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Convergence to efficiency in FTSE-100 futures market
Lien, Da-hsiang Donald; Xiang, Ju - In: International journal of financial markets and derivatives 1 (2010) 3, pp. 243-257
Persistent link: https://www.econbiz.de/10008665689
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Cash settlement provisions on futures contracts
Lien, Da-hsiang Donald - In: The journal of futures markets 9 (1989) 3, pp. 263-270
Persistent link: https://www.econbiz.de/10001156260
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A note on estimating the benefit of a composite hedge
Lien, Da-hsiang Donald - In: The journal of futures markets 28 (2008) 7, pp. 711-716
Persistent link: https://www.econbiz.de/10003715126
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Estimation bias of futures hedging performance : a note
Lien, Da-hsiang Donald - In: The journal of futures markets 26 (2006) 8, pp. 835-841
Persistent link: https://www.econbiz.de/10003353666
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Provisional liquidation of futures hedge programs
Lien, Da-hsiang Donald; Kwak, Soojong - In: Energy economics 28 (2006) 2, pp. 266-273
Persistent link: https://www.econbiz.de/10003307643
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The dynamic of volatility spillovers in Chinese futures markets
Chan, Leo H.; Lien, Da-hsiang Donald; Leung, Wai Kin - In: Journal of emerging markets 12 (2007) 1, pp. 34-43
Persistent link: https://www.econbiz.de/10003455731
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A note on the relationship between the variability of the hedge ratio and hedging performance
Lien, Da-hsiang Donald - In: The journal of futures markets 30 (2010) 11, pp. 1100-1104
Persistent link: https://www.econbiz.de/10008900937
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Hedging mismatched currencies with options and futures
Lien, Da-hsiang Donald; Tse, Maurice Kwok-Sang; Kit, … - In: Risk management, (pp. 345-357). 2010
Persistent link: https://www.econbiz.de/10003988281
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Simultaneous versus separate hedging strategies
Lien, Da-hsiang Donald; Zhang, Mei - In: Financial hedging, (pp. 255-262). 2009
Persistent link: https://www.econbiz.de/10008799124
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A survey of emerging derivatives markets
Lien, Da-hsiang Donald; Zhang, Mei - In: Emerging markets finance & trade : a journal of the … 44 (2008) 2, pp. 39-69
Persistent link: https://www.econbiz.de/10003703839