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Hedging multiperiod forward commitments : the case of period-by-quantity uncertainty
Lien, Da-hsiang Donald; Shaffer, David R. - In: Review of quantitative finance and accounting 16 (2001) 2, pp. 171-181
Persistent link: https://www.econbiz.de/10001748022
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Multiperiod strip hedging of forward commitments
Lien, Da-hsiang Donald; Shaffer, David R. - In: Review of quantitative finance and accounting 18 (2002) 4, pp. 345-358
Persistent link: https://www.econbiz.de/10001677064
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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
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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
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Price limit changes, order decisions, and stock price movements : an empirical analysis of the Taiwan Stock Exchange
Lien, Da-hsiang Donald; Hung, Pi-Hsia; Pan, Chiu-Ting - In: Review of quantitative finance and accounting 55 (2020) 1, pp. 239-268
Persistent link: https://www.econbiz.de/10012233225
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Multiperiod Strip Hedging of Forward Commitments
Lien, Donald; Shaffer, David R. - In: Review of quantitative finance and accounting 18 (2002) 4, pp. 345-358
Persistent link: https://www.econbiz.de/10007167176
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Hedging Multiperiod Forward Commitments: The Case of Period-by-Period Quantity Uncertainty
Lien, Donald; Shaffer, David R. - In: Review of quantitative finance and accounting 16 (2001) 2, pp. 171
Persistent link: https://www.econbiz.de/10007174470
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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