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~language:"eng"
~person:"Lien, Da-hsiang Donald"
~subject:"Börse"
~subject:"Commodity derivative"
~subject:"Hedging"
~type_genre:"Article in journal"
~type_genre:"Kommentar"
~type_genre:"Research Report"
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Börse
Commodity derivative
Hedging
Theorie
93
Theory
93
Derivat
46
Derivative
46
China
39
USA
32
United States
32
Börsenkurs
25
Share price
25
Volatility
24
Volatilität
24
Estimation
23
Schätzung
23
Welt
22
World
22
Rohstoffderivat
21
Capital income
20
Kapitaleinkommen
20
Portfolio selection
18
Portfolio-Management
18
Aktienmarkt
17
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17
Taiwan
13
Anlageverhalten
12
Behavioural finance
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Futures
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Brain Drain
10
Brain drain
10
Estimation theory
10
Risiko
10
Risk
10
Schätztheorie
10
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9
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9
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Article
101
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Research Report
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101
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5
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5
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2
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English
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Lien, Da-hsiang Donald
Broll, Udo
57
Kit, Pong Wong
49
Irwin, Scott H.
42
García, Philip
35
Hammoudeh, Shawkat
35
Kang, Sang Hoon
32
Ma, Feng
30
Bouri, Elie
27
Mensi, Walid
27
Tiwari, Aviral Kumar
24
Sanders, Dwight R.
22
Nguyen, Duc Khuong
20
Prokopczuk, Marcel
20
Benth, Fred Espen
19
Chevallier, Julien
19
McAleer, Michael
19
Miffre, Joëlle
19
Moosa, Imad A.
19
Tse, Yiuman
19
Faff, Robert W.
18
Pennings, Joost M. E.
18
Li, Johnny Siu-Hang
17
Wahl, Jack E.
17
Uddin, Mohammed Gazi Salah
16
Wang, Yudong
16
Wei, Yu
16
Zaremba, Adam
16
Brorsen, B. Wade
15
Lucey, Brian M.
15
Roubaud, David
15
Xuan Vinh Vo
15
Yoon, Seong-min
15
Fabozzi, Frank J.
14
Gupta, Rangan
14
Ji, Qiang
14
Madan, Dilip B.
14
Todorova, Neda
14
Umar, Zaghum
14
Alexander, Carol
13
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The journal of futures markets
38
International review of economics & finance : IREF
9
International review of financial analysis
7
Review of quantitative finance and accounting
5
Applied financial economics
4
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
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
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
Finance research letters
1
International journal of financial markets and derivatives
1
International journal of managerial finance : IJMF
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
Quarterly journal of business and economics : QJBE
1
Research in international business and finance
1
The European journal of finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
The energy journal
1
Transportation research / E : an international journal
1
Zi you zhong guo zhi gong ye
1
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ECONIS (ZBW)
101
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101
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
Bad volatility is not always bad : evidence from the commodity markets
Indriawan, Ivan
;
Lien, Da-hsiang Donald
;
Roh, Tai-Yong
; …
- In:
Applied economics
52
(
2020
)
40
,
pp. 4384-4402
Persistent link: https://www.econbiz.de/10012259062
Saved in:
9
Price limit changes, order decisions, and stock price movements : an empirical analysis of the Taiwan Stock Exchange
Lien, Da-hsiang Donald
;
Hung, Pi-Hsia
;
Pan, Chiu-Ting
- In:
Review of quantitative finance and accounting
55
(
2020
)
1
,
pp. 239-268
Persistent link: https://www.econbiz.de/10012233225
Saved in:
10
Quantile hedge ratio for forward freight market
Gu, Yimiao
;
Chen, Zhenxi
;
Lien, Da-hsiang Donald
;
Luo, …
- In:
Transportation research / E : an international journal
138
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012294938
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