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~language:"eng"
~person:"Lien, Da-hsiang Donald"
~subject:"Derivat"
~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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Derivat
Portfolio selection
Risiko
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Theorie
93
Theory
93
Hedging
82
Derivative
46
China
39
USA
32
United States
32
Börsenkurs
25
Volatility
24
Volatilität
24
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23
Schätzung
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91
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Lien, Da-hsiang Donald
Gupta, Rangan
191
Fabozzi, Frank J.
106
Zaremba, Adam
90
Tiwari, Aviral Kumar
89
Wong, Wing Keung
82
Narayan, Paresh Kumar
81
Faff, Robert W.
77
Hammoudeh, Shawkat
76
Wohar, Mark E.
74
McMillan, David G.
67
Ryu, Doojin
65
Bouri, Elie
64
Ma, Feng
64
Jarrow, Robert A.
63
Hassan, M. Kabir
58
Madura, Jeff
58
Xuan Vinh Vo
58
Lee, Chien-chiang
56
Demirer, Rıza
55
Xiong, Xiong
55
Brooks, Robert
54
Kang, Sang Hoon
53
McAleer, Michael
53
Nguyen, Duc Khuong
51
Satchell, Stephen
51
Zhang, Wei
51
Mensi, Walid
48
Salisu, Afees A.
48
Caporale, Guglielmo Maria
47
Gil-Alaña, Luis A.
46
Levy, Haim
46
Apergēs, Nikolaos
45
Gollier, Christian
45
Goodell, John W.
45
Pierdzioch, Christian
45
Viscusi, W. Kip
45
Balcilar, Mehmet
44
Chiang, Thomas C.
44
Shahzad, Syed Jawad Hussain
44
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The journal of futures markets
27
International review of economics & finance : IREF
9
Review of quantitative finance and accounting
6
Journal of economics and finance
4
Applied financial economics
3
Finance research letters
3
The North American journal of economics and finance : a journal of financial economics studies
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Applied economics
2
International review of financial analysis
2
Journal of empirical finance
2
Research in finance
2
Advances in investment analysis and portfolio management : a research annual
1
Advances in quantitative analysis of finance and accounting : a research annual
1
Applied mathematical finance
1
Economic modelling
1
Economics letters
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
Global finance journal
1
International journal of financial markets and derivatives
1
Journal of economic behavior & organization : JEBO
1
Journal of economic surveys
1
Journal of emerging markets
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 mathematical finance
1
Journal of psychology and financial markets : a publication of the Institute of Psychology and Markets and LEA
1
Journal of regulatory economics
1
Pacific economic review
1
Pacific-Basin finance journal
1
Quarterly journal of business and economics : QJBE
1
Review of Pacific Basin financial markets and policies
1
The financial review : the official publication of the Eastern Finance Association
1
Transportation research / E : an international journal
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ECONIS (ZBW)
91
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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
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:
4
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:
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
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:
7
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:
8
The global latent factor and international index futures returns predictability
Chang, Shu-Lien
;
Lee, Hsiu-chuan
;
Lien, Da-hsiang Donald
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 514-538
Persistent link: https://www.econbiz.de/10013166158
Saved in:
9
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:
10
Models of optimal contract in lending : evaluating the impact of diversified versus focused policies on riskiness of borrower base
Firoozi, Fathali
;
Lien, Da-hsiang Donald
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014225747
Saved in:
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