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~isPartOf:"Journal of international money and finance"
~isPartOf:"The journal of futures markets"
~language:"eng"
~person:"Lepone, Andrew"
~person:"Lien, Da-hsiang Donald"
~subject:"Option trading"
~subject:"Theorie"
~subject:"World"
~type_genre:"Article in journal"
~type_genre:"Article"
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Option trading
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Lepone, Andrew
Lien, Da-hsiang Donald
Aizenman, Joshua
31
Cheung, Yin-Wong
17
Chinn, Menzie David
17
Taylor, Mark P.
13
Koedijk, Kees
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Journal of international money and finance
The journal of futures markets
International review of economics & finance : IREF
8
Applied economics
6
Economics letters
4
Finance research letters
4
International review of financial analysis
4
Journal of forecasting
3
Energy economics
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Journal of population economics
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Pacific economic review
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Research in finance
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Review of quantitative finance and accounting
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of socio-economics
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Advances in futures and options research : a research annual
1
Applied financial economics
1
Applied mathematical finance
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Australasian accounting business and finance journal : AABF
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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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International journal of managerial finance : IJMF
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Journal of business finance & accounting : JBFA
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Journal of development economics
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Journal of economic behavior & organization : JEBO
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Journal of economics and finance
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Journal of empirical finance
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Journal of international financial markets, institutions & money
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Journal of management science and engineering
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Journal of mathematical finance
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Journal of multinational financial management
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Journal of psychology and financial markets : a publication of the Institute of Psychology and Markets and LEA
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Journal of regulatory economics
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ECONIS (ZBW)
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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
Do options strategy traders have a disadvantage? : evidence from the Australian options market
Flint, Anthony
;
Lepone, Andrew
;
Yang, Jin Young
- In:
The journal of futures markets
34
(
2014
)
9
,
pp. 838-852
Persistent link: https://www.econbiz.de/10010507932
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
The impact of off-market trading on liquidity : evidence from the Australian options market
Lepone, Andrew
;
Yang, Jin Young
- In:
The journal of futures markets
30
(
2010
)
4
,
pp. 361-377
Persistent link: https://www.econbiz.de/10003962601
Saved in:
10
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:
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