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~language:"eng"
~language:"slk"
~person:"Hasan, Iftekhar"
~person:"Lien, Da-hsiang Donald"
~subject:"Derivative"
~type_genre:"Article in journal"
~type_genre:"Multi-volume publication"
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Derivative
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117
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85
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82
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70
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63
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57
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Hasan, Iftekhar
Lien, Da-hsiang Donald
Benth, Fred Espen
27
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23
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20
Kit, Pong Wong
20
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18
Irwin, Scott H.
18
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16
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Wang, Xingchun
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14
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11
Faff, Robert W.
11
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10
Boyle, Phelim P.
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9
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9
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9
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9
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The journal of futures markets
21
International review of economics & finance : IREF
4
Journal of economics and finance
3
Review of quantitative finance and accounting
3
Applied financial economics
2
Review of Pacific Basin financial markets and policies
2
Advances in investment analysis and portfolio management : a research annual
1
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
47
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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
Price discovery in the S&P 500 index derivatives markets
Chen, Wei Peng
;
Chung, Huimin
;
Lien, Da-hsiang Donald
- In:
International review of economics & finance : IREF
45
(
2016
),
pp. 438-452
Persistent link: https://www.econbiz.de/10011626500
Saved in:
3
Commercial banks and value relevance of derivative disclosures after SFAS 133 : evidence from the USA
Siregar, Dona
;
Anandarajan, Asokan
;
Hasan, Iftekhar
- In:
Review of Pacific Basin financial markets and policies
16
(
2013
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10010233375
Saved in:
4
A note on utility-based futures hedging performance measure
Lien, Da-hsiang Donald
- In:
The journal of futures markets
32
(
2012
)
1
,
pp. 92-98
Persistent link: https://www.econbiz.de/10010218063
Saved in:
5
Convergence to efficiency in FTSE-100 futures market
Lien, Da-hsiang Donald
;
Xiang, Ju
- In:
International journal of financial markets and derivatives
1
(
2010
)
3
,
pp. 243-257
Persistent link: https://www.econbiz.de/10008665689
Saved in:
6
Estimating optimal hedge ratio : a multivariate skew-normal distribution approach
Lien, Da-hsiang Donald
;
Shrestha, Keshab
- In:
Applied financial economics
20
(
2010
)
7/9
,
pp. 627-636
Persistent link: https://www.econbiz.de/10009009324
Saved in:
7
A note on the relationship between the variability of the hedge ratio and hedging performance
Lien, Da-hsiang Donald
- In:
The journal of futures markets
30
(
2010
)
11
,
pp. 1100-1104
Persistent link: https://www.econbiz.de/10008900937
Saved in:
8
Hedging pressure and delivery risk explanations of futures risk premia
Roongsangmanoon, Charnwut
;
Chen, Andrew H.
;
Kang, Joseph C.
- In:
Research in finance
25
(
2009
),
pp. 303-331
Persistent link: https://www.econbiz.de/10009306651
Saved in:
9
A note on estimating the benefit of a composite hedge
Lien, Da-hsiang Donald
- In:
The journal of futures markets
28
(
2008
)
7
,
pp. 711-716
Persistent link: https://www.econbiz.de/10003715126
Saved in:
10
A survey of emerging derivatives markets
Lien, Da-hsiang Donald
;
Zhang, Mei
- In:
Emerging markets finance & trade : a journal of the …
44
(
2008
)
2
,
pp. 39-69
Persistent link: https://www.econbiz.de/10003703839
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