//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"eng"
~person:"Brooks, Robert"
~person:"Lien, Da-hsiang Donald"
~person:"Wright, Jonathan H."
~subject:"Effizienzmarkthypothese"
~subject:"Schätzung"
~subject:"Share price"
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Derivat <Wertpapier>"
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Effizienzmarkthypothese
Schätzung
Share price
Derivat
61
Derivative
61
Hedging
37
Theorie
32
Theory
32
USA
12
United States
12
Estimation
7
Australia
6
Australien
6
Commodity derivative
6
Rohstoffderivat
6
Index futures
5
Index-Futures
5
Portfolio selection
5
Portfolio-Management
5
Volatility
5
Volatilität
5
Börsenkurs
3
China
3
Cointegration
3
Efficient market hypothesis
3
Kointegration
3
Risiko
3
Risk
3
Securities trading
3
Wertpapierhandel
3
1990-1998
2
Aktienindex
2
Aktienmarkt
2
Arbitrage
2
CAPM
2
Commodity exchange
2
Currency derivative
2
Derivatives
2
Futures contracts
2
Getreide
2
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
11
Arbeitspapier
4
Working Paper
4
Graue Literatur
2
Non-commercial literature
2
Language
All
English
Author
All
Brooks, Robert
Lien, Da-hsiang Donald
Wright, Jonathan H.
Ryu, Doojin
9
Miffre, Joëlle
6
Subrahmanyam, Marti G.
5
Tse, Yiu Kuen
5
Tse, Yiuman
5
Brenner, Menachem
4
Chatrath, Arjun
4
Christie-David, Rohan
4
Faff, Robert W.
4
Irwin, Scott H.
4
Procasky, William J.
4
Richardson, Matthew
4
Shastri, Kuldeep
4
Whaley, Robert E.
4
Ap Gwilym, Owain
3
Boudoukh, Jacob
3
Chen, Ren-Raw
3
Debasish, Sathya Swaroop
3
Floros, Christos
3
France, Virginia G.
3
Frino, Alex
3
García, Philip
3
Hardouvelis, Gikas A.
3
Kang, Jangkoo
3
Lee, Chien-chiang
3
López Herrera, Francisco
3
Ma, Christopher K.
3
Nguyen, Hoa
3
Puttonen, Vesa
3
Santillán Salgado, Roberto Joaquín
3
Stoll, Hans R.
3
Wang, George H. K.
3
Wang, Xingchun
3
Wang, Yudong
3
Whitelaw, Robert F.
3
Aggarwal, Raj
2
Akamatsu, Takashi
2
Anwar, Yuli
2
more ...
less ...
Published in...
All
Applied financial economics
2
Australian economic papers
2
International review of economics & finance : IREF
2
Advances in investment analysis and portfolio management : a research annual
1
International journal of financial markets and derivatives
1
Journal of empirical finance
1
Review of Pacific Basin financial markets and policies
1
The journal of futures markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Smooth volatility shifts and spillovers in U.S. crude oil and corn futures markets
Teterin, Pavel
;
Brooks, Robert
;
Enders, Walter
- In:
Journal of empirical finance
38
(
2016
),
pp. 22-36
Persistent link: https://www.econbiz.de/10011663220
Saved in:
3
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:
4
Return autocorrelations on individual stocks and corresponding futures : evidence from Australian, Hong Kong, and United Kingdom markets
Lien, Da-hsiang Donald
;
Li, Yang
- In:
Review of Pacific Basin financial markets and policies
7
(
2004
)
3
,
pp. 397-422
Persistent link: https://www.econbiz.de/10002229060
Saved in:
5
Contract settlement specification and price discovery : empirical evidence in Australia individual share futures market
Lien, Da-hsiang Donald
;
Li, Yang
- In:
International review of economics & finance : IREF
12
(
2003
)
4
,
pp. 495-512
Persistent link: https://www.econbiz.de/10001891955
Saved in:
6
The role of information in Hong Kong individual stock futures trading
McKenzie, Michael D.
;
Brooks, Robert
- In:
Applied financial economics
13
(
2003
)
2
,
pp. 123-131
Persistent link: https://www.econbiz.de/10001725734
Saved in:
7
A note on the length effect of futures hedging
Lien, Da-hsiang Donald
;
Tse, Yiu Kuen
- In:
Advances in investment analysis and portfolio …
7
(
2000
),
pp. 131-143
Persistent link: https://www.econbiz.de/10001542589
Saved in:
8
Hedging downside risk with futures contracts
Lien, Da-hsiang Donald
;
Tse, Yiu Kuen
- In:
Applied financial economics
10
(
2000
)
2
,
pp. 163-170
Persistent link: https://www.econbiz.de/10001526213
Saved in:
9
Hedging time-varying downside risk
Lien, Da-hsiang Donald
- In:
The journal of futures markets
18
(
1998
)
6
,
pp. 705-722
Persistent link: https://www.econbiz.de/10001249191
Saved in:
10
Forecast error and social loss approaches to testing the efficiency of Australian financial futures
Brooks, Robert
- In:
Australian economic papers
35
(
1996
)
66
,
pp. 132-140
Persistent link: https://www.econbiz.de/10001210680
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->