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2
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1
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1
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ECONIS (ZBW)
15
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1
Hedging with Chinese metal futures
Lien, Da-hsiang Donald
;
Li, Yang
- In:
Global finance journal
19
(
2008
)
2
,
pp. 123-138
Persistent link: https://www.econbiz.de/10003756887
Saved in:
2
Asymmetric effect of basis on dynamic futures hedging : empirical evidence from commodity markets
Lien, Da-hsiang Donald
;
Li, Yang
- In:
Journal of banking & finance
32
(
2008
)
2
,
pp. 187-198
Persistent link: https://www.econbiz.de/10003647092
Saved in:
3
Intraday return and volatility spill-over across international copper futures markets
Lien, Da-hsiang Donald
;
Li, Yang
- In:
International journal of managerial finance : IJMF
5
(
2009
)
1
,
pp. 135-149
Persistent link: https://www.econbiz.de/10003935287
Saved in:
4
Settlement specifications on commodity futures contracts
Lien, Da-hsiang Donald
;
Li, Yang
- In:
Focus on agricultural economics
,
(pp. 53-76)
.
2005
Persistent link: https://www.econbiz.de/10003583297
Saved in:
5
The effects of structural breaks and long memory on currency hedging
Lien, Da-hsiang Donald
;
Li, Yang
- In:
The journal of futures markets
30
(
2010
)
7
,
pp. 607-632
Persistent link: https://www.econbiz.de/10003985029
Saved in:
6
Dynamic dependence between liquidity and the S&P 500 index futures-cash basis
Lien, Da-hsiang Donald
;
Lim, Gerui
;
Li, Yang
;
Zhou, Chunyang
- In:
The journal of futures markets
33
(
2013
)
4
,
pp. 327-342
Persistent link: https://www.econbiz.de/10009725623
Saved in:
7
Co-movement between RMB and New Taiwan Dollars : evidences from NDF markets
Lien, Da-hsiang Donald
;
Li, Yang
;
Zhou, Chunyang
;
Lee, Geul
- In:
The North American journal of economics and finance : a …
28
(
2014
),
pp. 265-272
Persistent link: https://www.econbiz.de/10010461942
Saved in:
8
Return autocorrelations on individual stocks and corresponding futures : evidence from Australian, Hong Kong, and United Kingdom markets
Lien, Da-hsiang Donald
;
Li, Yang
- In:
Review of Pacific Basin financial markets and policies
7
(
2004
)
3
,
pp. 397-422
Persistent link: https://www.econbiz.de/10002229060
Saved in:
9
Alternative settlement methods and Australian individual share futures contracts
Lien, Da-hsiang Donald
;
Li, Yang
- In:
Journal of international financial markets, …
14
(
2004
)
5
,
pp. 473-490
Persistent link: https://www.econbiz.de/10002187102
Saved in:
10
Availability and settlement of individual stock futures and options expiration-day effects : evidence from high-frequency data
Lien, Da-hsiang Donald
;
Li, Yang
- In:
The quarterly review of economics and finance : journal …
45
(
2005
)
4/5
,
pp. 730-747
Persistent link: https://www.econbiz.de/10003099292
Saved in:
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