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~person:"Lien, Da-hsiang Donald"
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Hedging
53
Derivat
50
Derivative
50
Theorie
36
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36
Commodity derivative
22
Rohstoffderivat
22
USA
15
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15
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10
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Lien, Da-hsiang Donald
Broll, Udo
115
Fabozzi, Frank J.
105
McAleer, Michael
93
Hull, John
68
Chang, Chia-Lin
64
Chiarella, Carl
61
Irwin, Scott H.
61
Jarrow, Robert A.
61
Subrahmanyam, Marti G.
56
Prokopczuk, Marcel
53
Benth, Fred Espen
49
Kit, Pong Wong
48
Tse, Yiuman
46
Till, Hilary
44
Kolb, Robert W.
42
Hammoudeh, Shawkat
41
Pies, Ingo
39
Scheicher, Martin
38
Joshi, Mark S.
37
Schwartz, Eduardo S.
37
García, Philip
36
Miffre, Joëlle
36
Tang, Dragon Yongjun
36
Wahl, Jack E.
36
Zilcha, Itzhak
36
Acharya, Viral V.
35
Leung, Tim
35
Platen, Eckhard
35
Augustin, Patrick
34
Brigo, Damiano
34
Brooks, Robert
34
Duffie, Darrell
34
Gouriéroux, Christian
34
White, Alan
34
Härdle, Wolfgang
33
Pelizzon, Loriana
33
Sanders, Dwight R.
33
Bhar, Ramaprasad
32
Chance, Don M.
31
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The journal of futures markets
28
International review of economics & finance : IREF
7
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4
International review of financial analysis
3
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3
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3
Advances in investment analysis and portfolio management : a research annual
2
Global finance journal
2
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1
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1
Contributions to financial econometrics : theoretical and practical issues
1
Discussion paper series / School of Economics and Finance, the University of Hong Kong
1
Economics letters
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
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1
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1
International journal of financial markets and derivatives
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1
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ECONIS (ZBW)
77
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1
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:
2
Intraday return predictability in the crude oil market : the role of EIA inventory announcements
Wen, Zhuzhu
;
Indriawan, Ivan
;
Lien, Da-hsiang Donald
; …
- In:
The energy journal
44
(
2023
)
5
,
pp. 149-171
Persistent link: https://www.econbiz.de/10014380659
Saved in:
3
Bad volatility is not always bad : evidence from the commodity markets
Indriawan, Ivan
;
Lien, Da-hsiang Donald
;
Roh, Tai-Yong
; …
- In:
Applied economics
52
(
2020
)
40
,
pp. 4384-4402
Persistent link: https://www.econbiz.de/10012259062
Saved in:
4
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:
5
Convergence to efficiency in FTSE-100 futures market
Lien, Da-hsiang Donald
;
Xiang, Ju
- In:
International journal of financial markets and derivatives
1
(
2010
)
3
,
pp. 243-257
Persistent link: https://www.econbiz.de/10008665689
Saved in:
6
Estimating optimal hedge ratio : a multivariate skew-normal distribution approach
Lien, Da-hsiang Donald
;
Shrestha, Keshab
- In:
Applied financial economics
20
(
2010
)
7/9
,
pp. 627-636
Persistent link: https://www.econbiz.de/10009009324
Saved in:
7
Does the stock market drive herd behavior in commodity futures markets?
Demirer, Rıza
;
Lee, Hsiang-Tai
;
Lien, Da-hsiang Donald
- In:
International review of financial analysis
39
(
2015
),
pp. 32-44
Persistent link: https://www.econbiz.de/10011573052
Saved in:
8
Exchange-traded funds, liquidity and volatility
Krause, Timothy
;
Ehsani, Sina
;
Lien, Da-hsiang Donald
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1617-1630
Persistent link: https://www.econbiz.de/10010460931
Saved in:
9
Price discovery in interrelated markets
Lien, Da-hsiang Donald
;
Shrestha, Keshab
- In:
The journal of futures markets
34
(
2014
)
3
,
pp. 203-219
Persistent link: https://www.econbiz.de/10010355437
Saved in:
10
Implied volatility dynamics among exchange-traded funds and their largest component stocks
Krause, Timothy A.
;
Lien, Da-hsiang Donald
- In:
The journal of derivatives : the official publication …
22
(
2014
)
1
,
pp. 7-26
Persistent link: https://www.econbiz.de/10011634574
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