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Lien, Da-hsiang Donald
Broll, Udo
238
Caporale, Guglielmo Maria
226
Gupta, Rangan
191
Fabozzi, Frank J.
170
McAleer, Michael
154
Madan, Dilip B.
125
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117
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101
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95
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92
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90
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90
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89
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89
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88
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88
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85
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84
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81
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79
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77
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76
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76
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The journal of futures markets
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Belief functions in business decisions : with 57 tables
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ECONIS (ZBW)
122
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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
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:
3
Optimal
hedging
and spreading in cointegrated markets
Lien, Da-hsiang Donald
- In:
Economics letters
40
(
1992
)
1
,
pp. 91-95
Persistent link: https://www.econbiz.de/10001137541
Saved in:
4
Application of mean-variance analysis to broad-based futures contracts
Lien, Da-hsiang Donald
- In:
The journal of futures markets
12
(
1992
)
1
,
pp. 19-32
Persistent link: https://www.econbiz.de/10001124731
Saved in:
5
Optimal
hedging
and spreading on wheat futures markets
Lien, Da-hsiang Donald
- In:
The journal of futures markets
9
(
1989
)
2
,
pp. 163-170
Persistent link: https://www.econbiz.de/10001066574
Saved in:
6
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:
7
The effect of the cointegration relationship on futures
hedging
: a note
Lien, Da-hsiang Donald
- In:
The journal of futures markets
16
(
1996
)
7
,
pp. 773-780
Persistent link: https://www.econbiz.de/10001205863
Saved in:
8
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:
9
Risk aversion, disappointment aversion, and futures
hedging
Lien, Da-hsiang Donald
;
Wang, Yaqin
- In:
The journal of futures markets
22
(
2002
)
2
,
pp. 123-141
Persistent link: https://www.econbiz.de/10001646603
Saved in:
10
The effect of liquidity constraints on futures
hedging
Lien, Da-hsiang Donald
- In:
The journal of futures markets
23
(
2002
)
6
,
pp. 603-613
Persistent link: https://www.econbiz.de/10001769712
Saved in:
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