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~isPartOf:"Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets"
~isPartOf:"Journal of multinational financial management"
~isPartOf:"The journal of futures markets"
~language:"eng"
~language:"est"
~person:"Lien, Da-hsiang Donald"
~person:"Ma, Christopher K."
~person:"Tse, Yiuman"
~subject:"Börsenkurs"
~subject:"Hedging"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Forschungsbericht"
~type_genre:"Government document"
~type_genre:"Konferenzschrift"
~type_genre:"Lehrbuch"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Thesis"
~type_genre:"Übersichtsarbeit"
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Börsenkurs
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Theorie
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11
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Lien, Da-hsiang Donald
Ma, Christopher K.
Tse, Yiuman
Kit, Pong Wong
14
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8
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7
Shrestha, Keshab
7
Kolb, Robert W.
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
Journal of multinational financial management
The journal of futures markets
International review of economics & finance : IREF
15
Review of quantitative finance and accounting
9
International review of financial analysis
8
Finance research letters
5
Global finance journal
5
Journal of banking & finance
4
Research in finance
4
Advances in futures and options research : a research annual
3
Applied financial economics
3
Journal of economics and finance
3
The financial review : the official publication of the Eastern Finance Association
3
Advances in investment analysis and portfolio management : a research annual
2
Applied economics
2
Journal of empirical finance
2
Research in international business and finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
Equity markets
1
International journal of accounting and information management
1
Journal of economic behavior & organization : JEBO
1
Journal of economic surveys
1
Journal of entrepreneurial finance : JEF ; official publication of The Academy of Entrepreneurial Finance
1
Journal of financial markets
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Journal of mathematical finance
1
Pacific economic review
1
Pacific-Basin finance journal
1
Quarterly journal of business and economics : QJBE
1
Review of Pacific Basin financial markets and policies
1
The European journal of finance
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The review of financial studies
1
Transportation research / E : an international journal
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Zi you zhong guo zhi gong ye
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ECONIS (ZBW)
48
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1
International equity index and currency futures : commodity currencies or emerging versus developed markets?
Krause, Timothy A.
;
Tse, Yiuman
- In:
Emerging markets finance & trade : a journal of the …
54
(
2018
)
13/14/15
,
pp. 3294-3311
Persistent link: https://www.econbiz.de/10012125788
Saved in:
2
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:
3
Estimation of market information shares : a comparison
Lien, Da-hsiang Donald
;
Wang, Zijun
- In:
The journal of futures markets
36
(
2016
)
11
,
pp. 1108-1124
Persistent link: https://www.econbiz.de/10011569017
Saved in:
4
Quantile estimation of optimal hedge ratio
Lien, Da-hsiang Donald
;
Shrestha, Keshab
;
Wu, Jing
- In:
The journal of futures markets
36
(
2016
)
2
,
pp. 194-214
Persistent link: https://www.econbiz.de/10011568071
Saved in:
5
The impact of sampling frequency on intraday correlation and lead-lag relationships between index futures and individual stocks
Fung, Joseph K. W.
;
Lau, Francis
;
Tse, Yiuman
- In:
The journal of futures markets
35
(
2015
)
10
,
pp. 939-952
Persistent link: https://www.econbiz.de/10011392705
Saved in:
6
The informativeness of trades and quotes in the FTSE 100 index futures market
Frijns, Bart
;
Tse, Yiuman
- In:
The journal of futures markets
35
(
2015
)
2
,
pp. 105-126
Persistent link: https://www.econbiz.de/10011348464
Saved in:
7
Production and anticipatory hedging under time-inconsistent preferences
Lien, Da-hsiang Donald
;
Yu, Chia-Feng
- In:
The journal of futures markets
35
(
2015
)
10
,
pp. 961-985
Persistent link: https://www.econbiz.de/10011392715
Saved in:
8
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:
9
A note on the performance of regime switching hedge strategy
Lien, Da-hsiang Donald
- In:
The journal of futures markets
32
(
2012
)
4
,
pp. 389-396
Persistent link: https://www.econbiz.de/10010218779
Saved in:
10
A note on utility-based futures hedging performance measure
Lien, Da-hsiang Donald
- In:
The journal of futures markets
32
(
2012
)
1
,
pp. 92-98
Persistent link: https://www.econbiz.de/10010218063
Saved in:
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