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~isPartOf:"Journal of banking & finance"
~isPartOf:"The journal of futures markets"
~language:"eng"
~language:"fin"
~language:"spa"
~person:"Lien, Da-hsiang Donald"
~subject:"Capital income"
~subject:"Financial crisis"
~subject:"India"
~subject:"Innovation"
~subject:"Lieferkette"
~subject:"Theory"
~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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Capital income
Financial crisis
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Theory
USA
Hedging
37
Theorie
35
Derivat
21
Derivative
21
United States
8
Commodity derivative
5
Commodity exchange
5
Rohstoffderivat
5
Warenbörse
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2
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2
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Conference proceedings
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Aufsatz in Zeitschrift
39
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English
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Lien, Da-hsiang Donald
Berger, Allen N.
18
Faff, Robert W.
15
Moshirian, Fariborz
15
Saunders, Anthony
15
Bali, Turan G.
14
Daigler, Robert T.
14
Cakici, Nusret
13
Hasan, Iftekhar
13
Shackleton, Mark B.
13
Brorsen, B. Wade
12
Tse, Yiuman
12
Chang, Eric Chieh
11
Fraser, Donald R.
11
Kolb, Robert W.
11
Slovin, Myron B.
11
Wang, George H. K.
11
Chung, Kee H.
10
Cornett, Marcia Millon
10
Duan, Jin-Chuan
10
Gay, Gerald D.
10
Hegde, Shantaram P.
10
Kit, Pong Wong
10
Peterson, David R.
10
Simon, David P.
10
Akhigbe, Aigbe O.
9
Frino, Alex
9
Kolari, James W.
9
Kurov, Alexander
9
Lioui, Abraham
9
Locke, Peter R.
9
Ma, Christopher K.
9
Prokopczuk, Marcel
9
Webb, Robert I.
9
Branger, Nicole
8
Brooks, Robert
8
Corrado, Charles Joseph
8
Cummins, John David
8
Câmara, António
8
Elyasiani, Elyas
8
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Journal of banking & finance
The journal of futures markets
International review of economics & finance : IREF
12
International review of financial analysis
9
The North American journal of economics and finance : a journal of financial economics studies
7
Applied economics
6
Finance research letters
5
Economics letters
4
Journal of economics and finance
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Review of quantitative finance and accounting
3
Advances in quantitative analysis of finance and accounting : a research annual
2
Applied financial economics
2
Journal of forecasting
2
Journal of regulatory economics
2
Pacific economic review
2
Research in finance
2
The journal of socio-economics
2
Advances in futures and options research : a research annual
1
Applied mathematical finance
1
Contemporary economic policy : a journal of Western Economic Association International
1
Economic modelling
1
Economics of education review
1
Education economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
Global finance journal
1
International journal of managerial finance : IJMF
1
Journal of development economics
1
Journal of economic behavior & organization : JEBO
1
Journal of economic surveys
1
Journal of empirical finance
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Journal of management science and engineering
1
Journal of mathematical finance
1
Journal of multinational financial management
1
Journal of population economics
1
Journal of psychology and financial markets : a publication of the Institute of Psychology and Markets and LEA
1
Mathematical social sciences
1
Oxford bulletin of economics and statistics
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ECONIS (ZBW)
39
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
A further note on the optimality of the OLS hedge strategy
Lien, Da-hsiang Donald
- In:
The journal of futures markets
28
(
2008
)
3
,
pp. 308-311
Persistent link: https://www.econbiz.de/10003699396
Saved in:
9
A note on estimating the benefit of a composite hedge
Lien, Da-hsiang Donald
- In:
The journal of futures markets
28
(
2008
)
7
,
pp. 711-716
Persistent link: https://www.econbiz.de/10003715126
Saved in:
10
Optimal futures heading: quadratic versus exponential utility functions
Lien, Da-hsiang Donald
- In:
The journal of futures markets
28
(
2008
)
2
,
pp. 208-211
Persistent link: https://www.econbiz.de/10003647714
Saved in:
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