TSE, Yiu Kuen

Professor of Economics

            School of Economics and Social Sciences

Singapore Management University

 

Adjunct Professor

Department of Economics

National University of Singapore

Degrees

B.Soc.Sc. (Honours, Economics and Statistics), Hong Kong University, 1974

M.Sc. (Statistics), London School of Economics, 1976

Ph.D. (Econometrics), London School of Economics, 1981

Professional Qualification

Fellow, Society of Actuaries

Positions Held

Research Assistant, London School of Economics, 1976 - 1977

Research Officer, London School of Economics, 1977 - 1981

Lecturer, Polytechnic of Central London, 1981 - 1982

Lecturer, National University of Singapore, 1982 - 1986

Senior Lecturer, National University of Singapore, 1987 - 1993

Associate Professor, National University of Singapore, 1994 - 1999

Professor, National University of Singapore, 1999 - 2001

Visiting Positions

Visiting Scholar, Center for Southeast Asian Studies, Kyoto University, 1986

Visiting Fellow, Statistics Department, Australian National University, 1987

Visiting Scholar, Department of Economics, University of Illinois at Urbana-Champaign, 1988 - 1989

Consultant of Business School, Hong Kong Baptist University, June 1998

Consultant of Business School, Hong Kong Baptist University, August 2001

Consultancy Experience

Asian Development Bank, macroeconomist consultant

Lum Chang Securities, develop the Lum Chang Foreign Index

Singapore Press Holdings, develop the Straits Times Index

Research Interests

Financial Economics

Econometrics

Actuarial Science


List of Publications (with links to download recent publications) 


Downloadable Working Papers (PDF Files)

  1. "A Small-Sample Overlapping Variance-Ratio Test", by Y.K. Tse, K.W. Ng and X.B. Zhang. Download paper; Download GAUSS code, Download C++ code
  2. "A Monte Carlo Investigation of Some Tests for Stochastic Dominance", by Y.K. Tse and X.B. Zhang. Download
  3. "The Impacts of Hong Kong's Currency Board Reforms on the Interbank Market", by Y.K. Tse and Paul S.L. Yip. Download
  4. "Market Segmentation and Information Values of Earnings Announcements: Some Empirical Evidence from an Event Study on the Chinese Stock Market", by Y. Gao and Y.K. Tse. Download
  5. "Exchange-Rate Systems and Interest-Rate Behaviour: The Experience of Hong Kong and Singapore", by Y.K. Tse and Paul S.L. Yip. Download
  6. "Estimation of Hyperbolic Diffusion Using MCMC Method", by Y.K. Tse, X.B. Zhang and Jun Yu. Download
  7.  "A Corrected Plug-In Method for the Quantile Confidence Interval of a Transformed Regression", by Z. Yang and Y.K. Tse. Download
  8.  "Effects of Electronic Trading on the Hang Seng Index Futures Market", by Joseph Fung, Donald Lien, Yiuman Tse and Yiu Kuen Tse.    Download
  9.  "On the asymptotic effect of substituting estimators for nuisance parameters in inferential statistics", by Z.L. Yang, Y.K. Tse and Z.D. Bai. Download
  10.  "An Empirical Examination of IPO Underpricing in the Chinese A-share Market", by Ting Yu and Y.K. Tse. Download

 Please email me at yktse@smu.edu.sg  if you have difficulty downloading the PDF files


Contact Information

Tel: (65) 68220257

Fax: (65) 68220833

Singapore Management University, 469 Bukit Timah Road, Singapore 259756

Email: yktse@smu.edu.sg