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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."
~subject:"Börsenkurs"
~subject:"Risikoaversion"
~subject:"Theorie"
~subject:"Welt"
~subject:"Zinsderivat"
~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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Lien, Da-hsiang Donald
Ma, Christopher K.
Moshirian, Fariborz
13
Ryu, Doojin
13
Kit, Pong Wong
12
Frino, Alex
11
Gay, Gerald D.
10
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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
11
Applied economics
6
International review of financial analysis
6
Review of quantitative finance and accounting
5
Economics letters
4
Finance research letters
4
The North American journal of economics and finance : a journal of financial economics studies
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Advances in futures and options research : a research annual
3
Journal of forecasting
3
Research in finance
3
The financial review : the official publication of the Eastern Finance Association
3
Energy economics
2
Journal of banking & finance
2
Journal of economic behavior & organization : JEBO
2
Journal of empirical finance
2
Journal of international financial markets, institutions & money
2
Journal of population economics
2
Pacific economic review
2
Pacific-Basin finance journal
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Economics of education review
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Global finance journal
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International journal of managerial finance : IJMF
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Journal of agricultural economics
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Journal of development economics
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Journal of economic surveys
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Journal of economics and finance
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Journal of entrepreneurial finance : JEF ; official publication of The Academy of Entrepreneurial Finance
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Journal of international money and finance
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ECONIS (ZBW)
46
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Dynamic dependence between liquidity and the S&P 500 index futures-cash basis
Lien, Da-hsiang Donald
;
Lim, Gerui
;
Li, Yang
;
Zhou, Chunyang
- In:
The journal of futures markets
33
(
2013
)
4
,
pp. 327-342
Persistent link: https://www.econbiz.de/10009725623
Saved in:
7
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:
8
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:
9
A note on the relationship between the variability of the hedge ratio and hedging performance
Lien, Da-hsiang Donald
- In:
The journal of futures markets
30
(
2010
)
11
,
pp. 1100-1104
Persistent link: https://www.econbiz.de/10008900937
Saved in:
10
A new information share measure
Lien, Da-hsiang Donald
;
Shrestha, Keshab
- In:
The journal of futures markets
29
(
2009
)
4
,
pp. 377-395
Persistent link: https://www.econbiz.de/10003817605
Saved in:
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