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~isPartOf:"Applied financial economics"
~language:"eng"
~person:"Gros, Daniel"
~person:"Hughes Hallett, Andrew"
~person:"Lien, Da-hsiang Donald"
~person:"Narayan, Paresh Kumar"
~person:"Williams, Colin C."
~type_genre:"Article in journal"
~type_genre:"Article"
~type_genre:"Bibliography included"
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Gros, Daniel
Hughes Hallett, Andrew
Lien, Da-hsiang Donald
Narayan, Paresh Kumar
Williams, Colin C.
Faff, Robert W.
19
Madura, Jeff
19
Brooks, Robert
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McMillan, David G.
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Applied financial economics
The journal of futures markets
54
Applied economics
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Intereconomics : review of European economic policy
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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
Firm heterogeneity and calendar anomalies
Sharma, Susan Sunila
;
Narayan, Paresh Kumar
- In:
Applied financial economics
22
(
2012
)
22/24
,
pp. 1931-1949
Persistent link: https://www.econbiz.de/10009719317
Saved in:
3
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:
4
The dynamic relationship between real exchange rates, real interest rates and foreign exchange reserves : empirical evidence from China
Narayan, Paresh Kumar
;
Smyth, Russell
- In:
Applied financial economics
16
(
2006
)
9
,
pp. 639-651
Persistent link: https://www.econbiz.de/10003334975
Saved in:
5
Are OECD stock prices characterized by a random walk? : Evidence from sequential trend break and panel data models
Narayan, Paresh Kumar
;
Smyth, Russell
- In:
Applied financial economics
15
(
2005
)
8
,
pp. 547-556
Persistent link: https://www.econbiz.de/10002794942
Saved in:
6
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:
7
Modelling the linkages between the Australian and G7 stock markets : common stochastic trends and regime shifts
Narayan, Paresh Kumar
;
Smyth, Russell
- In:
Applied financial economics
14
(
2004
)
14
,
pp. 991-1004
Persistent link: https://www.econbiz.de/10002377741
Saved in:
8
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:
9
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:
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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