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~person:"Lien, Da-hsiang Donald"
~person:"Schwartz, Robert A."
~type_genre:"Aufsatz in Zeitschrift"
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Securities trading
20
Wertpapierhandel
20
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13
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13
Bourse
10
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10
Market microstructure
8
Marktmikrostruktur
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Aufsatz in Zeitschrift
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Lien, Da-hsiang Donald
Schwartz, Robert A.
Frino, Alex
30
O'Hara, Maureen
26
Van Ness, Robert A.
26
Van Ness, Bonnie F.
20
Chung, Kee H.
19
Garvey, Ryan
18
Hendershott, Terrence
18
Theissen, Erik
17
Cartea, Álvaro
16
Wu, Fei
16
Marshall, Ben R.
15
Subrahmanyam, Avanidhar
15
Easley, David
14
Lepone, Andrew
14
Metghalchi, Massoud
14
Tse, Yiuman
14
Aitken, Michael J.
13
Gomber, Peter
13
McInish, Thomas H.
13
Schiereck, Dirk
13
Sensoy, Ahmet
13
Hung, Pi-Hsia
12
Ibikunle, Gbenga
12
Kalev, Petko S.
12
Van Vliet, Benjamin
12
Blau, Benjamin
11
Foucault, Thierry
11
Jaimungal, Sebastian
11
Menkveld, Albert J.
11
Chakrabarty, Bidisha
10
Comerton-Forde, Carole
10
Riordan, Ryan
10
Ryu, Doojin
10
Saar, Gideon
10
Boehmer, Ekkehart
9
Gregoriou, Andros
9
Huu Nhan Duong
9
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9
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International review of economics & finance : IREF
3
Review of quantitative finance and accounting
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Journal of financial markets
2
The journal of futures markets
2
The journal of portfolio management : a publication of Institutional Investor
2
Financial markets, institutions & instruments
1
Journal of empirical finance
1
Journal of international financial markets, institutions & money
1
Pacific-Basin finance journal
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of business : B
1
The journal of finance : the journal of the American Finance Association
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The journal of trading
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ECONIS (ZBW)
23
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1
Whose trades contribute more to price discovery? : evidence from the Taiwan stock exchange
Lien, Da-hsiang Donald
;
Hung, Pi-Hsia
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 213-263
Persistent link: https://www.econbiz.de/10014342030
Saved in:
2
Order choices : an intraday analysis of the Taiwan Stock Exchange
Lien, Da-hsiang Donald
;
Hung, Pi-Hsia
;
Lo, Hsiang-Yu
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013534201
Saved in:
3
Who knows more and makes more? : a perspective of order submission decisions across investor types
Lien, Da-hsiang Donald
;
Hung, Pi-Hsia
;
Chen, Hung-Ju
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 381-398
Persistent link: https://www.econbiz.de/10012655075
Saved in:
4
An intraday analysis of block orders on the Taiwan Stock Exchange
Lien, Da-hsiang Donald
;
Hung, Pi-Hsia
;
Wu, Yi-Hsien
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 133-147
Persistent link: https://www.econbiz.de/10014427948
Saved in:
5
Do high frequency trading firms provide two-sided liquidity?
Ozenbas, Deniz
;
Schwartz, Robert A.
- In:
The journal of portfolio management : a publication of …
44
(
2018
)
7
,
pp. 63-74
Persistent link: https://www.econbiz.de/10012260380
Saved in:
6
Whose trades move stock prices? : evidence from the Taiwan Stock Exchange
Lien, Da-hsiang Donald
;
Hung, Pi-Hsia
;
Lin, Zong-Wei
- In:
International review of economics & finance : IREF
66
(
2020
),
pp. 25-50
Persistent link: https://www.econbiz.de/10012390645
Saved in:
7
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:
8
A bivariate high-frequency-based volatility model for optimal futures hedging
Lai, Yu-Sheng
;
Lien, Da-hsiang Donald
- In:
The journal of futures markets
37
(
2017
)
9
,
pp. 913-929
Persistent link: https://www.econbiz.de/10011950909
Saved in:
9
Price limit changes, order decisions, and stock price movements : an empirical analysis of the Taiwan Stock Exchange
Lien, Da-hsiang Donald
;
Hung, Pi-Hsia
;
Pan, Chiu-Ting
- In:
Review of quantitative finance and accounting
55
(
2020
)
1
,
pp. 239-268
Persistent link: https://www.econbiz.de/10012233225
Saved in:
10
Trading aggressiveness, order execution quality, and stock price movements : evidence from the Taiwan stock exchange
Hung, Pi-Hsia
;
Lien, Da-hsiang Donald
- In:
Journal of international financial markets, …
60
(
2019
),
pp. 231-251
Persistent link: https://www.econbiz.de/10012128011
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