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Hedging effectiveness comparisons : a note

Lien, Da-hsiang Donald; Shrestha, Keshab - In: International review of economics & finance : IREF 17 (2008) 3, pp. 391-396

Persistent link: https://www.econbiz.de/10003749652

Quantile estimation of optimal hedge ratio

Lien, Da-hsiang Donald; Shrestha, Keshab; Wu, Jing - In: The journal of futures markets 36 (2016) 2, pp. 194-214

Persistent link: https://www.econbiz.de/10011568071

Cross-country IPOs : what explains differences in underpricing?

Banerjee, Sumanta; Dai, Lili; Shrestha, Keshab - In: The journal of corporate finance : contracting, … 17 (2011) 5, pp. 1289-1305

Persistent link: https://www.econbiz.de/10009406445

Corporate Governance and the Information Content of Earnings Announcements : A Cross-Country Analysis

Lau, Sie Ting - 2016

Using firm-level data from 23 developed markets, we document a positive association between overall firm-level governance quality and the informativeness of earnings announcements measured by abnormal stock return variance. This finding is robust after controlling for the potential endogeneity...

Persistent link: https://www.econbiz.de/10013005750

Pricing vulnerable options with jump clustering

Ma, Yong; Shrestha, Keshab; Xu, Weidong - In: The journal of futures markets 37 (2017) 12, pp. 1155-1178

Persistent link: https://www.econbiz.de/10011951026

Financial technology and ESG market : a wavelet-DCC GARCH approach

Babak Naysary; Shrestha, Keshab - In: Research in international business and finance 71 (2024), pp. 1-17

Persistent link: https://www.econbiz.de/10015062813

ESG and economic policy uncertainty : a wavelet application

Shrestha, Keshab; Babak Naysary - In: Finance research letters 58 (2023) 4, pp. 1-5

Persistent link: https://www.econbiz.de/10014633664

Statistical properties of post-sample hedging effectiveness

Lien, Da-hsiang Donald - In: International review of financial analysis 16 (2007) 3, pp. 293-300

Persistent link: https://www.econbiz.de/10003510461

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

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