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~isPartOf:"Advances in investment analysis and portfolio management : a research annual"
~isPartOf:"Applied financial economics"
~isPartOf:"The journal of socio-economics"
~language:"eng"
~person:"Lien, Da-hsiang Donald"
~type_genre:"Article in journal"
~type_genre:"Article"
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Lien, Da-hsiang Donald
Faff, Robert W.
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Brooks, Robert
20
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19
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Advances in investment analysis and portfolio management : a research annual
Applied financial economics
The journal of socio-economics
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
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International review of financial analysis
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World development : the multi-disciplinary international journal devoted to the study and promotion of world development
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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1
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:
2
International trade, foreign direct investment, and transaction costs in languages
Oh, Chang Hoon
;
Selmier, W. Travis
;
Lien, Da-hsiang Donald
- In:
The journal of socio-economics
40
(
2011
)
6
,
pp. 732-735
Persistent link: https://www.econbiz.de/10009502067
Saved in:
3
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:
4
The value of planned death
Chan, Leo H.
;
Lien, Da-hsiang Donald
- In:
The journal of socio-economics
39
(
2010
)
6
,
pp. 692-695
Persistent link: https://www.econbiz.de/10009296699
Saved in:
5
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
Saved in:
6
Impulse responses in a threshold cointegrated system : the case of natural gas markets
Root, T. H.
;
Lien, Da-hsiang Donald
- In:
Applied financial economics
13
(
2003
)
1
,
pp. 23-35
Persistent link: https://www.econbiz.de/10001725720
Saved in:
7
Evaluating the hedging performance of the constant-correlation GARCH model
Lien, Da-hsiang Donald
;
Tse, Yiu Kuen
;
Tsui, Albert K.
- In:
Applied financial economics
12
(
2002
)
11
,
pp. 791-798
Persistent link: https://www.econbiz.de/10001711924
Saved in:
8
Optimal hedge ratios and temporal aggregation of cointegrated systems
Lien, Da-hsiang Donald
;
Leggio, Karyl
- In:
Advances in investment analysis and portfolio …
9
(
2002
),
pp. 31-40
Persistent link: https://www.econbiz.de/10001695508
Saved in:
9
Hedging downside risk with futures contracts
Lien, Da-hsiang Donald
;
Tse, Yiu Kuen
- In:
Applied financial economics
10
(
2000
)
2
,
pp. 163-170
Persistent link: https://www.econbiz.de/10001526213
Saved in:
10
A note on the length effect of futures hedging
Lien, Da-hsiang Donald
;
Tse, Yiu Kuen
- In:
Advances in investment analysis and portfolio …
7
(
2000
),
pp. 131-143
Persistent link: https://www.econbiz.de/10001542589
Saved in:
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