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~language:"eng"
~person:"Lai, Yu-Sheng"
~person:"Lien, Da-hsiang Donald"
~subject:"Börse"
~subject:"Hedging"
~type_genre:"Article in journal"
~type_genre:"Kommentar"
~type_genre:"Research Report"
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Börse
Hedging
Theorie
97
Theory
97
Derivat
48
Derivative
48
China
39
USA
34
United States
34
Volatility
32
Volatilität
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Lai, Yu-Sheng
Lien, Da-hsiang Donald
Broll, Udo
56
Kit, Pong Wong
48
Kang, Sang Hoon
24
Mensi, Walid
24
Hammoudeh, Shawkat
23
Li, Johnny Siu-Hang
17
Wahl, Jack E.
17
Bouri, Elie
16
Faff, Robert W.
15
Madan, Dilip B.
14
Carr, Peter
13
Fabozzi, Frank J.
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Melʹnikov, Aleksandr V.
13
Tiwari, Aviral Kumar
13
Xuan Vinh Vo
13
Alexander, Carol
12
Alghalith, Moawia
12
Lee, Cheng F.
12
Moosa, Imad A.
12
Yousaf, Imran
12
Lucey, Brian M.
11
Pennings, Joost M. E.
11
Roubaud, David
11
Shrestha, Keshab
11
Umar, Zaghum
11
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10
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10
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10
Dionne, Georges
10
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10
Ghorbel, Ahmed
10
Hung, Pi-Hsia
10
Lioui, Abraham
10
McInish, Thomas H.
10
Nguyen, Duc Khuong
10
Sensoy, Ahmet
10
Yamada, Yuji
10
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The journal of futures markets
42
International review of economics & finance : IREF
9
International review of financial analysis
5
Review of quantitative finance and accounting
5
Applied financial economics
3
Finance research letters
3
Journal of economics and finance
3
Research in finance
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Advances in investment analysis and portfolio management : a research annual
2
Global finance journal
2
Journal of multinational financial management
2
The empirical economics letters : a monthly international journal of economics
2
Advances in futures and options research : a research annual
1
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
Journal of banking & finance
1
Journal of economic surveys
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Journal of mathematical finance
1
Pacific economic review
1
Pacific-Basin finance journal
1
Research in international business and finance
1
Review of derivatives research
1
The European journal of finance
1
The North American journal of economics and finance : a journal of financial economics studies
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Transportation research / E : an international journal
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Zi you zhong guo zhi gong ye
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ECONIS (ZBW)
101
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101
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1
Economic evaluation of dynamic hedging strategies using high-frequency data
Lai, Yu-Sheng
- In:
Finance research letters
57
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014517872
Saved in:
2
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:
3
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:
4
Optimal futures hedging by using realized semicovariances : the information contained in signed high-frequency returns
Lai, Yu-Sheng
- In:
The journal of futures markets
43
(
2023
)
5
,
pp. 677-701
Persistent link: https://www.econbiz.de/10014293180
Saved in:
5
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:
6
Improving hedging performance by using high-low range
Lai, Yu-Sheng
- In:
Finance research letters
48
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10013463862
Saved in:
7
Order choices : an intraday analysis of the Taiwan Stock Exchange
Lien, Da-hsiang Donald
;
Hung, Pi-Hsia
;
Lo, Hsiang-Yu
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013534201
Saved in:
8
Use of high-frequency data to evaluate the performance of dynamic hedging strategies
Lai, Yu-Sheng
- In:
The journal of futures markets
42
(
2022
)
1
,
pp. 104-124
Persistent link: https://www.econbiz.de/10012796298
Saved in:
9
Optimal quantile hedging under Markov regime switching
Lien, Da-hsiang Donald
;
Wang, Ziling
;
Yu, Xiaojian
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
5
,
pp. 2177-2201
Persistent link: https://www.econbiz.de/10012585550
Saved in:
10
Who knows more and makes more? : a perspective of order submission decisions across investor types
Lien, Da-hsiang Donald
;
Hung, Pi-Hsia
;
Chen, Hung-Ju
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 381-398
Persistent link: https://www.econbiz.de/10012655075
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