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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."
~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:"Thesis"
~type_genre:"Übersichtsarbeit"
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Lien, Da-hsiang Donald
Ma, Christopher K.
Webb, Robert I.
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Ryu, Doojin
23
Frino, Alex
20
Moshirian, Fariborz
19
Tse, Yiuman
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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
33
The North American journal of economics and finance : a journal of financial economics studies
15
International review of financial analysis
11
Applied economics
10
Economics letters
10
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Finance research letters
7
Applied financial economics
6
Education economics
6
Review of quantitative finance and accounting
6
Advances in futures and options research : a research annual
4
Journal of economics and finance
4
Journal of forecasting
4
Journal of international financial markets, institutions & money
4
Pacific-Basin finance journal
4
Research in finance
4
Economic and political studies : EPS
3
Economic modelling
3
Journal of development economics
3
Journal of population economics
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Pacific economic review
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The International trade journal
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The financial review : the official publication of the Eastern Finance Association
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World development : the multi-disciplinary international journal devoted to the study and promotion of world development
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Advances in investment analysis and portfolio management : a research annual
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Advances in quantitative analysis of finance and accounting : a research annual
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Applied economics letters
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China economic review : an international journal
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Energy economics
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Global finance journal
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International journal of business
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International journal of business and economics
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Journal of banking & finance
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Journal of economic behavior & organization : JEBO
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Journal of empirical finance
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Journal of managerial psychology
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Journal of regulatory economics
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ECONIS (ZBW)
65
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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
Guest editors' introduction: China's energy policy
Wenli, Guo
;
Lien, Da-hsiang Donald
- In:
Emerging markets finance & trade : a journal of the …
50
(
2014
)
5
,
pp. 140-142
Persistent link: https://www.econbiz.de/10010485161
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
Dynamic and asymmetric dependences between Chinese Yuan and other Asia-Pacific currencies
Lien, Da-hsiang Donald
;
Wu, Chongfeng
;
Li, Yang
;
Zhou, …
- In:
The journal of futures markets
33
(
2013
)
8
,
pp. 696-723
Persistent link: https://www.econbiz.de/10009779089
Saved in:
8
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:
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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