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~subject:"Capital income"
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Capital income
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Lien, Da-hsiang Donald
20
Li, Yang
4
Demirer, Rıza
3
Lee, Hsiu-chuan
2
Wang, Zi-Mei
2
Berg, Nathan
1
Bouri, Elie
1
Chang, Shu-Lien
1
Ehsani, Sina
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Hsu, Chih-Hsiang
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Hung, Pi-Hsia
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Indriawan, Ivan
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1
Roubaud, David
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Shahzad, Syed Jawad Hussain
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International review of economics & finance : IREF
2
International review of financial analysis
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Advances in quantitative analysis of finance and accounting : a research annual
1
Applied financial economics
1
Applied mathematical finance
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Finance research letters
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International journal of managerial finance : IJMF
1
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The North American journal of economics and finance : a journal of financial economics studies
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The energy journal
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The financial review : the official publication of the Eastern Finance Association
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ECONIS (ZBW)
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1
A note on the relationships between some risk-adjusted performance measures
Lien, Da-hsiang Donald
- In:
The journal of futures markets
22
(
2002
)
5
,
pp. 483-495
Persistent link: https://www.econbiz.de/10001678524
Saved in:
2
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:
3
Effects of passive intensity on aggregate price dynamics
Ehsani, Sina
;
Lien, Da-hsiang Donald
- In:
The financial review : the official publication of the …
50
(
2015
)
3
,
pp. 363-391
Persistent link: https://www.econbiz.de/10011338153
Saved in:
4
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:
5
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:
6
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:
7
Is covered call investing wise? : Evaluating the strategy using risk-adjusted performance measures
Leggio, Karyl B.
;
Lien, Da-hsiang Donald
- In:
Advances in quantitative analysis of finance and …
2
(
2005
),
pp. 187-204
Persistent link: https://www.econbiz.de/10003104102
Saved in:
8
Correlation and return dispersion dynamics in Chinese markets
Demirer, Rıza
;
Lien, Da-hsiang Donald
- In:
International review of financial analysis
14
(
2005
)
4
,
pp. 477-491
Persistent link: https://www.econbiz.de/10003117573
Saved in:
9
Tracking error decision rules and accumulated wealth
Berg, Nathan
;
Lien, Da-hsiang Donald
- In:
Applied mathematical finance
10
(
2003
)
2
,
pp. 91-119
Persistent link: https://www.econbiz.de/10001805360
Saved in:
10
Firm-level return dispersion and correlation asymmetry : challenges for portfolio diversification
Demirer, Rıza
;
Lien, Da-hsiang Donald
- In:
Applied financial economics
14
(
2004
)
6
,
pp. 447-456
Persistent link: https://www.econbiz.de/10001971231
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