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~language:"eng"
~person:"Lien, Da-hsiang Donald"
~subject:"Portfolio selection"
~subject:"Share price"
~type:"article"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
~type_genre:"Congress Report"
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Portfolio selection
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Theorie
93
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93
Hedging
82
Derivat
46
Derivative
46
China
39
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32
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32
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Lien, Da-hsiang Donald
Gupta, Rangan
121
Fabozzi, Frank J.
87
Zaremba, Adam
82
Narayan, Paresh Kumar
78
Wong, Wing Keung
72
Tiwari, Aviral Kumar
66
Hammoudeh, Shawkat
62
Faff, Robert W.
60
McMillan, David G.
60
Wohar, Mark E.
59
Madura, Jeff
53
Ma, Feng
52
Ryu, Doojin
51
Hassan, M. Kabir
46
Xuan Vinh Vo
46
Kang, Sang Hoon
45
Nguyen, Duc Khuong
45
Bouri, Elie
44
Xiong, Xiong
44
Brooks, Robert
43
Satchell, Stephen
43
Zhang, Wei
43
McAleer, Michael
42
Caporale, Guglielmo Maria
41
Levy, Haim
38
Li, Bin
38
Apergēs, Nikolaos
37
Chiang, Thomas C.
37
Gil-Alaña, Luis A.
37
Jarrow, Robert A.
37
Mensi, Walid
37
Ngo, Thanh
37
Demirer, Rıza
36
Pierdzioch, Christian
35
Yoon, Seong-min
35
Zhou, Guofu
35
Cakici, Nusret
34
Guidolin, Massimo
34
Shahzad, Syed Jawad Hussain
34
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The journal of futures markets
6
International review of economics & finance : IREF
5
Finance research letters
3
Review of quantitative finance and accounting
3
International review of financial analysis
2
Journal of empirical finance
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 quantitative analysis of finance and accounting : a research annual
1
Applied economics
1
Applied financial economics
1
Applied mathematical finance
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Journal of economic behavior & organization : JEBO
1
Journal of economics and finance
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
Pacific-Basin finance journal
1
Quarterly journal of business and economics : QJBE
1
Research in finance
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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43
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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
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:
3
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:
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
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
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:
9
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:
10
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:
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