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~language:"eng"
~person:"Lien, Da-hsiang Donald"
~person:"Schwert, George William"
~subject:"1957-1987"
~subject:"Share price"
~subject:"Volatility"
~type_genre:"Article in journal"
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1957-1987
Share price
Volatility
Theorie
96
Theory
96
Hedging
82
USA
51
United States
51
Derivat
46
Derivative
46
Börsenkurs
39
China
39
Volatilität
29
Capital income
27
Kapitaleinkommen
27
Welt
25
World
25
Estimation
23
Schätzung
23
Commodity derivative
21
Rohstoffderivat
21
Aktienmarkt
18
Portfolio selection
18
Portfolio-Management
18
Stock market
18
Anlageverhalten
13
Behavioural finance
13
Taiwan
13
Securities trading
12
Wertpapierhandel
12
Estimation theory
11
Futures
11
Schätztheorie
11
Bourse
10
Brain Drain
10
Brain drain
10
Börse
10
Risiko
10
Risk
10
Auslandsinvestition
9
Forecasting model
9
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Undetermined
28
Free
1
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Article
59
Type of publication (narrower categories)
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Article in journal
Aufsatz in Zeitschrift
59
Arbeitspapier
12
Working Paper
12
Graue Literatur
6
Non-commercial literature
6
Aufsatz im Buch
3
Book section
3
Collection of articles of several authors
2
Sammelwerk
2
Aufsatzsammlung
1
Case study
1
Conference proceedings
1
Fallstudie
1
Konferenzschrift
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Language
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English
Author
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Lien, Da-hsiang Donald
Schwert, George William
Gupta, Rangan
208
Ma, Feng
101
Bouri, Elie
99
McMillan, David G.
94
Tiwari, Aviral Kumar
94
Hammoudeh, Shawkat
87
Narayan, Paresh Kumar
84
Wohar, Mark E.
82
Bahmani-Oskooee, Mohsen
78
McAleer, Michael
77
Caporale, Guglielmo Maria
69
Zaremba, Adam
69
Xuan Vinh Vo
64
Ryu, Doojin
63
Pierdzioch, Christian
62
Kang, Sang Hoon
60
Mensi, Walid
60
Gil-Alaña, Luis A.
56
Lucey, Brian M.
55
Bollerslev, Tim
54
Corbet, Shaen
54
Wang, Yudong
54
Zhang, Wei
53
Apergēs, Nikolaos
52
Faff, Robert W.
52
Madura, Jeff
52
Salisu, Afees A.
52
Xiong, Xiong
52
Zhang, Yaojie
52
Brooks, Robert
50
Hassan, M. Kabir
50
Balcilar, Mehmet
47
Demirer, Rıza
47
Kumar, Dilip
47
Nguyen, Duc Khuong
47
Hamori, Shigeyuki
46
Yoon, Seong-min
44
Chiang, Thomas C.
43
Liang, Chao
43
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Published in...
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International review of economics & finance : IREF
4
International review of financial analysis
4
Journal of financial economics
4
Review of quantitative finance and accounting
4
The North American journal of economics and finance : a journal of financial economics studies
4
The journal of futures markets
4
Finance research letters
2
Journal of international financial markets, institutions & money
2
Journal of monetary economics
2
Pacific-Basin finance journal
2
The journal of finance : the journal of the American Finance Association
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Advances in futures and options research : a research annual
1
Advances in quantitative analysis of finance and accounting : a research annual
1
Applied economics
1
Applied financial economics
1
Brookings-Wharton papers on financial services
1
Econometric methods and financial time series
1
Economic modelling
1
Economics letters
1
European financial management : the journal of the European Financial Management Association
1
Financial analysts' journal : FAJ
1
International journal of managerial finance : IJMF
1
Journal of econometrics
1
Journal of economic behavior & organization : JEBO
1
Journal of emerging markets
1
Journal of empirical finance
1
Journal of entrepreneurial finance : JEF ; official publication of The Academy of Entrepreneurial Finance
1
Journal of financial services research : JFSR
1
Journal of forecasting
1
National Bureau of Economic Research Conference: Stock Market Volatility and the Crash : Dorado Beach, March 16 - 18, 1989
1
Quarterly journal of business and economics : QJBE
1
Review of Pacific Basin financial markets and policies
1
The energy journal
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
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ECONIS (ZBW)
59
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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
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
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:
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
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:
7
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
Saved in:
8
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:
9
Forecasting volatilities of oil and gas assets : a comparison of GAS, GARCH, and EGARCH models
Xu, Yingying
;
Lien, Da-hsiang Donald
- In:
Journal of forecasting
41
(
2022
)
2
,
pp. 259-278
Persistent link: https://www.econbiz.de/10012817733
Saved in:
10
Is maximum daily return a lottery? : evidence from monthly revenue announcements
Wang, Zi-Mei
;
Lien, Da-hsiang Donald
- In:
Review of quantitative finance and accounting
59
(
2022
)
2
,
pp. 545-600
Persistent link: https://www.econbiz.de/10013459298
Saved in:
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