Projects per year
Personal profile
About
Dr. Yiuman Tse is an endowed chair and a professor of finance at The University of Missouri-St. Louis. He received his B.S. (engineering) from the University of Hong Kong, M.B.A. from SUNY-Binghamton, and Ph.D. from Louisiana State University. His research interests are international investments and financial markets. He has articles published in the Review of Financial Studies, the Journal of Financial and Quantitative Analysis, the Journal of Econometrics, Management Science, and others. Dr. Tse has received teaching awards from different universities, including the 2006 President’s Distinguished Achievement Awards for Teaching Excellence at the University of Texas at San Antonio. He is a CFA charterholder and certified financial risk manager.
Related documents
Education/Academic qualification
CFA, Chartered Financial Analyst Institute
… → 2013
FRM, Global Associate of Risk Professionals
… → 2010
Fianance with a minor in Economics, PhD, Louisiana State University
… → 1994
Fianance and International Business, MBA, Binghamton University--SUNY
… → 1989
Mechanical Engineering, BS, University of Hong Kong
… → 1986
Research Interests
- Corporate Finance
- Financial Markets
- Fintech (Financial Technology)
- Futures and Options
- International Financial Markets and Investments
- Market Microstructure
Disciplines
- Finance
Projects
- 4 Finished
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Faculty of Business and Law
Auckland University of Technology
1/1/12 → 1/1/12
Project: Research project
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The Relationship among Agricultural Futures, ETFs, and the US Stock Market
1/1/12 → 1/1/12
Project: Research project
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Price Discovery on the DJIA Index Markets
Chicago Board of Trade (CBOT) Educational Research Foundation
1/1/99 → 1/1/99
Project: Research project
-
Price and Volatilites Spillovers in Scandinavian Stock Markets
Tse, Y., Booth, G. G. & Marikainen, T.
Jenny and Antti Wihuri Foundation
1/1/94 → 1/1/94
Project: Research project
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A Hybrid Prediction Model with Time-Varying Gain Tracking Differentiator in Taylor Expansion: Evidence from Precious Metals
Luo, Z., Guo, W., Liu, Q. & Tse, Y., 2022, In: Journal of Forecasting.Research output: Contribution to journal › Article › peer-review
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Forecasts for international financial series with VMD algorithms
Tse, Y. & Guo, W., Jun 2022, In: Journal of Asian Economics. 80Research output: Contribution to journal › Article › peer-review
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Stock market prediction with deep learning: The case of China
Liu, Q., Tao, Z., Tse, Y. & Wang, C., May 2022, In: Finance Research Letters. 46Research output: Contribution to journal › Article › peer-review
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Systemic risk in financial institutions: A multiplex network approach
Xie, Y., Jiao, F., Li, S., Liu, Q. & Tse, Y., Jun 2022, In: Pacific-basin Finance Journal. 73Research output: Contribution to journal › Article › peer-review
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Price disparity between Chinese A- and H-shares: Dividends, currency values, and the interest rate differential
Jiao, F., Liu, Q., Tse, Y. & Wang, Z., 2021, In: Global Finance Journal.Research output: Contribution to journal › Article › peer-review
Activities
- 3 Other
Prizes
-
Douglas Durand Excellence in Research Award, College of Business Administration, University of Missouri-St. Louis, 2014
Tse, Yiuman (Recipient), 2014
Prize: Prize (including medals and awards)
-
Excellence in Teaching Award, School of Management, Binghamton University (SUNY), 2001
Tse, Yiuman (Recipient), 2001
Prize: Prize (including medals and awards)
-
Faculty Development Leave Award, College of Business, University of Texas at San Antonio, 2007
Tse, Yiuman (Recipient), 2007
Prize: Prize (including medals and awards)
-
Faculty Development Leave Award, College of Business, University of Texas at San Antonio, 2011
Tse, Yiuman (Recipient), 2011
Prize: Prize (including medals and awards)
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Outstanding Electives Professor, MBA Association, University of Texas at San Antonio, 2007
Tse, Yiuman (Recipient), 2007
Prize: Prize (including medals and awards)