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~isPartOf:"Advances in futures and options research : a research annual"
~isPartOf:"Pacific-Basin finance journal"
~language:"eng"
~person:"Li, Anlong"
~person:"Lien, Da-hsiang Donald"
~type_genre:"Article in journal"
~type_genre:"Article"
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2
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Li, Anlong
Lien, Da-hsiang Donald
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Advances in futures and options research : a research annual
Pacific-Basin finance journal
The journal of futures markets
51
International review of economics & finance : IREF
33
The North American journal of economics and finance : a journal of financial economics studies
15
International review of financial analysis
11
Applied economics
10
Economics letters
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
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Review of quantitative finance and accounting
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Economic modelling
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Journal of development economics
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Journal of population economics
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Pacific economic review
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Research in finance
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World development : the multi-disciplinary international journal devoted to the study and promotion of world development
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Advances in quantitative analysis of finance and accounting : a research annual
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Applied economics letters
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China economic review : an international journal
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Energy economics
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Global finance journal
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International journal of business and economics
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Journal of economic behavior & organization : JEBO
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Journal of empirical finance
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Journal of managerial psychology
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Journal of multinational financial management
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Journal of regulatory economics
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The journal of socio-economics
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ECONIS (ZBW)
7
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1
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
Saved in:
2
Global financial crisis, funding constraints, and liquidity of VIX futures
Chiu, Junmao
;
Lien, Da-hsiang Donald
;
Tsai, Wei-Che
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014463313
Saved in:
3
Price limit changes and market quality in the Taiwan Stock Exchange
Lien, Da-hsiang Donald
;
Hung, Pi-Hsia
;
Zhu, Jia-De
; …
- In:
Pacific-Basin finance journal
55
(
2019
),
pp. 239-258
Persistent link: https://www.econbiz.de/10012169533
Saved in:
4
Industry herding and momentum strategies
Demirer, Rıza
;
Lien, Da-hsiang Donald
;
Zhang, Huacheng
- In:
Pacific-Basin finance journal
32
(
2015
),
pp. 95-110
Persistent link: https://www.econbiz.de/10011471555
Saved in:
5
Futures hedging and stochastic volatility
Lien, Da-hsiang Donald
- In:
Advances in futures and options research : a research annual
10
(
1999
),
pp. 253-265
Persistent link: https://www.econbiz.de/10001434836
Saved in:
6
Using stock price as numeraire in option pricing models with nonconstant volatility
Li, Anlong
- In:
Advances in futures and options research : a research annual
9
(
1997
),
pp. 37-49
Persistent link: https://www.econbiz.de/10001226775
Saved in:
7
A one-factor lognormal Markovian interest rate model : theory and implementation
Li, Anlong
- In:
Advances in futures and options research : a research annual
8
(
1995
),
pp. 229-239
Persistent link: https://www.econbiz.de/10001211283
Saved in:
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