuman Tse

  • Trading and Pricing in Upstairs and Downstairs Stock Markets

    G. Geoffrey Booth;Ji Chai Lin;Teppo Martikainen;Yiuman Tse

  • Price discovery in the hang seng index markets: Index, futures, and the tracker fund

    Raymond W. So;Yiuman Tse

  • Cointegration tests with conditional heteroskedasticity

    Tae-Hwy Lee;Yiuman Tse

  • Hedging time-varying downside risk

    Donald Lien;Yiu Kuen Tse

  • Fractional cointegration and futures hedging

    Donald Lien;Yiu Kuen Tse

  • Hedging Downside Risk with Futures Contracts

    Donald Lien;Yiu Kuen Tse

  • Risk management and firm value: recent theory and evidence

    Timothy A Krause;Yiuman Tse

  • Intraday Price Discovery in the DJIA Index Markets

    Yiuman Tse;Paramita Bandyopadhyay;Yang-Pin Shen

  • The relationship between US and Canadian wheat futures

    G. Geoffrey Booth;Paul Brockman;Yiuman Tse

  • An Algorithm for Computing Values of Options on the Maximum or Minimum of Several Assets

    Phelim P. Boyle;Y. K. Tse

  • Price discovery and informational efficiency of international iShares funds

    Yiuman Tse;Valeria Martinez

  • International linkages in Nikkei Stock Index futures markets

    G.Geoffrey Booth;Tae-Hwy Lee;Yiuman Tse

  • Hedging downside risk: futures vs. options

    Donald Lien;Yiu Kuen Tse

  • Price discovery in the foreign exchange futures market

    Yiuman Tse;Ju Xiang;Joseph K. W. Fung

  • Transaction Costs and Market Quality: Open Outcry Versus Electronic Trading

    Yiuman Tse;Tatyana V. Zabotina

Frequent Co-Authors

G. Geoffrey Booth
G. Geoffrey Booth Michigan State University
Hung-Gay Fung
Hung-Gay Fung University of Missouri–St. Louis
Kalok Chan
Kalok Chan City University of Hong Kong
Alex Frino
Alex Frino University of Notre Dame Australia
Louis T. W. Cheng
Louis T. W. Cheng Hang Seng University of Hong Kong
Paul Brockman
Paul Brockman Lehigh University
Richard T. Baillie
Richard T. Baillie King's College London
Donald Lien
Donald Lien The University of Texas at San Antonio

If you think any of the details on this page are incorrect, let us know.

Report an issue

We appreciate your kind effort to assist us to improve this page, it would be helpful providing us with as much detail as possible in the text box below:

Related Online Degrees & Career Pathways

Building a successful career in Economics and Finance often requires a blend of fundamental knowledge and specialized skills. Online degree programs provide flexible learning solutions for students and working professionals looking to advance or fast-track their studies.

For those seeking rapid career advancement, a fast track mba 6 months allows you to gain essential business leadership skills in a compressed timeframe. This is ideal for experienced professionals looking to move into managerial or executive roles quickly.

If you’re focused on foundational accounting skills, consider obtaining the best bookkeeping certification online. Such credentials can open doors to entry-level finance positions or enhance your current role.

For broader administrative expertise, an associate degree in office management online prepares you for office-based careers, equipping you with in-demand organizational and supervisory skills.

Specialized roles such as HR management are also in demand. Earning a human resources degree online provides advanced knowledge for those interested in recruitment, development, and employee relations within the financial sector.

Best Scientists Citing Yiuman Tse

Trending Scientists

Recently Published Articles