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~language:"eng"
~person:"Gil-Alaña, Luis A."
~person:"Lien, Da-hsiang Donald"
~subject:"Portfolio selection"
~subject:"Risiko"
~subject:"Share price"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
~type_genre:"Congress Report"
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Portfolio selection
Risiko
Share price
Time series analysis
176
Zeitreihenanalyse
176
Theorie
154
Theory
154
Estimation
150
Schätzung
150
USA
108
United States
108
Hedging
82
Cointegration
71
Kointegration
71
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63
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56
Aktienmarkt
54
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54
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54
China
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48
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48
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47
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fractional integration
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34
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28
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26
persistence
25
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24
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24
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Congress Report
Aufsatz in Zeitschrift
93
Aufsatz im Buch
1
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English
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Gil-Alaña, Luis A.
Lien, Da-hsiang Donald
Gupta, Rangan
188
Fabozzi, Frank J.
90
Zaremba, Adam
89
Tiwari, Aviral Kumar
82
Wong, Wing Keung
82
Narayan, Paresh Kumar
79
Hammoudeh, Shawkat
74
Wohar, Mark E.
73
Faff, Robert W.
70
Ma, Feng
63
McMillan, David G.
62
Bouri, Elie
59
Madura, Jeff
58
Xuan Vinh Vo
56
Ryu, Doojin
55
Hassan, M. Kabir
54
Lee, Chien-chiang
54
Demirer, Rıza
53
Kang, Sang Hoon
52
Xiong, Xiong
52
McAleer, Michael
51
Zhang, Wei
51
Nguyen, Duc Khuong
50
Satchell, Stephen
48
Caporale, Guglielmo Maria
47
Salisu, Afees A.
47
Brooks, Robert
46
Mensi, Walid
46
Apergēs, Nikolaos
45
Viscusi, W. Kip
45
Balcilar, Mehmet
44
Gollier, Christian
44
Jarrow, Robert A.
44
Pierdzioch, Christian
44
Chiang, Thomas C.
43
Levy, Haim
43
Shahzad, Syed Jawad Hussain
43
Goodell, John W.
42
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The journal of futures markets
9
International review of economics & finance : IREF
8
Finance research letters
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Research in international business and finance
4
Review of quantitative finance and accounting
4
Applied economics
3
Applied economics letters
3
Applied financial economics
3
International journal of finance & economics : IJFE
3
International review of financial analysis
3
The North American journal of economics and finance : a journal of financial economics studies
3
Computational economics
2
Economic modelling
2
Journal of economic studies
2
Journal of economics and finance
2
Journal of empirical finance
2
Review of development finance
2
Advances in quantitative analysis of finance and accounting : a research annual
1
African journal of economic and sustainable development
1
Applied financial economics letters
1
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1
Defence and peace economics
1
Emerging markets, finance and trade : EMFT
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
International Journal of Financial Studies : open access journal
1
International journal of bonds and derivatives
1
International journal of theoretical and applied finance
1
Journal of economic behavior & organization : JEBO
1
Journal of economics and finance : JEF
1
Journal of entrepreneurial finance : JEF ; official publication of The Academy of Entrepreneurial Finance
1
Journal of forecasting
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Journal of mathematical finance
1
Journal of psychology and financial markets : a publication of the Institute of Psychology and Markets and LEA
1
Journal of quantitative economics
1
Journal of quantitative economics : official journal of the Indian Econometric Society
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Pacific-Basin finance journal
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ECONIS (ZBW)
93
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1
Stock market prices and dividends in the US : bubbles or long-run equilibria relationships?
Dettoni, Robinson
;
Gil-Alaña, Luis A.
;
Yaya, OlaOluwa S.
- In:
International review of financial analysis
94
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014544069
Saved in:
2
Factors behind the performance of green bond markets
Adekoya, Oluwasegun B.
;
Abakah, Emmanuel Joel Aikins
; …
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 92-106
Persistent link: https://www.econbiz.de/10014474235
Saved in:
3
The influence of economic policy uncertainty shocks on art market
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Applied economics
55
(
2023
)
29
,
pp. 3404-3421
Persistent link: https://www.econbiz.de/10014299160
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
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:
6
Persistence and dependence in geopolitical risks in various developed and developing countries
Solarin Sakiru Adebola
;
Gil-Alaña, Luis A.
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 1488-1496
Persistent link: https://www.econbiz.de/10014253418
Saved in:
7
Persistence and long run co-movements across stock market prices
Gil-Alaña, Luis A.
;
Infante, Juan
;
Martín-Valmayor, …
- In:
The quarterly review of economics and finance : journal …
89
(
2023
),
pp. 347-357
Persistent link: https://www.econbiz.de/10014429885
Saved in:
8
Portfolio homogeneity and systemic risk of financial networks
Huang, Yajing
;
Liu, Taoxiong
;
Lien, Da-hsiang Donald
- In:
Journal of empirical finance
70
(
2023
),
pp. 248-275
Persistent link: https://www.econbiz.de/10014423701
Saved in:
9
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:
10
Analytical properties of Hasbrouck and generalized information shares
Lien, Da-hsiang Donald
;
Shrestha, Keshab
;
Lee, Lianne …
- In:
Finance research letters
49
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013479622
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