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~isPartOf:"Journal of multinational financial management"
~isPartOf:"The journal of futures markets"
~language:"eng"
~language:"est"
~person:"Kolb, Robert W."
~person:"Lien, Da-hsiang Donald"
~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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Hedging
43
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16
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12
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Kolb, Robert W.
Lien, Da-hsiang Donald
Webb, Robert I.
30
Frino, Alex
20
Moshirian, Fariborz
19
Fung, Joseph K. W.
18
Tse, Yiuman
18
Ryu, Doojin
16
Wang, George H. K.
16
Daigler, Robert T.
15
Faff, Robert W.
15
Gay, Gerald D.
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Kit, Pong Wong
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Zhang, Jin E.
14
Brorsen, B. Wade
12
Kang, Jangkoo
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Chou, Robin K.
11
Locke, Peter R.
11
Najand, Mohammad
11
Chung, San-lin
10
Ma, Christopher K.
10
Brooks, Robert
9
Chatrath, Arjun
9
Hung, Mao-Wei
9
Kurov, Alexander
9
Nordén, Lars
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Ap Gwilym, Owain
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Chance, Don M.
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Chung, Huimin
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Fung, Hung-gay
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Heaney, Richard A.
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McMillan, David G.
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Shrestha, Keshab
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Simon, David P.
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Vithessonthi, Chaiporn
8
Wang, Yaw-huei
8
Yang, Jian
8
Bali, Turan G.
7
Booth, G. Geoffrey
7
Câmara, António
7
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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
9
Finance research letters
7
Applied financial economics
6
Education economics
6
Review of quantitative finance and accounting
6
Journal of economics and finance
4
Journal of forecasting
4
Journal of international financial markets, institutions & money
4
Pacific-Basin finance journal
4
Economic and political studies : EPS
3
Economic modelling
3
Journal of development economics
3
Journal of population economics
3
Pacific economic review
3
Research in finance
3
The International trade journal
3
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
3
Advances in investment analysis and portfolio management : a research annual
2
Advances in quantitative analysis of finance and accounting : a research annual
2
Applied economics letters
2
Business ethics quarterly : the journal of the Society for Business Ethics
2
China economic review : an international journal
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Energy economics
2
Global finance journal
2
International journal of business and economics
2
Journal of economic behavior & organization : JEBO
2
Journal of empirical finance
2
Journal of managerial psychology
2
Journal of regulatory economics
2
Robert S. Hamada series in finance
2
The Leeds School series on business and society
2
The financial review : the official publication of the Eastern Finance Association
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ECONIS (ZBW)
65
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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
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 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:
7
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:
8
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:
9
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:
10
Effects of omitting information variables on optimal hedge ratio estimation : a note
Lien, Da-hsiang Donald
- In:
The journal of futures markets
30
(
2010
)
8
,
pp. 795-800
Persistent link: https://www.econbiz.de/10003985095
Saved in:
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