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Order price clustering, size clustering, and stock price movements: evidence from the Taiwan Stock Exchange
Lien, Da-hsiang Donald; Hung, Pi-Hsia; Hung, I-Chung - In: Journal of empirical finance 52 (2019), pp. 149-177
Persistent link: https://www.econbiz.de/10012170684
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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
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Physical delivery versus cash settlement: an empirical study on the feeder cattle contract
Lien, Donald; Tse, Yiu Kuen - In: Journal of empirical finance 9 (2002) 4, pp. 361-372
Persistent link: https://www.econbiz.de/10007234582