Yiuman Tse

5.1k total citations
144 papers, 3.8k citations indexed

About

Yiuman Tse is a scholar working on Economics and Econometrics, Finance and General Economics, Econometrics and Finance. According to data from OpenAlex, Yiuman Tse has authored 144 papers receiving a total of 3.8k indexed citations (citations by other indexed papers that have themselves been cited), including 118 papers in Economics and Econometrics, 117 papers in Finance and 50 papers in General Economics, Econometrics and Finance. Recurrent topics in Yiuman Tse's work include Market Dynamics and Volatility (95 papers), Financial Markets and Investment Strategies (92 papers) and Monetary Policy and Economic Impact (49 papers). Yiuman Tse is often cited by papers focused on Market Dynamics and Volatility (95 papers), Financial Markets and Investment Strategies (92 papers) and Monetary Policy and Economic Impact (49 papers). Yiuman Tse collaborates with scholars based in United States, China and Hong Kong. Yiuman Tse's co-authors include G. Geoffrey Booth, Raymond W. So, Teppo Martikainen, Richard T. Baillie, Qingfu Liu, Tae‐Hwy Lee, John K. Wald, Ji‐Chai Lin, Hung‐Gay Fung and Joseph K. W. Fung and has published in prestigious journals such as SHILAP Revista de lepidopterología, Management Science and Review of Financial Studies.

In The Last Decade

Yiuman Tse

136 papers receiving 3.5k citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Yiuman Tse United States	32	3.0k	2.9k	1.3k	612	375	144	3.8k
Yangru Wu United States	26	2.3k 0.8×	1.9k 0.6×	1.2k 0.9×	519 0.8×	364 1.0×	86	3.1k
Thomas C. Chiang United States	28	3.1k 1.0×	2.8k 1.0×	958 0.7×	634 1.0×	342 0.9×	107	3.8k
Rossen Valkanov United States	26	3.5k 1.2×	3.7k 1.3×	1.7k 1.3×	745 1.2×	718 1.9×	59	5.0k
Stephen Figlewski United States	32	2.6k 0.9×	3.9k 1.3×	998 0.8×	888 1.5×	357 1.0×	83	4.6k
Ray Yeutien Chou Taiwan	16	3.2k 1.1×	3.6k 1.2×	1.4k 1.0×	281 0.5×	398 1.1×	34	4.3k
Georgios Chortareas United Kingdom	25	1.6k 0.5×	1.4k 0.5×	1.0k 0.8×	628 1.0×	297 0.8×	94	2.4k
Simón Sosvilla‐Rivero Spain	28	2.2k 0.7×	1.2k 0.4×	1.3k 1.0×	187 0.3×	404 1.1×	252	3.0k
Jun Tu Singapore	17	1.8k 0.6×	2.2k 0.8×	624 0.5×	409 0.7×	1.0k 2.7×	50	2.8k
Pierre L. Siklos Canada	28	2.6k 0.9×	1.9k 0.7×	2.5k 1.9×	270 0.4×	129 0.3×	259	3.6k
David E. Rapach United States	32	4.2k 1.4×	3.8k 1.3×	2.6k 1.9×	581 0.9×	1.4k 3.8×	73	5.8k

Countries citing papers authored by Yiuman Tse

Since Specialization

Citations

This map shows the geographic impact of Yiuman Tse's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Yiuman Tse with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Yiuman Tse more than expected).

Fields of papers citing papers by Yiuman Tse

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Yiuman Tse. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Yiuman Tse. The network helps show where Yiuman Tse may publish in the future.

Co-authorship network of co-authors of Yiuman Tse

This figure shows the co-authorship network connecting the top 25 collaborators of Yiuman Tse. A scholar is included among the top collaborators of Yiuman Tse based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Yiuman Tse. Yiuman Tse is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Liu, Qingfu, et al.. (2025). Sovereign debt risk, government ESG, and bank stock performance. Journal of Asian Economics. 101. 102079–102079.

Fung, Joseph K. W., et al.. (2024). The Impact of ESG Rating on Hedging Downside Risks: Evidence from a Weight-Tilted Hang Seng Index. Journal of risk and financial management. 17(2). 57–57. 4 indexed citations

Li, Yan, Qingfu Liu, Deyu Miao, & Yiuman Tse. (2024). Return seasonality in commodity futures. International Review of Economics & Finance. 93. 448–462. 1 indexed citations

Hong, Ziyang, Qingfu Liu, Yiuman Tse, & Zilu Wang. (2023). Black mouth, investor attention, and stock return. International Review of Financial Analysis. 90. 102921–102921. 9 indexed citations

Liu, Qingfu, et al.. (2023). Hedging Covid-19 risk with ESG disclosure. International Review of Economics & Finance. 88. 27–46. 21 indexed citations

Liu, Qingfu, Shi Chen, Yiuman Tse, & Chuanjie Wang. (2023). The value of communication during pandemics. Pacific-Basin Finance Journal. 82. 102159–102159. 1 indexed citations

Tse, Yiuman, et al.. (2022). Volatility in US dairy futures markets. Journal of commodity markets. 29. 100309–100309. 3 indexed citations

Liu, Qingfu, et al.. (2021). Stock market prediction with deep learning: The case of China. Finance research letters. 46. 102209–102209. 46 indexed citations

Tse, Yiuman. (2017). Return predictability and contrarian profits of international index futures. Journal of Futures Markets. 38(7). 788–803. 8 indexed citations

10.

Tse, Yiuman, et al.. (2016). Time Series Momentum and Volatility Scaling. SSRN Electronic Journal. 1 indexed citations

11.

Tse, Yiuman & John K. Wald. (2013). Insured Uncovered Interest Parity. SSRN Electronic Journal. 2 indexed citations

12.

Chan, K. L., Yiuman Tse, & Michael R. Williams. (2011). The Relationship between Commodity Prices and Currency Exchange Rates: Evidence from the Futures Markets. RePEc: Research Papers in Economics. 47–71. 2 indexed citations

13.

Tse, Yiuman, et al.. (2009). Increased Efficiency in Electronic Markets: Liquidity vs. Informed Trading. SHILAP Revista de lepidopterología. 1 indexed citations

14.

Kumar, Umesh & Yiuman Tse. (2009). Single-stock futures: Evidence from the Indian securities market. Global Finance Journal. 20(3). 220–234. 17 indexed citations

15.

Fung, Joseph K. W., et al.. (2004). Effects of electronic trading on the Hang Seng Index futures market. International Review of Economics & Finance. 14(4). 415–425. 18 indexed citations

16.

Tse, Yiuman, et al.. (2002). Competition for Order Flow, Market Quality, and Price Discovery in the Nasdaq 100 Index Tracking Stock. SSRN Electronic Journal. 1 indexed citations

17.

Tse, Yiuman, et al.. (1999). International Transmission of Information: A Study of the Relationship between the U.S. and Greek Stock Markets. SSRN Electronic Journal. 13 indexed citations

18.

Tse, Yiuman, et al.. (1999). Anticipating Change in Development Activity Levels. SSRN Electronic Journal. 1 indexed citations

19.

Tse, Yiuman, et al.. (1997). Testing for conditional heteroscedasticity: some monte carlo results. Journal of Statistical Computation and Simulation. 58(3). 237–253. 12 indexed citations

20.

Booth, G. Geoffrey, Mohammad Ashraful Ferdous Chowdhury, T. Martikainen, & Yiuman Tse. (1997). Intraday volatility in international stock index futures markets. Management Science. 43(10). 1 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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