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Yiuman Tse, Ph.D, CFA, FRM
Peter G. Schick Professor of Finance
Office: 1108 SSB Tower
Ph.D. (Major – Finance; minor – Economics), Louisiana State University (LSU), 1994
M.B.A. (Major – Finance), Binghamton University (SUNY), 1989
BS (Engineering), The University of Hong Kong, 1986
Teaching and Research Interests:
International finance, investments, derivatives, fixed income analysis, and applied econometrics
Dr. Tse has articles published in Review of Financial Studies, Journal of Financial and Quantitative Analysis, Journal of Econometrics, Management Science, Journal of Banking and Finance, Journal of Financial Markets, Journal of International, Money & Finance, Journal of Empirical Finance, Journal of Futures Markets, Journal of Financial Research, Financial Review and others. He 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.
Published or forthcoming journal articles since 2012:
- Mctier, Brian, Yiuman Tse, and John Wald, 2013, “Do Stock Markets Catch the Flu?” Journal of Financial & Quantitative Analysis, forthcoming.
- Ding, K. Ding, Yiuman Tse, and Michael Williams, 2013 “The Price Discovery Puzzle in Offshore Yuan Trading: Different Contributions for Different Contracts,” Journal of Futures Markets, forthcoming.
- Tse, Yiuman, and Michael Williams, 2013, “Does Index Speculation Destabilize Commodity Prices? An Intraday Futures Analysis,” Financial Review, forthcoming.
- Fung, Hung-gay, Yiuman Tse, Jot Yau, and Lin Zhao, 2013, “A Leader of the World Commodity Futures Markets in the Making? the Case of China's Commodity Futures,” International Review of Financial Analysis 27, 103-114.
- Das, Sougata, Kadapakkam, Palani-Rajan, and Yiuman Tse, 2013 “Is Carry-trade a Viable Alternative Asset?” Journal of International Financial Markets, Institutions, & Money 24, 247-257.
- Devos, Erik, Jullavut Kittiakarasakun, and Yiuman Tse, 2013 “Trading Venue Choice in Post-2000 Era: An Analysis of Firms that Switch between NYSE, Amex, and Nasdaq,” Advances in Investment Analysis and Portfolio Management, forthcoming.
- Krause, Timothy, and Yiuman Tse, January 2013 “The Relationship between the US and Canadian Stock Markets,” International Review of Economics and Finance 25, 244-259.
- Lu, Chiuling, Yiuman Tse, and Michael Williams, 2013, “Returns, Volatility, and Downside Risk Interactions among International REITs: Evidence from the Financial Crisis,” Review of Quantitative Finance and Accounting 40, 293-318.
- Martinez, Valeria, Yiuman Tse, and Kittiakarasakun, Jullavut, 2013, “Volatility, Trade Size, and Order Imbalance in International Exchange Traded Funds,” Journal of Economics and Finance 37, 293-307.
- Kittiakarasakun, Jullavut, Yiuman Tse, and George Wang, August 2012, “The Impact of Trades on Asymmetric Volatility in Nasdaq-100 Index Futures,” Managerial Finance 38, 752-767.
- Tse, Yiuman and Lin Zhao, 2012, “The Relationship between Currency Carry Trades and U.S. Stocks” Journal of Futures Markets 32, 252-271.
- Tse, Yiuman, 2012, “The Relationship among Agricultural Futures, ETFs, and the US Stock Market,” Review of Futures Markets 20.
- Tse, Yiuman, and Lin Zhao, 2012, “Commodity Prices and Currency Rates: An Intraday Analysis,” International Review of Accounting, Banking and Finance.