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Quantile information share under Markov regime‐switching
Lien, Donald; Wang, Ziling; Yu, Xiaojian - In: Journal of Futures Markets 41 (2020) 4, pp. 493-513
Persistent link: https://www.econbiz.de/10012406811
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A new measure of fund window dressing and its application to Chinese mutual fund market
Yu, Xiaojian; Liu, Jianlin; Lien, Da-hsiang Donald - In: The quarterly review of economics and finance : journal … 89 (2023), pp. 63-72
Persistent link: https://www.econbiz.de/10014428174
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Can mutual fund investors benefit from volatility managing? : evidence from China
Zhang, Xili; Zheng, Yiran; Lien, Da-hsiang Donald; Yu, … - In: Pacific-Basin finance journal 83 (2024), pp. 1-19
Persistent link: https://www.econbiz.de/10014491107
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Optimal quantile hedging under Markov regime switching
Lien, Da-hsiang Donald; Wang, Ziling; Yu, Xiaojian - In: Empirical economics : a quarterly journal of the … 60 (2021) 5, pp. 2177-2201
Persistent link: https://www.econbiz.de/10012585550
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Effects of economic policy uncertainty : a regime switching connectedness approach
Lien, Da-hsiang Donald; Zhang, Jiewen; Yu, Xiaojian - In: Economic modelling 113 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10013349173