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~isPartOf:"Applied financial economics"
~isPartOf:"Journal of economics and finance"
~language:"eng"
~language:"pol"
~person:"Lien, Da-hsiang Donald"
~type_genre:"Article in journal"
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Lien, Da-hsiang Donald
Madura, Jeff
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Applied financial economics
Journal of economics and finance
The journal of futures markets
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International review of financial analysis
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ECONIS (ZBW)
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1
Exchange-traded funds, liquidity and volatility
Krause, Timothy
;
Ehsani, Sina
;
Lien, Da-hsiang Donald
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1617-1630
Persistent link: https://www.econbiz.de/10010460931
Saved in:
2
Estimating optimal hedge ratio : a multivariate skew-normal distribution approach
Lien, Da-hsiang Donald
;
Shrestha, Keshab
- In:
Applied financial economics
20
(
2010
)
7/9
,
pp. 627-636
Persistent link: https://www.econbiz.de/10009009324
Saved in:
3
Firm-level return dispersion and correlation asymmetry : challenges for portfolio diversification
Demirer, Rıza
;
Lien, Da-hsiang Donald
- In:
Applied financial economics
14
(
2004
)
6
,
pp. 447-456
Persistent link: https://www.econbiz.de/10001971231
Saved in:
4
An empirical examination of the effectiveness of Dollar-cost averaging using downside risk performance measures
Leggio, Karyl B.
;
Lien, Da-hsiang Donald
- In:
Journal of economics and finance
27
(
2003
)
2
,
pp. 211-223
Persistent link: https://www.econbiz.de/10001784113
Saved in:
5
Impulse responses in a threshold cointegrated system : the case of natural gas markets
Root, T. H.
;
Lien, Da-hsiang Donald
- In:
Applied financial economics
13
(
2003
)
1
,
pp. 23-35
Persistent link: https://www.econbiz.de/10001725720
Saved in:
6
Evaluating the hedging performance of the constant-correlation GARCH model
Lien, Da-hsiang Donald
;
Tse, Yiu Kuen
;
Tsui, Albert K.
- In:
Applied financial economics
12
(
2002
)
11
,
pp. 791-798
Persistent link: https://www.econbiz.de/10001711924
Saved in:
7
Hedging gas bills with weather derivatives
Leggio, Karyl B.
;
Lien, Da-hsiang Donald
- In:
Journal of economics and finance
26
(
2002
)
1
,
pp. 88-100
Persistent link: https://www.econbiz.de/10001747917
Saved in:
8
Corporate income tax and futures hedging
Lien, Da-hsiang Donald
;
Metz, Michael
- In:
Journal of economics and finance
25
(
2001
)
3
,
pp. 308-315
Persistent link: https://www.econbiz.de/10001662851
Saved in:
9
Derivative trading by utility firms
Leggio, Karyl B.
;
Lien, Da-hsiang Donald
- In:
Journal of economics and finance
24
(
2000
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10001507197
Saved in:
10
Hedging downside risk with futures contracts
Lien, Da-hsiang Donald
;
Tse, Yiu Kuen
- In:
Applied financial economics
10
(
2000
)
2
,
pp. 163-170
Persistent link: https://www.econbiz.de/10001526213
Saved in:
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