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~isPartOf:"Journal of banking & finance"
~isPartOf:"The journal of futures markets"
~language:"eng"
~language:"fin"
~language:"spa"
~person:"Faff, Robert W."
~person:"Lien, Da-hsiang Donald"
~subject:"Capital income"
~subject:"Financial crisis"
~subject:"India"
~subject:"Innovation"
~subject:"Lieferkette"
~subject:"USA"
~subject:"World"
~type:"article"
~type:"book"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book Part"
~type_genre:"Conference proceedings"
~type_genre:"Market information"
~type_genre:"Systematic review"
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Capital income
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37
Derivat
24
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24
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Faff, Robert W.
Lien, Da-hsiang Donald
Moshirian, Fariborz
35
Berger, Allen N.
18
Hasan, Iftekhar
18
Saunders, Anthony
17
Bali, Turan G.
12
Brorsen, B. Wade
12
Cakici, Nusret
12
Chang, Eric Chieh
12
Daigler, Robert T.
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Tse, Yiuman
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Wang, George H. K.
12
Fraser, Donald R.
11
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10
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10
Simon, David P.
10
Slovin, Myron B.
10
Cornett, Marcia Millon
9
Demirgüç-Kunt, Asli
9
Elyasiani, Elyas
9
Gay, Gerald D.
9
Kurov, Alexander
9
Locke, Peter R.
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7
Doran, James S.
7
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7
Fung, Hung-gay
7
Koppenhaver, Gary D.
7
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Journal of banking & finance
The journal of futures markets
International review of financial analysis
11
Applied financial economics
10
International review of economics & finance : IREF
10
Applied economics
7
Pacific-Basin finance journal
7
Australian journal of management
6
Journal of international financial markets, institutions & money
6
The North American journal of economics and finance : a journal of financial economics studies
6
Review of quantitative finance and accounting
4
Energy economics
3
Journal of economics and finance
3
Journal of forecasting
3
The European journal of finance
3
The financial review : the official publication of the Eastern Finance Association
3
Abacus : a journal of accounting, finance and business studies
2
Accounting and finance : journal of the Accounting Association of Australia and New Zealand
2
Accounting research journal
2
Advances in quantitative analysis of finance and accounting : a research annual
2
Finance research letters
2
Global finance journal
2
Journal of economic integration
2
Journal of regulatory economics
2
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
2
Review of Pacific Basin financial markets and policies
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Tydskrif vir studies in ekonomie en ekonometrie : SEE
2
Applied economics letters
1
Applied financial economics letters
1
Applied mathematical finance
1
Australian economic papers
1
Contemporary economic policy : a journal of Western Economic Association International
1
Covid economics : vetted and real-time papers
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International journal of accounting and information management
1
International journal of commerce and management
1
International journal of corporate governance : IJCG
1
International journal of managerial finance : IJMF
1
International journal of theoretical and applied finance
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ECONIS (ZBW)
22
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1
Did connected hedge funds benefit from bank bailouts during the financial crisis?
Faff, Robert W.
;
Parwada, Jerry T.
;
Tan, Eric K. M.
- In:
Journal of banking & finance
107
(
2019
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012224381
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
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
Reprint of : stock salience and the asymmetric market effect of consumer sentiment news
Akhtar, Shumi
;
Faff, Robert W.
;
Oliver, Barry R.
; …
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4488-4500
Persistent link: https://www.econbiz.de/10010246979
Saved in:
7
Stock salience and the asymmetric market effect of consumer sentiment news
Akhtar, Shumi
;
Faff, Robert W.
;
Oliver, Barry R.
; …
- In:
Journal of banking & finance
36
(
2012
)
12
,
pp. 3289-3301
Persistent link: https://www.econbiz.de/10009660492
Saved in:
8
The power of bad : the negativity bias in Australian consumer sentiment announcements on stock returns
Akhtar, Shumi
;
Faff, Robert W.
;
Oliver, Barry R.
; …
- In:
Journal of banking & finance
35
(
2011
)
5
,
pp. 1239-1249
Persistent link: https://www.econbiz.de/10009245239
Saved in:
9
Variations in sovereign credit quality assessments across rating agencies
Hill, Paula
;
Brooks, Robert
;
Faff, Robert W.
- In:
Journal of banking & finance
34
(
2010
)
6
,
pp. 1327-1343
Persistent link: https://www.econbiz.de/10003978391
Saved in:
10
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:
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