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~isPartOf:"Applied financial economics"
~isPartOf:"The journal of futures markets"
~language:"eng"
~person:"Chou, Robin K."
~person:"Lien, Da-hsiang Donald"
~type_genre:"Article in journal"
~type_genre:"Article"
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Chou, Robin K.
Lien, Da-hsiang Donald
Webb, Robert I.
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22
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Applied financial economics
The journal of futures markets
International review of economics & finance : IREF
34
The North American journal of economics and finance : a journal of financial economics studies
15
International review of financial analysis
12
Applied economics
10
Economics letters
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68
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1
Algorithmic trading and market quality : evidence from the Taiwan index futures market
Chang, Ya-Kai
;
Chou, Robin K.
- In:
The journal of futures markets
42
(
2022
)
10
,
pp. 1837-1855
Persistent link: https://www.econbiz.de/10013465825
Saved in:
2
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:
3
Estimation of market information shares : a comparison
Lien, Da-hsiang Donald
;
Wang, Zijun
- In:
The journal of futures markets
36
(
2016
)
11
,
pp. 1108-1124
Persistent link: https://www.econbiz.de/10011569017
Saved in:
4
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
Saved in:
5
The effects of margin changes on the composition of traders and market liquidity : evidence from the Taiwan futures exchange
Chou, Robin K.
;
Wang, George H. K.
;
Wang, Yun-Yi
- In:
The journal of futures markets
35
(
2015
)
10
,
pp. 894-915
Persistent link: https://www.econbiz.de/10011392699
Saved in:
6
Exchange-traded barrier option and VPIN : evidence from Hong Kong
Cheung, William Ming Yan
;
Chou, Robin K.
;
Lei, Adrian C. H.
- In:
The journal of futures markets
35
(
2015
)
6
,
pp. 561-581
Persistent link: https://www.econbiz.de/10011405410
Saved in:
7
The impacts of individual day trading strategies on market liquidity and volatility : evidence from the Taiwan index futures market
Chou, Robin K.
;
Wang, George H. K.
;
Wang, Yun-Yi
- In:
The journal of futures markets
35
(
2015
)
5
,
pp. 399-425
Persistent link: https://www.econbiz.de/10011405385
Saved in:
8
Production and anticipatory hedging under time-inconsistent preferences
Lien, Da-hsiang Donald
;
Yu, Chia-Feng
- In:
The journal of futures markets
35
(
2015
)
10
,
pp. 961-985
Persistent link: https://www.econbiz.de/10011392715
Saved in:
9
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:
10
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
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