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~isPartOf:"Economics letters"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of banking & finance"
~isPartOf:"The journal of futures markets"
~language:"eng"
~language:"fin"
~language:"spa"
~person:"Bali, Turan G."
~person:"Lien, Da-hsiang Donald"
~subject:"ARCH-Modell"
~subject:"Capital income"
~subject:"Financial crisis"
~subject:"Hedgefonds"
~subject:"India"
~subject:"Innovation"
~subject:"Lieferkette"
~subject:"USA"
~type:"article"
~type:"book"
~type_genre:"Article in journal"
~type_genre:"Book Part"
~type_genre:"Conference proceedings"
~type_genre:"Market information"
~type_genre:"Systematic review"
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ARCH-Modell
Capital income
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Theorie
49
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Aufsatz in Zeitschrift
32
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Bali, Turan G.
Lien, Da-hsiang Donald
Berger, Allen N.
17
Moshirian, Fariborz
15
Tse, Yiuman
15
Chang, Eric Chieh
14
Ma, Feng
14
Gil-Alaña, Luis A.
13
Brorsen, B. Wade
12
Cakici, Nusret
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Clare, Andrew D.
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Hasan, Iftekhar
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11
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10
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10
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10
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10
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10
Simon, David P.
10
Wang, George H. K.
10
Christiansen, Charlotte
9
Hudson, Robert
9
Locke, Peter R.
9
Malliaris, Anastasios G.
9
Peel, David
9
Peterson, David R.
9
Slovin, Myron B.
9
Xiong, Xiong
9
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9
Zhong, Angel
9
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8
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8
Bouri, Elie
8
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8
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8
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8
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Economics letters
International review of financial analysis
Journal of banking & finance
The journal of futures markets
Journal of financial and quantitative analysis : JFQA
9
International review of economics & finance : IREF
8
Journal of financial economics
8
Management science : journal of the Institute for Operations Research and the Management Sciences
5
The North American journal of economics and finance : a journal of financial economics studies
5
Journal of economics and finance
3
Journal of empirical finance
3
Journal of forecasting
3
The review of financial studies
3
Advances in quantitative analysis of finance and accounting : a research annual
2
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2
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2
Finance research letters
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of regulatory economics
2
The journal of finance : the journal of the American Finance Association
2
The journal of fixed income
2
The journal of portfolio management : a publication of Institutional Investor
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Applied economics letters
1
Applied mathematical finance
1
China finance review international
1
Contemporary economic policy : a journal of Western Economic Association International
1
Financial management
1
International journal of managerial finance : IJMF
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of economics & business
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Journal of monetary economics
1
Journal of money, credit and banking : JMCB
1
Journal of psychology and financial markets : a publication of the Institute of Psychology and Markets and LEA
1
Oxford bulletin of economics and statistics
1
Pacific-Basin finance journal
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ECONIS (ZBW)
32
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1
The winner's curse in high-tech enterprise certification : evidence from stock price crash risk
Bai, Min
;
Li, Shihe
;
Lien, Da-hsiang Donald
;
Yu, Chia-Feng
- In:
International review of financial analysis
82
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013426230
Saved in:
2
Upside potential of hedge funds as a predictor of future performance
Bali, Turan G.
;
Brown, Stephen J.
;
Caglayan, Mustafa O.
- In:
Journal of banking & finance
98
(
2019
),
pp. 212-229
Persistent link: https://www.econbiz.de/10012162272
Saved in:
3
A bivariate high-frequency-based volatility model for optimal futures hedging
Lai, Yu-Sheng
;
Lien, Da-hsiang Donald
- In:
The journal of futures markets
37
(
2017
)
9
,
pp. 913-929
Persistent link: https://www.econbiz.de/10011950909
Saved in:
4
Does the stock market drive herd behavior in commodity futures markets?
Demirer, Rıza
;
Lee, Hsiang-Tai
;
Lien, Da-hsiang Donald
- In:
International review of financial analysis
39
(
2015
),
pp. 32-44
Persistent link: https://www.econbiz.de/10011573052
Saved in:
5
A new approach to measuring riskiness in the equity market : implications for the risk premium
Bali, Turan G.
;
Cakici, Nusret
;
Chabi-Yo, Fousseni
- In:
Journal of banking & finance
57
(
2015
),
pp. 101-117
Persistent link: https://www.econbiz.de/10011543805
Saved in:
6
Price discovery in interrelated markets
Lien, Da-hsiang Donald
;
Shrestha, Keshab
- In:
The journal of futures markets
34
(
2014
)
3
,
pp. 203-219
Persistent link: https://www.econbiz.de/10010355437
Saved in:
7
The effects of structural breaks and long memory on currency hedging
Lien, Da-hsiang Donald
;
Li, Yang
- In:
The journal of futures markets
30
(
2010
)
7
,
pp. 607-632
Persistent link: https://www.econbiz.de/10003985029
Saved in:
8
World market risk, country-specific risk and expected returns in international stock markets
Bali, Turan G.
;
Cakici, Nusret
- In:
Journal of banking & finance
34
(
2010
)
6
,
pp. 1152-1165
Persistent link: https://www.econbiz.de/10003977937
Saved in:
9
Asymmetric effect of basis on dynamic futures hedging : empirical evidence from commodity markets
Lien, Da-hsiang Donald
;
Li, Yang
- In:
Journal of banking & finance
32
(
2008
)
2
,
pp. 187-198
Persistent link: https://www.econbiz.de/10003647092
Saved in:
10
Nonlinear mean reversion in stock prices
Bali, Turan G.
;
Demirtas, K. Ozgur
;
Levy, Haim
- In:
Journal of banking & finance
32
(
2008
)
5
,
pp. 767-782
Persistent link: https://www.econbiz.de/10003702750
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