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~language:"eng"
~person:"Lien, Da-hsiang Donald"
~subject:"Derivat"
~subject:"Share price"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
~type_genre:"Congress Report"
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Derivat
Share price
Theorie
93
Theory
93
Hedging
82
Derivative
46
China
39
USA
32
United States
32
Börsenkurs
25
Volatility
24
Volatilität
24
Estimation
23
Schätzung
23
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22
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22
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21
Rohstoffderivat
21
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18
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Aufsatz in Zeitschrift
69
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3
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Lien, Da-hsiang Donald
Gupta, Rangan
116
Narayan, Paresh Kumar
73
Zaremba, Adam
61
McMillan, David G.
58
Ryu, Doojin
56
Wohar, Mark E.
56
Madura, Jeff
50
Tiwari, Aviral Kumar
50
Faff, Robert W.
48
Ma, Feng
48
Caporale, Guglielmo Maria
43
Hammoudeh, Shawkat
43
Brooks, Robert
42
Jarrow, Robert A.
40
Gil-Alaña, Luis A.
39
Frino, Alex
38
Hassan, M. Kabir
38
Xiong, Xiong
38
Zhang, Wei
38
Chiang, Thomas C.
36
Blau, Benjamin
34
Chan, Kam C.
34
Pierdzioch, Christian
34
Bouri, Elie
33
Corbet, Shaen
33
Fabozzi, Frank J.
32
Kim, Jeong-bon
32
Salisu, Afees A.
32
Apergēs, Nikolaos
31
Subrahmanyam, Avanidhar
31
Demirer, Rıza
30
Ngo, Thanh
30
Stulz, René M.
30
Tse, Yiuman
30
Xuan Vinh Vo
30
Cakici, Nusret
29
Frijns, Bart
29
Irwin, Scott H.
29
Lucey, Brian M.
29
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The journal of futures markets
23
International review of economics & finance : IREF
7
Review of quantitative finance and accounting
6
Journal of economics and finance
3
Applied financial economics
2
Finance research letters
2
International review of financial analysis
2
The North American journal of economics and finance : a journal of financial economics studies
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Advances in investment analysis and portfolio management : a research annual
1
Applied economics
1
Economics letters
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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 empirical finance
1
Journal of entrepreneurial finance : JEF ; official publication of The Academy of Entrepreneurial Finance
1
Journal of international financial markets, institutions & money
1
Journal of regulatory economics
1
Pacific economic review
1
Pacific-Basin finance journal
1
Quarterly journal of business and economics : QJBE
1
Research in finance
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Review of Pacific Basin financial markets and policies
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The financial review : the official publication of the Eastern Finance Association
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ECONIS (ZBW)
69
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69
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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
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
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:
6
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:
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
The winner's curse in high-tech enterprise certification : evidence from stock price crash risk
Bai, Min
;
Li, Shihe
;
Lien, Da-hsiang Donald
;
Yu, Chia-Feng
- In:
International review of financial analysis
82
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013426230
Saved in:
9
Sentiment : the bridge between financial markets and macroeconomy
Chen, Zhenxi
;
Lien, Da-hsiang Donald
;
Lin, Yaheng
- In:
Journal of economic behavior & organization : JEBO
188
(
2021
),
pp. 1177-1190
Persistent link: https://www.econbiz.de/10012658950
Saved in:
10
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:
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