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~isPartOf:"Review of quantitative finance and accounting"
~person:"Batten, Jonathan A."
~person:"Lien, Da-hsiang Donald"
~person:"Stulz, René M."
~person:"Zhou, Hao"
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Batten, Jonathan A.
Lien, Da-hsiang Donald
Stulz, René M.
Zhou, Hao
Schiereck, Dirk
4
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3
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Van Ness, Robert A.
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Review of quantitative finance and accounting
The journal of futures markets
22
Fisher College of Business working paper series
18
Working paper / National Bureau of Economic Research, Inc.
15
NBER Working Paper
8
NBER working paper series
7
Finance and economics discussion series
5
Fisher College of Business Working Paper
5
International review of economics & finance : IREF
5
International review of financial analysis
5
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Contemporary studies in economic and financial analysis
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International journal of the economics of business
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Journal of international financial markets, institutions & money
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Advances in investment analysis and portfolio management : a research annual
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Asia-Pacific financial markets : integration, innovation and challenges
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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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
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:
4
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:
5
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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