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Lien, Da-hsiang Donald
Caporale, Guglielmo Maria
227
Gupta, Rangan
188
McAleer, Michael
169
Stulz, René M.
137
Acharya, Viral V.
129
Fabozzi, Frank J.
118
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116
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108
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105
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102
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98
Subrahmanyam, Avanidhar
94
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93
Hautsch, Nikolaus
92
Lux, Thomas
92
Pelizzon, Loriana
89
Chang, Chia-Lin
88
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86
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86
Pierdzioch, Christian
85
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85
Shleifer, Andrei
85
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84
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84
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82
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80
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79
Engle, Robert F.
79
Liu, Jin-tan
78
Foucault, Thierry
76
Härdle, Wolfgang
76
Li, K. T.
76
Lee, Cheng F.
75
Schiereck, Dirk
73
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71
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68
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The journal of futures markets
24
International review of economics & finance : IREF
8
Review of quantitative finance and accounting
6
The North American journal of economics and finance : a journal of financial economics studies
4
Applied financial economics
3
Journal of economics and finance
3
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International journal of financial markets and derivatives
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Journal of forecasting
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Journal of international financial markets, institutions & money
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Journal of multinational financial management
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Journal of regulatory economics
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Pacific economic review
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Quarterly journal of business and economics : QJBE
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Review of Pacific Basin financial markets and policies
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Zi you zhong guo zhi gong ye
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ECONIS (ZBW)
84
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1
Price discovery in the S&P 500 index derivatives markets
Chen, Wei Peng
;
Chung, Huimin
;
Lien, Da-hsiang Donald
- In:
International review of economics & finance : IREF
45
(
2016
),
pp. 438-452
Persistent link: https://www.econbiz.de/10011626500
Saved in:
2
Estimating multiperiod hedge ratios in cointegrated markets
Lien, Da-hsiang Donald
- In:
The journal of futures markets
13
(
1993
)
8
,
pp. 909-920
Persistent link: https://www.econbiz.de/10001158681
Saved in:
3
Hedging time-varying downside risk
Lien, Da-hsiang Donald
- In:
The journal of futures markets
18
(
1998
)
6
,
pp. 705-722
Persistent link: https://www.econbiz.de/10001249191
Saved in:
4
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
Saved in:
5
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:
6
Comparisons of short and long hedge performance : the case of
Taiwan
Demirer, Rıza
;
Lien, Da-hsiang Donald
;
Shaffer, David Reed
- In:
Journal of multinational financial management
15
(
2005
)
1
,
pp. 51-66
Persistent link: https://www.econbiz.de/10002533658
Saved in:
7
Short and long Gini hedgers in an emerging market
Lien, Da-hsiang Donald
;
Shaffer, David Reed
- In:
Zi you zhong guo zhi gong ye
92
(
2002
)
10
,
pp. 79-103
Persistent link: https://www.econbiz.de/10001729998
Saved in:
8
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:
9
Trading aggressiveness, order execution quality, and stock price movements : evidence from the
Taiwan
stock exchange
Hung, Pi-Hsia
;
Lien, Da-hsiang Donald
- In:
Journal of international financial markets, …
60
(
2019
),
pp. 231-251
Persistent link: https://www.econbiz.de/10012128011
Saved in:
10
Price limit changes and market quality in the
Taiwan
Stock Exchange
Lien, Da-hsiang Donald
;
Hung, Pi-Hsia
;
Zhu, Jia-De
; …
- In:
Pacific-Basin finance journal
55
(
2019
),
pp. 239-258
Persistent link: https://www.econbiz.de/10012169533
Saved in:
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