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~language:"eng"
~language:"nld"
~language:"pol"
~language:"zho"
~person:"Bollerslev, Tim"
~person:"Lien, Da-hsiang Donald"
~subject:"Aktienmarkt"
~subject:"Developing countries"
~subject:"Foreign investment"
~subject:"United States"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Government document"
~type_genre:"Systematic review"
~type_genre:"Textbook"
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Aktienmarkt
Developing countries
Foreign investment
United States
Volatility
Theorie
135
Theory
135
Hedging
82
Volatilität
76
USA
58
Estimation
52
Schätzung
52
Capital income
46
Derivat
46
Derivative
46
Kapitaleinkommen
46
Börsenkurs
43
Share price
43
China
39
Forecasting model
30
Prognoseverfahren
30
Welt
29
World
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Estimation theory
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23
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ARCH-Modell
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Risk premium
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13
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7
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7
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Bollerslev, Tim
Lien, Da-hsiang Donald
Gupta, Rangan
282
Bahmani-Oskooee, Mohsen
202
Cebula, Richard J.
179
Gil-Alaña, Luis A.
131
Wohar, Mark E.
128
Tiwari, Aviral Kumar
126
Hammoudeh, Shawkat
123
Bouri, Elie
122
Neumark, David
111
Nunnenkamp, Peter
109
Apergēs, Nikolaos
106
Viscusi, W. Kip
102
Gnangnon, Sèna Kimm
100
Caporale, Guglielmo Maria
98
Uri, Noel Dean
98
Ma, Feng
97
Xuan Vinh Vo
96
Hassan, M. Kabir
95
Madura, Jeff
95
Gruber, Jonathan
93
Poterba, James M.
93
McAleer, Michael
90
Serletis, Apostolos
89
Fabozzi, Frank J.
87
Glaeser, Edward L.
86
McMillan, David G.
84
Partridge, Mark D.
82
Buckley, Peter J.
81
Payne, James E.
80
Krueger, Alan B.
78
Narayan, Paresh Kumar
78
Auerbach, Alan J.
75
Heckman, James J.
75
Lucey, Brian M.
75
Brooks, Robert
74
Burkhauser, Richard V.
74
Mensi, Walid
74
Kang, Sang Hoon
73
Mishra, Ashok K.
73
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Journal of econometrics
19
The journal of futures markets
11
International review of economics & finance : IREF
9
The North American journal of economics and finance : a journal of financial economics studies
6
International review of financial analysis
5
Journal of financial economics
5
The journal of finance : the journal of the American Finance Association
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Applied economics
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of economics and finance
3
Pacific-Basin finance journal
3
Review of quantitative finance and accounting
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
The review of economics and statistics
3
Advances in quantitative analysis of finance and accounting : a research annual
2
Economic modelling
2
International economic review
2
Journal of applied econometrics
2
Journal of empirical finance
2
Journal of financial and quantitative analysis : JFQA
2
Journal of forecasting
2
Journal of international economics
2
Journal of regulatory economics
2
The review of financial studies
2
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
2
Advances in futures and options research : a research annual
1
American economic review
1
Applied financial economics
1
China economic review : an international journal
1
Contemporary economic policy : a journal of Western Economic Association International
1
Economics letters
1
Education economics
1
European financial management : the journal of the European Financial Management Association
1
Finance research letters
1
Frontiers of economics in China : selected publications from Chinese universities
1
Handbook of economic forecasting ; Vol. 1
1
International journal of managerial finance : IJMF
1
Journal of development economics
1
Journal of economic behavior & organization : JEBO
1
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ECONIS (ZBW)
142
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142
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1
Can mutual fund investors benefit from volatility managing? : evidence from China
Zhang, Xili
;
Zheng, Yiran
;
Lien, Da-hsiang Donald
;
Yu, …
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491107
Saved in:
2
Optimal inference for spot regressions
Bollerslev, Tim
;
Li, Jia
;
Ren, Yuexuan
- In:
American economic review
114
(
2024
)
3
,
pp. 678-708
Persistent link: https://www.econbiz.de/10014484107
Saved in:
3
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:
4
An intraday analysis of block orders on the Taiwan Stock Exchange
Lien, Da-hsiang Donald
;
Hung, Pi-Hsia
;
Wu, Yi-Hsien
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 133-147
Persistent link: https://www.econbiz.de/10014427948
Saved in:
5
Intraday return predictability in the crude oil market : the role of EIA inventory announcements
Wen, Zhuzhu
;
Indriawan, Ivan
;
Lien, Da-hsiang Donald
; …
- In:
The energy journal
44
(
2023
)
5
,
pp. 149-171
Persistent link: https://www.econbiz.de/10014380659
Saved in:
6
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
7
Limited attention, salient anchor, and the modified MAX effect : evidence from Taiwan's stock market
Wang, Zi-Mei
;
Lien, Da-hsiang Donald
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014483992
Saved in:
8
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:
9
Effects of economic policy uncertainty : a regime switching connectedness approach
Lien, Da-hsiang Donald
;
Zhang, Jiewen
;
Yu, Xiaojian
- In:
Economic modelling
113
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013349173
Saved in:
10
Equity clusters through the lens of realized semicorrelations
Bollerslev, Tim
;
Patton, Andrew J.
;
Zhang, Haozhe
- In:
Economics letters
211
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013172536
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