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~isPartOf:"Review of quantitative finance and accounting"
~language:"eng"
~person:"Frey, Bruno S."
~person:"Lien, Da-hsiang Donald"
~person:"Narayan, Paresh Kumar"
~person:"Phillips, Peter C. B."
~type_genre:"Article in journal"
~type_genre:"Article"
~type_genre:"Konferenzschrift"
~type_genre:"Reprint"
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Börsenkurs
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Frey, Bruno S.
Lien, Da-hsiang Donald
Narayan, Paresh Kumar
Phillips, Peter C. B.
Lee, Cheng F.
38
Chen, Sheng-syan
10
Jaggi, Bikki
10
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Review of quantitative finance and accounting
Econometric theory
69
Journal of econometrics
66
The journal of futures markets
54
Applied economics
44
International review of economics & finance : IREF
39
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
28
International review of financial analysis
25
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23
Pacific-Basin finance journal
23
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21
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20
Homo oeconomicus : HOE ; journal of behavioral and institutional economics
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18
Econometric reviews
17
The North American journal of economics and finance : a journal of financial economics studies
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14
Emerging markets review
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The econometrics journal
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Finance research letters
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Journal of applied econometrics
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Pacific economic review
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International economic review
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Oxford bulletin of economics and statistics
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Defence and peace economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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European economic review : EER
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International review of economics : journal of civil economy
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ECONIS (ZBW)
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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
Multiperiod strip hedging of forward commitments
Lien, Da-hsiang Donald
;
Shaffer, David R.
- In:
Review of quantitative finance and accounting
18
(
2002
)
4
,
pp. 345-358
Persistent link: https://www.econbiz.de/10001677064
Saved in:
6
Hedging multiperiod forward commitments : the case of period-by-quantity uncertainty
Lien, Da-hsiang Donald
;
Shaffer, David R.
- In:
Review of quantitative finance and accounting
16
(
2001
)
2
,
pp. 171-181
Persistent link: https://www.econbiz.de/10001748022
Saved in:
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