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~language:"eng"
~person:"Lien, Da-hsiang Donald"
~subject:"Forecasting model"
~subject:"Stock market"
~type_genre:"Article in journal"
~type_genre:"Book section"
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Forecasting model
Stock market
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96
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96
Hedging
86
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49
Derivative
49
China
39
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32
United States
32
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25
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Lien, Da-hsiang Donald
Gupta, Rangan
257
Ma, Feng
103
Pierdzioch, Christian
98
Clements, Michael P.
77
Wohar, Mark E.
76
Zaremba, Adam
75
McMillan, David G.
71
Wang, Yudong
69
Bouri, Elie
68
Franses, Philip Hans
68
Hammoudeh, Shawkat
66
Zhang, Yaojie
65
Narayan, Paresh Kumar
63
Timmermann, Allan
61
Xuan Vinh Vo
61
Tiwari, Aviral Kumar
59
Baghestani, Hamid
58
Fildes, Robert
58
Demirer, Rıza
55
Marcellino, Massimiliano
54
Mensi, Walid
54
Salisu, Afees A.
53
Balcilar, Mehmet
50
Kang, Sang Hoon
49
Wang, Shouyang
49
Lucey, Brian M.
47
Stekler, Herman O.
47
Hendry, David F.
46
Nguyen, Duc Khuong
46
Gil-Alaña, Luis A.
44
Petropoulos, Fotios
44
Diebold, Francis X.
43
Goodwin, Paul
42
Liang, Chao
42
Moosa, Imad A.
42
Nikolopoulos, Konstantinos
42
Song, Haiyan
41
Guesmi, Khaled
40
Shahzad, Syed Jawad Hussain
40
Wong, Wing Keung
40
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Journal of forecasting
4
International review of economics & finance : IREF
3
International review of financial analysis
3
Applied economics
2
Pacific-Basin finance journal
2
Review of quantitative finance and accounting
2
Finance research letters
1
Journal of economic behavior & organization : JEBO
1
Journal of international financial markets, institutions & money
1
Review of Pacific Basin financial markets and policies
1
Review of managerial science : RMS
1
The North American journal of economics and finance : a journal of financial economics studies
1
The energy journal
1
The journal of futures markets
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
25
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1
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:
2
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:
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
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:
6
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:
7
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:
8
The cross-border impacts of China's official rate shocks on stock returns of Chinese concepts shares listed on U.S. market
Dong, Weijia
;
Lien, Da-hsiang Donald
;
Lv, Xin
;
Tan, …
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 1305-1322
Persistent link: https://www.econbiz.de/10013176937
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
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