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~isPartOf:"Review of quantitative finance and accounting"
~subject:"CAPM"
~subject:"Derivat"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Konferenzbeitrag"
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Lien, Da-hsiang Donald
3
Chang, Jow-ran
2
Hung, Mao-Wei
2
Shaffer, David R.
2
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1
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Review of quantitative finance and accounting
The journal of futures markets
109
Energy economics
86
Journal of banking & finance
44
International journal of theoretical and applied finance
42
International review of financial analysis
35
International review of economics & finance : IREF
26
Finance research letters
24
Applied mathematical finance
21
Journal of financial economics
21
Quantitative finance
21
The European journal of finance
20
Applied economics
18
Economic modelling
17
Journal of commodity markets
16
Journal of economic dynamics & control
16
Journal of empirical finance
15
Journal of multinational financial management
14
Journal of risk and financial management : JRFM
14
The journal of finance : the journal of the American Finance Association
14
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
14
European journal of operational research : EJOR
13
Finance and stochastics
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
13
Review of derivatives research
13
American journal of agricultural economics
12
Applied financial economics
12
Management science : journal of the Institute for Operations Research and the Management Sciences
12
Risks : open access journal
12
The North American journal of economics and finance : a journal of financial economics studies
12
The energy journal
12
Applied economics letters
11
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
11
Journal of financial and quantitative analysis : JFQA
11
Research in international business and finance
11
Annals of finance
10
Asia-Pacific financial markets
9
Cogent economics & finance
9
Computational economics
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European financial management : the journal of the European Financial Management Association
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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
Spot asset carry cost rates and futures hedge ratios
Leistikow, Dean
;
Chen, Ren-Raw
;
Xu, Yuewu
- In:
Review of quantitative finance and accounting
58
(
2022
)
4
,
pp. 1741-1779
Persistent link: https://www.econbiz.de/10013191996
Saved in:
3
On the market timing of hedging : evidence from U.S. oil and gas producers
Hong, Liu
;
Li, Yongjia
;
Xie, Kangzhen
;
Yan, Claire J.
- In:
Review of quantitative finance and accounting
54
(
2020
)
1
,
pp. 297-334
Persistent link: https://www.econbiz.de/10012232842
Saved in:
4
Trading activities and price discovery in foreign currency futures markets
Chen, Yu-Lun
;
Gau, Yin-feng
;
Liao, Wen-Ju
- In:
Review of quantitative finance and accounting
46
(
2016
)
4
,
pp. 792-818
Persistent link: https://www.econbiz.de/10011595489
Saved in:
5
Volatility forecasting in the Chinese commodity futures market with intraday data
Jiang, Ying
;
Ahmed, Shamim
;
Liu, Xiaoquan
- In:
Review of quantitative finance and accounting
48
(
2017
)
4
,
pp. 1123-1173
Persistent link: https://www.econbiz.de/10011797006
Saved in:
6
Corporate derivatives use policy and information environment
Lin, J. Barry
;
Pantzalis, Christos
;
Park, Jung Chul
- In:
Review of quantitative finance and accounting
49
(
2017
)
1
,
pp. 159-194
Persistent link: https://www.econbiz.de/10011797033
Saved in:
7
Explaining co-movements between equity and CDS bid-ask spreads
Marra, Miriam
- In:
Review of quantitative finance and accounting
49
(
2017
)
3
,
pp. 811-853
Persistent link: https://www.econbiz.de/10011797542
Saved in:
8
Volatilities implied by price changes in the S&P 500 options and futures contracts
Hilliard, Jitka
;
Li, Wei
- In:
Review of quantitative finance and accounting
42
(
2014
)
4
,
pp. 599-626
Persistent link: https://www.econbiz.de/10010431376
Saved in:
9
An intertemporal CAPM approach to evaluate mutual fund performance
Chang, Jow-ran
;
Hung, Mao-Wei
;
Lee, Cheng F.
- In:
Review of quantitative finance and accounting
20
(
2003
)
4
,
pp. 415-433
Persistent link: https://www.econbiz.de/10001773915
Saved in:
10
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
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