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~isPartOf:"Review of quantitative finance and accounting"
~language:"eng"
~language:"spa"
~person:"Lien, Da-hsiang Donald"
~person:"Tse, Yiuman"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Article"
~type_genre:"Bibliographie enthalten"
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Lien, Da-hsiang Donald
Tse, Yiuman
Lee, Cheng F.
38
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10
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10
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Review of quantitative finance and accounting
The journal of futures markets
69
International review of economics & finance : IREF
41
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16
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8
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7
Journal of banking & finance
7
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ECONIS (ZBW)
15
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1
Hedging performance of volatility index futures : a partial cointegration approach
Lee, Hsiu-chuan
;
Lien, Da-hsiang Donald
;
Sheu, Her-jiun
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 265-294
Persistent link: https://www.econbiz.de/10014342031
Saved in:
2
Whose trades contribute more to price discovery? : evidence from the Taiwan stock exchange
Lien, Da-hsiang Donald
;
Hung, Pi-Hsia
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 213-263
Persistent link: https://www.econbiz.de/10014342030
Saved in:
3
Is maximum daily return a lottery? : evidence from monthly revenue announcements
Wang, Zi-Mei
;
Lien, Da-hsiang Donald
- In:
Review of quantitative finance and accounting
59
(
2022
)
2
,
pp. 545-600
Persistent link: https://www.econbiz.de/10013459298
Saved in:
4
Price limit changes, order decisions, and stock price movements : an empirical analysis of the Taiwan Stock Exchange
Lien, Da-hsiang Donald
;
Hung, Pi-Hsia
;
Pan, Chiu-Ting
- In:
Review of quantitative finance and accounting
55
(
2020
)
1
,
pp. 239-268
Persistent link: https://www.econbiz.de/10012233225
Saved in:
5
Setting the futures margin with price limits : the case for single-stock futures
Chen, Chen-Yu
;
Chou, Jian-Hsin
;
Fung, Hung-gay
;
Tse, Yiuman
- In:
Review of quantitative finance and accounting
48
(
2017
)
1
,
pp. 219-237
Persistent link: https://www.econbiz.de/10011796613
Saved in:
6
Exchange traded funds, size-based portfolios, and market efficiency
Kadapakkam, Palani-Rajan
;
Krause, Timothy
;
Tse, Yiuman
- In:
Review of quantitative finance and accounting
45
(
2015
)
1
,
pp. 89-110
Persistent link: https://www.econbiz.de/10011333135
Saved in:
7
Returns transmission, value at risk, and diversification benefits in international REITs : evidence from the financial crisis
Lu, Chiuling
;
Tse, Yiuman
;
Williams, Michael
- In:
Review of quantitative finance and accounting
40
(
2013
)
2
,
pp. 293-318
Persistent link: https://www.econbiz.de/10009708114
Saved in:
8
NYSE execution quality subsequent to migration to hybrid
Gutierrez, Jose A.
;
Tse, Yiuman
- In:
Review of quantitative finance and accounting
33
(
2009
)
1
,
pp. 59-81
Persistent link: https://www.econbiz.de/10003850673
Saved in:
9
Liquidity commonality and spillover in the US and Japanese markets : an intraday analysis using exchange-traded funds
Datar, Vinay T.
;
So, Raymond W.
;
Tse, Yiuman
- In:
Review of quantitative finance and accounting
31
(
2008
)
4
,
pp. 379-393
Persistent link: https://www.econbiz.de/10003799582
Saved in:
10
Multi-market trading in the Eurodollar futures market
Tse, Yiuman
;
Bandyopadhyay, Paramita
- In:
Review of quantitative finance and accounting
26
(
2006
)
3
,
pp. 321-341
Persistent link: https://www.econbiz.de/10003307608
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